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Report NEP-FMK-2006-06-10
This is the archive for NEP-FMK , a report on new working papers in the area of Financial Markets. Carolina Valiente issued this report. It is usually issued weekly.Subscribe to this report: email or RSS Other reports in NEP-FMK
The following items were anounced in this report:
Dairo Estrada & Esteban Gómez & Inés Orozco, .
"Determinants of Interest Margins in Colombia ,"
Borradores de Economia
393, Banco de la Republica de Colombia.
[Downloadable!] Lucjan T. Orlowski & Kirsten Lommatzsch, 2005.
"Bond Yield Compression in the Countries Converging to the Euro ,"
William Davidson Institute Working Papers Series
wp799, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!] J. Annaert & W. Van Hyfte, 2006.
"Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
06/376, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!] Javier Gómez Pineda, .
"Capital Flows and Monetary Policy ,"
Borradores de Economia
395, Banco de la Republica de Colombia.
[Downloadable!] Rasmus Fatum & Michael M. Hutchison, 2006.
"Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects ,"
EPRU Working Paper Series
06-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
[Downloadable!] David M. Kemme & Saktinil Roy, 2005.
"Real Exchange Rate Misalignment: Prelude to Crisis? ,"
William Davidson Institute Working Papers Series
wp797, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!] Roman Horvath, 2005.
"Exchange Rate Variability, Pressures and Optimum Currency Area Criteria: Lessons for the Central and Eastern European Countries ,"
Working Papers
2005/08, Czech National Bank, Research Department.
[Downloadable!] Anca Podpiera & Jiri Podpiera, 2005.
"Deteriorating Cost Efficiency in Commercial Banks Signals an Increasing Risk of Failure ,"
Working Papers
2005/06, Czech National Bank, Research Department.
[Downloadable!] Balazs Egert & Evzen Kocenda, 2005.
"Contagion Across and Integration of Central and Eastern European Stock Markets: Evidence from Intraday Data ,"
William Davidson Institute Working Papers Series
wp798, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!] Rocha, Roberto & Morales, Marco & Thorburn, Craig, 2006.
"An empirical analysis of the annuity rate in Chile ,"
Policy Research Working Paper Series
3929, The World Bank.
[Downloadable!] Sergio Turner, 2006.
"Pareto Improving Financial Innovation in Incomplete Markets ,"
Working Papers
2006-10, Brown University, Department of Economics.
[Downloadable!] Balazs Egert & Lubos Komarek, 2005.
"Foreign Exchange Interventions and Interest Rate Policy in the Czech Republic: Hand in Glove? ,"
Working Papers
2005/07, Czech National Bank, Research Department.
[Downloadable!] Lubos Komarek & Martin Melecky, 2005.
"The Behavioural Equilibrium Exchange Rate of the Czech Koruna ,"
Working Papers
2005/05, Czech National Bank, Research Department.
[Downloadable!] K. Baeyens & S. Manigart, 2006.
"Who gets private equity? The role of debt capacity, growth and intangible assets ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
06/368, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!] Luc, BAUWENS & Genaro, SUCARRAT, 2006.
"General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation ,"
Discussion Papers (ECON - Département des Sciences Economiques)
2006013, Université catholique de Louvain, Département des Sciences Economiques.
[Downloadable!] Jan Kregel & Leonardo Burlamaqui, 2006.
"Finance, Competition, Instability, and Development Microfoundations and Financial Scaffolding of the Economy ,"
The Other Canon Foundation and Tallinn University of Technology Working Papers in Technology Governance and Economic Dynamics
04, TUT Institute of Public Administration.
[Downloadable!] James J. Choi & David Laibson & Brigitte C. Madrian, 2006.
"Why Does the Law of One Price Fail? An Experiment on Index Mutual Funds ,"
NBER Working Papers
12261, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Holger Kraft & Mogens Steffensen, 2006.
"Bankruptcy, Counterparty Risk, and Contagion ,"
FRU Working Papers
2006/03, University of Copenhagen. Department of Economics. Finance Research Unit.
[Downloadable!] Gozzi, Juan Carlos & Levine, Ross & Schmukler, Sergio L., 2006.
"Internationalization and the evolution of corporate valuation ,"
Policy Research Working Paper Series
3933, The World Bank.
[Downloadable!] Item repec:col:001043:002517 is not listed on IDEAS anymore
MartÃn Uribe, 2006.
"Individual Versus Aggregate Collateral Constraints and the Overborrowing Syndrome ,"
NBER Working Papers
12260, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) James Dow & Gary Gorton, 2006.
"Noise Traders ,"
NBER Working Papers
12256, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Marek Hlavacek & Michael Konak & Josef Cada, 2005.
"The Application of Structured Feedforward Neural Networks to the Modelling of Daily Series of Currency in Circulation ,"
Working Papers
2005/11, Czech National Bank, Research Department.
