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Report NEP-FMK-2006-06-17
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:
Marie Brière, 2006.
"Market Reactions to Central Bank Communication Policies : Reading Interest Rate Options Smiles ,"
Working Papers CEB
06-009.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB).
[Downloadable!] Vincent Bouvatier & Laetitia Lepetit, 2006.
"Banks'procyclicality behavior : does provisioning matter ? ,"
Cahiers de la Maison des Sciences Economiques
bla06035, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!] Alessandro Beber & Michael W. Brandt, 2006.
"Resolving Macroeconomic Uncertainty in Stock and Bond Markets ,"
NBER Working Papers
12270, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Beck, Thorsten & Rahman, Md. Habibur, 2006.
"Creating a more efficient financial system : challenges for Bangladesh ,"
Policy Research Working Paper Series
3938, The World Bank.
[Downloadable!] Rajesh Singh & Joydeep Bhattacharya, 2005.
"Optimal Monetary and Exchange Rate Policies in Crisis-Prone Small Open Economies ,"
2005 Meeting Papers
820, Society for Economic Dynamics.
[Downloadable!] Bernardo S. de M. Carvalho & Márcio G.P. Garcia, 2006.
"Ineffective Controls on Capital Inflows Under Sophisticated Financial Markets: Brazil in the Nineties ,"
NBER Working Papers
12283, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Darmoul Mokhtar, 2006.
"The impact of monetary policy signals on the intradaily Euro-dollar volatility ,"
Cahiers de la Maison des Sciences Economiques
bla06049, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!] Item repec:hal:papers:halshs-00079197_v1 is not listed on IDEAS anymore
Eiji Ogawa & Kentaro Kawasaki, 2006.
"Adopting a common currency basket arrangement into the 'ASEAN plus three' ,"
Discussion papers
06028, Research Institute of Economy, Trade and Industry (RIETI).
[Downloadable!] Michael D. Bordo & Christopher M. Meissner & Marc D. Weidenmier, 2006.
"Currency Mismatches, Default Risk, and Exchange Rate Depreciation: Evidence from the End of Bimetallism ,"
NBER Working Papers
12299, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2006.
"Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence ,"
PIER Working Paper Archive
06-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!] Habib Ahmed & C. Paul Hallwood & Stephen M. Miller, 2006.
"The Exchange Rate-Investment Nexus and Exchange Rate Instability: Another Reason for 'Fear of Floating' ,"
Working papers
2006-15, University of Connecticut, Department of Economics, revised Jan 2009.
[Downloadable!] David Cass, 2006.
"Competitive Equilibrium with Incomplete Financial Markets ,"
PIER Working Paper Archive
06-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!] Vitor Gaspar & Anil K. Kashyap, 2006.
"Stability First: Reflections Inspired by Otmar Issing's Success as the ECB's Chief Economist ,"
NBER Working Papers
12277, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Item repec:hal:papers:halshs-00079192_v1 is not listed on IDEAS anymore
Ghesquiere, Francis & Jamin, Luis & Mahul, Olivier, 2006.
"Earthquake vulnerability reduction program in Colombia : a probabilistic cost-benefit analysis ,"
Policy Research Working Paper Series
3939, The World Bank.
[Downloadable!] Özlem Onaran, 2006.
"Speculation-led growth and fragility in Turkey: Does EU make a difference or "can it happen again"? ,"
Department of Economics Working Papers
wuwp093, Vienna University of Economics and B.A., Department of Economics.
[Downloadable!] Joseph P Joyce & Ilan Noy, 2005.
"The IMF and the Liberalization of Capital Flows ,"
Economics Study Area Working Papers
84, East-West Center, Economics Study Area.
[Downloadable!] Gunther Capelle-Blancard & Nicolas Couderc, 2005.
"What drives the market value of firms in the Defense industry ? ,"
Cahiers de la Maison des Sciences Economiques
bla06037, Université Panthéon-Sorbonne (Paris 1), revised Apr 2006.
[Downloadable!] Frédérique Savignac, 2006.
"The impact of financial constraints on innovation : evidence from french manufacturing firms ,"
Cahiers de la Maison des Sciences Economiques
v06042, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!] David Cass, 2006.
"Musings on the Cass Trick ,"
PIER Working Paper Archive
06-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!] Jedlicka, Lorenz & Jumah, Adusei, 2006.
"The Austrian Insurance Industry: A Structure, Conduct and Performance Analysis ,"
Economics Series
189, Institute for Advanced Studies.
[Downloadable!] Mihir A. Desai & C. Fritz Foley & James R. Hines Jr., 2006.
"Capital Structure with Risky Foreign Investment ,"
NBER Working Papers
12276, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Francisco J. Mas & Antonio Ladrón de Guevara Martínez & Felipe Ruiz Moreno, 2006.
"Competencia En El Mercado Español De Créditos Bancarios: Un Modelo De Variaciones Conjeturales ,"
Working Papers. Serie EC
2006-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!] Elisabeth Ledrut, 2006.
"A tale of the water-supplying plumber: intraday liquidity provision in payment systems ,"
DNB Working Papers
099, Netherlands Central Bank, Research Department.
[Downloadable!] Rudiger Ahrend & Pietro Catte & Robert Price, 2006.
"Factors Behind Low Long-Term Interest Rates ,"
OECD Economics Department Working Papers
490, OECD, Economics Department.
[Downloadable!] Andrew B. Abel, 2006.
"Equity Premia with Benchmark Levels of Consumption: Closed-Form Results ,"
NBER Working Papers
12290, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Michelle Lowry & Micah S. Officer & G. William Schwert, 2006.
"The Variability of IPO Initial Returns ,"
NBER Working Papers
12295, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Item repec:hal:papers:halshs-00079019_v1 is not listed on IDEAS anymore
Hanming Fang & Michael P. Keane & Dan Silverman, 2006.
"Sources of Advantageous Selection: Evidence from the Medigap Insurance Market ,"
NBER Working Papers
12289, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Eckhard Platen, 2005.
"Investments for the Short and Long Run ,"
Research Paper Series
163, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!] Georg Stadtmann, 2006.
"Frequent News and Pure Signals: The Case of a Publicly Traded Football Club ,"
Working Papers
0603, International Association of Sports Economists.
[Downloadable!] Malcolm Baker & Stefan Nagel & Jeffrey Wurgler, 2006.
"The Effect of Dividends on Consumption ,"
NBER Working Papers
12288, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Ángel León & Francis Benito & Juan Nave, 2006.
"Modeling The Euro Overnight Rate ,"
Working Papers. Serie AD
2006-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!] Reginaldo P. Nogueira Jnr, 2006.
"Inflation Targeting and the Role of Exchange Rate Pass-through ,"
Studies in Economics
0602, Department of Economics, University of Kent.
[Downloadable!] Matthew Ellman, 2006.
"The Optimal Length of Contracts with Application to Outsourcing ,"
Economics Working Papers
965, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!] John Bluedorn & Christopher Bowdler, 2006.
"The Open Economy Consequences of U.S. Monetary Policy ,"
Economics Papers
2006-W04, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Boel, Paola & Camera, Gabriele, 2004.
"Efficient Monetary Allocations and the Illiquidity of Bonds ,"
Purdue University Economics Working Papers
1171, Purdue University, Department of Economics.
[Downloadable!] Aliprantis, C.D. & Camera, Gabriele & Puzzello, D., 2005.
"Anonymous Markets and Monetary Trading ,"
Purdue University Economics Working Papers
1179, Purdue University, Department of Economics.
[Downloadable!] Francois-Éric Racicot & Raymond Théoret, 2006.
"Simulations de la couverture delta et de la couverture delta-gamma d’un portefeuille dans le cadre du modèle de Black et Scholes ,"
RePAd Working Paper Series
UQO-DSA-wp122006, Département des sciences administratives, UQO.
[Downloadable!] David Cass, 2006.
"Compatible Beliefs and Equilibrium ,"
PIER Working Paper Archive
06-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!] Ángel Hernando Veciana, 2006.
"Information Acquisition In Auctions: Sealed Bids Vs. Open Bids ,"
Working Papers. Serie AD
2006-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!] Oecd, 2006.
"Are House Prices Nearing a Peak?: A Probit Analysis for 17 OECD Countries ,"
OECD Economics Department Working Papers
488, OECD, Economics Department.
[Downloadable!] Clive G. Bowsher & Roland Meeks, 2006.
"The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure ,"
Economics Papers
2006-W05, Economics Group, Nuffield College, University of Oxford.
Christian Bayer, 2001.
"Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections ,"
Discussion Papers in Economics
01_13, University of Dortmund, Department of Economics.
[Downloadable!] Erica Field, 2006.
"Educational Debt Burden and Career Choice: Evidence from a Financial Aid Experiment at NYU Law School ,"
NBER Working Papers
12282, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Philippe Aghion & Diego Comin & Peter Howitt, 2006.
"When Does Domestic Saving Matter for Economic Growth? ,"
NBER Working Papers
12275, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Bernd Hayo, 2006.
"Is European Monetary Policy Appropriate for the EMU Member Countries? A Counterfactual Analysis ,"
Marburg Working Papers on Economics
200610, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
[Downloadable!] Hazel Jean Malapit & Jade Eric Redoblado & Deanna Margarett Cabungcal-Dolor & Jasmin Suministrado, 2006.
"Labor Supply Responses to Adverse Shocks under Credit Constraints: Evidence from Bukidnon, Philippines ,"
Cahiers de recherche PMMA
2006-15, PEP-PMMA.
[Downloadable!] Emilia Penkova, 2005.
"Exchange rates and transition economies` export prices: is there evidence for pricing-to-market behaviour? ,"
Discussion Papers in Economics
05_02, University of Dortmund, Department of Economics.
[Downloadable!] Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006.
"Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise ,"
Economics Papers
2006-W03, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Casper G. de Vries & Mandira Sarma & Bjørn N. Jorgensen & Jean-Pierre Zigrand & Jon Danielsson, 2006.
"Consistent Measures of Risk ,"
FMG Discussion Papers
dp565, Financial Markets Group.
[Downloadable!] (restricted) Roger Gordon & Martin Dietz, 2006.
"Dividends and Taxes ,"
NBER Working Papers
12292, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) This page was last updated on 2009-11-15.
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 .