Report NEP-FMK-2006-06-07
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.Subscribe to this report: email or RSS
Other reports in NEP-FMK
The following items were announced in this report:
- Item repec:xrs:meawpa:04053 is not listed on IDEAS anymore
- Item repec:iim:iimawp:2006-05-05 is not listed on IDEAS anymore
- Calvet, Laurent E. & Campbell, John Y. & Sodini, Paolo, 2006. "Down or Out: Assessing The Welfare Costs of Household Investment Mistakes," Working Paper Series 195, Sveriges Riksbank (Central Bank of Sweden).
- Gregory Birg & Brian M. Lucey, 2006. "Integration Of Smaller European Equity Markets : A Time-Varying Integration Score Analysis," The Institute for International Integration Studies Discussion Paper Series iiisdp136, IIIS.
- Nooteboom, B., 2006. "Transaction Costs, Innovation and Learning," Discussion Paper 2006-36, Tilburg University, Center for Economic Research.
- Christopher J. Neely & Paul A. Weller, 2007. "Central bank intervention with limited arbitrage," Working Papers 2006-033, Federal Reserve Bank of St. Louis.
- Christopher Allsopp & Amit Kara & Edward Nelson, 2006. "U.K. inflation targeting and the exchange rate," Working Papers 2006-030, Federal Reserve Bank of St. Louis.
- Mariano Selvaggi & Thomas Kirchmaier, 2006. "The Dark Side of Good Corporate Governance:," FMG Discussion Papers dp559, Financial Markets Group.
- E Bataa & D R Osborn & D H Kim, 2006. "A Further Examination of the Expectations Hypothesis for the Term Structure," Centre for Growth and Business Cycle Research Discussion Paper Series 72, Economics, The Univeristy of Manchester.
- Ivo J.M. Arnold & Ronald MacDonald & Casper G. de Vries, 2006. "Fundamental volatility is regime specific," Nyenrode Research Papers Series 06-04, Nyenrode Business Universiteit.
- Dimitrios Malliaropulos & Ekaterini Panopoulou & Nikitas Pittis & Theologos Pantelidis, 2006. "The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates," The Institute for International Integration Studies Discussion Paper Series iiisdp135, IIIS.
- Paola Robotti, 2006. "Hedge Funds and Financial Stability: Explaining the Debate at the Financial Stability Forum," FMG Discussion Papers dp560, Financial Markets Group.
- Gauthier Lanot & Peter Lawrence, 2005. "Financial Liberalization and Household Financial Behaviour in India," Keele Economics Research Papers KERP 2005/15, Centre for Economic Research, Keele University.
- Riccardo LUCCHETTI & Giulio PALOMBA, 2006. "Forecasting US bond yields at weekly frequency," Working Papers 261, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Item repec:xrs:meawpa:04064 is not listed on IDEAS anymore
- Jeffrey R. Brown & Nellie Liang & Scott Weisbenner, 2006. "Executive financial incentives and payout policy: firm responses to the 2003 dividend tax cut," Finance and Economics Discussion Series 2006-14, Board of Governors of the Federal Reserve System (U.S.).
- Bernd Hayo & Boris Hofmann, 2005. "Comparing Monetary Policy Reaction Functions: ECB versus Bundesbank," Marburg Working Papers on Economics 200502, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Item repec:xrs:meawpa:04060 is not listed on IDEAS anymore
- Fan, Xuejun & Jacobs, Jan & Lensink, Robert, 2005. "Chicken or egg: financial development and economic growth in China, 1992-2004," CCSO Working Papers 200509, University of Groningen, CCSO Centre for Economic Research.
- Angela Birk, . "Method to Find the VARs Easily," Departmental Working Papers 2006-11, Department of Economics, Louisiana State University.
- Beck, Thorsten & Laeven, Luc, 2006. "Resolution of failed banks by deposit insurers : cross-country evidence," Policy Research Working Paper Series 3920, The World Bank.
- Evelyn Korn, 2006. "The Information Content of Mandatory Disclosures," Marburg Working Papers on Economics 200601, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Jean-Pierre Zigrand & Jon Danielsson, 2006. "Equilibrium Asset Pricing with Systemic Risk," FMG Discussion Papers dp561, Financial Markets Group.
- Ricardo Coehlo & Claire Gilmore & Brian M. Lucey, 2006. "The Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees," The Institute for International Integration Studies Discussion Paper Series iiisdp142, IIIS.
- Tung Liu & Gary Santoni & Courtenay Cliff Stone, 2005. "Federal Securities Regulations and Stock Market Returns," Working Papers 200501, Ball State University, Department of Economics, revised Jan 2005.
- Lindblad, Hans & Sellin, Peter, 2006. "A Simultaneous Model of the Swedish Krona, the US Dollar and the Euro," Working Paper Series 193, Sveriges Riksbank (Central Bank of Sweden).
- Michela Lacangellera & Paolo Mariani, 2005. "Main features of Italian banking service: a cross-regional dynamic analysis," Working Papers 20050601, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
- Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006. "The bond yield "conundrum" from a macro-finance perspective," Working Paper Series 2006-16, Federal Reserve Bank of San Francisco.
- Anthony Pennington-Cross, 2006. "The duration of foreclosures in the subprime mortgage market: a competing risks model with mixing," Working Papers 2006-027, Federal Reserve Bank of St. Louis.
- Nicholas Barr, 2006. "(UBS Pensions Series 040) Pensions: Overview of Issues," FMG Discussion Papers dp562, Financial Markets Group.
- Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005. "On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models," Keele Economics Research Papers KERP 2005/13, Centre for Economic Research, Keele University.
- Juan Ignacio Pena & Santiago Forte, 2006. "CREDIT SPREADS: THEORY AND EVIDENCE ABOUT THE INFORMATION CONTENT OF STOCKS, BONDS AND CDSs," Business Economics Working Papers wb063310, Universidad Carlos III, Departamento de Economía de la Empresa.
- Kuper, Gerard H. & Lestano, 2006. "Dynamic conditional correlation analysis of financial market interdependence: An application to Thailand and Indonesia," CCSO Working Papers 200602, University of Groningen, CCSO Centre for Economic Research.
- Michel Beine & Pierre-Yves Preumont & Ariane Szafarz, 2006. "Sector diversification during crises: a European perspective," DULBEA Working Papers 06-07.RS, ULB -- Universite Libre de Bruxelles.
- Philip Lane & Sébastien Wälti, 2006. "The Euro and Financial Integration," The Institute for International Integration Studies Discussion Paper Series iiisdp139, IIIS.
- Colm Kearney & Valerio Poti, 2006. "Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area," The Institute for International Integration Studies Discussion Paper Series iiisdp132, IIIS.
- Thomas Lagoarde-Segot & Brian M. Lucey, 2006. "Portfolio allocations in the Middle East and North Africa," The Institute for International Integration Studies Discussion Paper Series iiisdp141, IIIS.
- Massimo Guidolin & Stuart Hyde, 2007. "What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model," Working Papers 2006-029, Federal Reserve Bank of St. Louis.
- Maximilian J B Hall, 2004. "Recentbankingsector_japan," Discussion Paper Series 2004_13, Department of Economics, Loughborough University, revised Mar 2004.
- Ricardo Lagos, 2006. "Asset prices and liquidity in an exchange economy," Staff Report 373, Federal Reserve Bank of Minneapolis.
- Item repec:dgr:unumer:2006012 is not listed on IDEAS anymore
- Ben Craig & Joseph G. Haubrich, 2006. "Gross loan flows," Working Paper 0604, Federal Reserve Bank of Cleveland.
- Item repec:hal:papers:halshs-00069163 is not listed on IDEAS anymore
- Jean Chateau, 2006. "Disparities in Pension Financing in Europe: Economic and Financial Consequences," Working Papers 2006-09, CEPII research center.
- Viviana Fernandez & Brian M. Lucey, 2006. "Portfolio management implications of volatility shifts: Evidence from simulated data," The Institute for International Integration Studies Discussion Paper Series iiisdp131, IIIS.
- Ugur Lel, 2006. "Currency hedging and corporate governance: a cross-country analysis," International Finance Discussion Papers 858, Board of Governors of the Federal Reserve System (U.S.).
- Robert Breunig & Deborah Cobb-Clark & Xiaodong Gong & Danielle Venn, 2006. "Disagreement in Partners’ Reports of Financial Difficulty," CEPR Discussion Papers 520, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Ricardo Lagos, 2006. "Inside and outside money," Staff Report 374, Federal Reserve Bank of Minneapolis.
- Ivo J.M. Arnold, 2005. "Optimal regional biases in ECB interest rate setting," Nyenrode Research Papers Series 05-01, Nyenrode Business Universiteit.
- Matteo Pelagatti & Stefania Rondena, 2004. "Dynamic Conditional Correlation with Elliptical Distributions," Working Papers 20060508, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised May 2006.
- Item repec:xrs:meawpa:05085 is not listed on IDEAS anymore
- Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2006. "Investing for the long-run in European real estate," Working Papers 2006-028, Federal Reserve Bank of St. Louis.
- John Armour, 2006. "Should we redistribute in insolvency," ESRC Centre for Business Research - Working Papers wp319, ESRC Centre for Business Research.
- David Schmidt & Robert S. Shupp & James Walker, 2005. "Resource Allocation Contests: Experimental Evidence," Working Papers 200506, Ball State University, Department of Economics, revised Feb 2005.
- Christina E. Bannier & Falko Fecht & Marcel Tyrell, 2008. "Open-End Real Estate Funds in Germany - Genesis and Crisis," Working Paper Series: Finance and Accounting 165, Department of Finance, Goethe University Frankfurt am Main.
- John Armour, 2006. "Legal capital: an outdated concept," ESRC Centre for Business Research - Working Papers wp320, ESRC Centre for Business Research.
- Param Silvapulle & Xibin Zhang, 2006. "Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures," Monash Econometrics and Business Statistics Working Papers 9/06, Monash University, Department of Econometrics and Business Statistics.
- Antonio Scalia, 2006. "Is foreign exchange intervention effective? Some micro-analytical evidence from the Czech Republic," Temi di discussione (Economic working papers) 579, Bank of Italy, Economic Research and International Relations Area.
- Ivo J.M. Arnold & Evert B. Vrugt, 2006. "Stock market volatility and macroeconomic uncertainty. Evidence from survey data," Nyenrode Research Papers Series 06-08, Nyenrode Business Universiteit.
- Ron Borzekowski & Elizabeth K. Kiser, 2006. "The choice at the checkout: quantifying demand across payment instruments," Finance and Economics Discussion Series 2006-17, Board of Governors of the Federal Reserve System (U.S.).
- Prasad Bidarkota & Brice Dupoyet, 2006. "Asset Pricing with Incomplete Information In a Discrete Time Pure Exchange Economy," Working Papers 0603, Florida International University, Department of Economics.
- Marcello Pericoli & Marco Taboga, 2006. "Canonical term-structure models with observable factors and the dynamics of bond risk premiums," Temi di discussione (Economic working papers) 580, Bank of Italy, Economic Research and International Relations Area.
- Kelly Edmiston, 2005. "New insights in the determinants of regional variation in personal bankruptcy filing rates," Community Affairs Research Working Paper 2005-05, Federal Reserve Bank of Kansas City.
- Item repec:xrs:meawpa:04061 is not listed on IDEAS anymore
- Bernd Hayo, 2005. "Mass Attidudes Toward Financial Crisis and Economic Reform in Korea," Marburg Working Papers on Economics 200504, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Antonio Nicolò & Piero Tedeschi, 2006. "Missing Contracts: On the Rationality of not Signing a Prenuptial Agreement," Working Papers 20060506, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
- Pieter Walhof* & André B. Dorsman & André Thibeault, 2005. "Life insurance securitisation in Europe: An overview on the effects of alternative capital resources and its relation to regulator and IFRS guidelines," Nyenrode Research Papers Series 05-05, Nyenrode Business Universiteit.
- Ron Borzekowski & Elizabeth K. Kiser & Shaista Ahmed, 2006. "Consumers' use of debit cards: patterns, preferences, and price response," Finance and Economics Discussion Series 2006-16, Board of Governors of the Federal Reserve System (U.S.).
- Item repec:xrs:meawpa:05083 is not listed on IDEAS anymore
- Annalisa Castelli & Gerald P. Dwyer, Jr. & Iftekhar Hasan, 2006. "Bank relationships and small firms’ financial performance," Working Paper 2006-05, Federal Reserve Bank of Atlanta.
- Jonathan A. Batten & Peter G. Szilagyi, 2006. "Developing Foreign Bond Markets: The Arirang Bond Experience in Korea," The Institute for International Integration Studies Discussion Paper Series iiisdp138, IIIS.
- Philip Lane & Gian Maria Milesi-Ferretti, 2006. "Exchange Rates and External Adjustment: Does Financial Globalization Matter?," The Institute for International Integration Studies Discussion Paper Series iiisdp129, IIIS.
- Gatti, Roberta & Love, Inessa, 2006. "Does access to credit improve productivity ? Evidence from Bulgarian firms," Policy Research Working Paper Series 3921, The World Bank.
- Lucy F. Ackert & Narat Charupat & Richard Deaves & Brian D. Kluger, 2006. "The origins of bubbles in laboratory asset markets," Working Paper 2006-06, Federal Reserve Bank of Atlanta.
- Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm, 2007. "Central bank intervention and exchange rate volatility, its continuous and jump components," Working Papers 2006-031, Federal Reserve Bank of St. Louis.
- Item repec:xrs:meawpa:05082 is not listed on IDEAS anymore
- Item repec:xrs:meawpa:04062 is not listed on IDEAS anymore
- Juan Ignacio Pena & Rosa Rodriguez, 2006. "On The Economic Link Between Asset Prices And Real Activity," Business Economics Working Papers wb063209, Universidad Carlos III, Departamento de Economía de la Empresa.
- Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks," KIER Working Papers 621, Kyoto University, Institute of Economic Research.
- Gabriella Legrenzi & Costas Milas, 2005. "Non-linear real exchange rate effects in the UK labour market," Keele Economics Research Papers KERP 2005/08, Centre for Economic Research, Keele University.
- Massimo Caruso, 2006. "Stock market fluctuations and money demand in Italy, 1913-2003," Temi di discussione (Economic working papers) 576, Bank of Italy, Economic Research and International Relations Area.