[Downloadable!] Tatjana Sedash, 2006.
"Mutual Fund Investing – One of the Main Ways of Saving for Retirement in Russia ,"
Working Paper Series: Finance and Accounting
166, Department of Finance, Goethe University Frankfurt am Main.
[Downloadable!] Marco Realdon, 2006.
"Book Values and Market Values of Equity and Debt ,"
Discussion Papers
06/11, Department of Economics, University of York.
[Downloadable!] Gael M. Martin & Andrew Reidy & Jill Wright, 2006.
"Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility ,"
Monash Econometrics and Business Statistics Working Papers
10/06, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!] Hsu-Huei Huang & Paochung Hsu & Haider A. Khan & Yun-Lin Yu, 2006.
"Does the Appointment of the Outside Director Increase Firm Value? The Evidence from Taiwan ,"
CIRJE F-Series
CIRJE-F-427, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Roland Gillet & Robert Goffin & Isabelle Nagot & Ariane Szafarz, 2006.
"Stratégies d'investissement en actions et fonds à capital garanti ,"
Working Papers CEB
06-008.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB).
[Downloadable!] Balázs Égert, & László Halpern & Ronald MacDonald, 2005.
"Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues ,"
William Davidson Institute Working Papers Series
wp793, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!] Komarek, Lubos & Melecky, Martin, 2005.
"Currency Crises, Current Account Reversals and Growth : The Compounded Effect for Emerging Markets ,"
The Warwick Economics Research Paper Series (TWERPS)
735, University of Warwick, Department of Economics.
[Downloadable!] Philippe, DE DONDER & Jean, HINDRIKS, 2006.
"Does Propitious Selection Explain why Riskier People Buy less Insurance ,"
Discussion Papers (ECON - Département des Sciences Economiques)
2006017, Université catholique de Louvain, Département des Sciences Economiques.
[Downloadable!] Hartley, Roger & Lanot, Gauthier & Walker, Ian, 2005.
"Who Really Wants to be a Millionaire : Estimates of Risk Aversion from Game Show Data ,"
The Warwick Economics Research Paper Series (TWERPS)
719, University of Warwick, Department of Economics.
[Downloadable!] Noriko Inakura & Satoshi Shimizutani, 2006.
"Interest Income and Household Savings: Evidence Based on the Maturation of Postal Savings Certificates ,"
Hi-Stat Discussion Paper Series
d06-165, Institute of Economic Research, Hitotsubashi University.
[Downloadable!] Ivan Baboucek & Martin Jancar, 2005.
"Effects of Macroeconomic Shocks to the Quality of the Aggregate Loan Portfolio ,"
Working Papers
2005/01, Czech National Bank, Research Department.
[Downloadable!] Item repec:sol:wpaper:06-006 is not listed on IDEAS anymore
Marco Ottaviani & Peter Norman Sørensen, 2006.
"Noise, Information, and the Favorite-Longshot Bias ,"
FRU Working Papers
2006/04, University of Copenhagen. Department of Economics. Finance Research Unit.
[Downloadable!] Stephen G. Cecchetti, 2005.
"The Brave New World of Central Banking: The Policy Challenges Posed by Asset Price Booms and Busts ,"
Working Papers
2005/14, Czech National Bank, Research Department.
[Downloadable!] Javier Gómez Pineda, .
"La Política Monetaria en Colombia ,"
Borradores de Economia
394, Banco de la Republica de Colombia.
[Downloadable!] Kohlscheen, Emanuel, 2005.
"Sovereign Risk : Constitutions Rule ,"
The Warwick Economics Research Paper Series (TWERPS)
731, University of Warwick, Department of Economics.
[Downloadable!] Franco DONZELLI, 2004.
"Ascesa e declino della nozione di saggio proprio di interesse in Sraffa ,"
Departemental Working Papers
2004-32, Department of Economics University of Milan Italy.
[Downloadable!] Pavlo Blavatskyy & Ganna Pogrebna, 2006.
"Testing the Predictions of Decision Theories in a Natural Experiment When Half a Million Is at Stake ,"
IEW - Working Papers
iewwp291, Institute for Empirical Research in Economics - IEW.
[Downloadable!] J. ANNAERT & Crispiniano Garcia Joao Batista & J. LAMOOT & G. LANINE, 2006.
"Don’t Fall from the Saddle: the Importance of Higher Moments of Credit Loss Distributions ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
06/367, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!] Jan Strasky, 2005.
"Optimal Forward-Looking Policy Rules in the Quarterly Projection Model of the Czech National Bank ,"
Research and Policy Notes
2005/05, Czech National Bank, Research Department.
[Downloadable!] Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde, 2006.
"Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise ,"
Economics Series Working Papers
264, University of Oxford, Department of Economics.
[Downloadable!] Item repec:ven:wpaper:32_06 is not listed on IDEAS anymore
This page was last updated on 2009-11-8.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .