Report NEP-FMK-2006-08-26

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The following items were anounced in this report:

• Hans Gersbach & Harald Uhlig, 2006. "On the Coexistence of Banks and Markets," SFB 649 Discussion Papers SFB649DP2006-054, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Graciela L. Kaminsky, 2005. "International Capital Flows, Financial Stability and Growth," Working Papers 10, United Nations, Department of Economics and Social Affairs. [Downloadable!]
• Günter Franke & Jan Pieter Krahnen, 2005. "Default risk sharing between banks and markets: the contribution of collateralized debt obligations," CoFE Discussion Paper 05-04, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Markus Haberer, 2004. "Might a Securities Transactions Tax Mitigate Excess Volatility?: Some Evidence From the Literature," CoFE Discussion Paper 04-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Pablo A. Guerron, 2006. "Why do Central Bankers Intervene in the Foreign Exchange Market? Some New Evidence and Theory," Working Paper Series 007, North Carolina State University, Department of Economics, revised Aug 2006. [Downloadable!]
• Liliana Rojas-Suarez, 2005. "Financial Regulations in Developing Countries: Can they Effectively Limit the Impact of Capital Account Volatility?," Working Papers 59, Center for Global Development. [Downloadable!]
• Valadkhani, Abbas & Chancharat, Surachai & Harvie, Charles, 2006. "The Interplay Between the Thai and Several Other International Stock Markets," Economics Working Papers wp06-18, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
• Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System," NBER Working Papers 12413, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Winston T. H. Koh & Roberto S. Mariano & Andrey Pavlov & Sock Yong Phang & Augustine H. H. Tan & Susan M. Wachter, 2006. "Underpriced Default Spread Exacerbates Market Crashes," Working Papers 12-2006, Singapore Management University, School of Economics. [Downloadable!]
• Ricardo Lagos & Guillaume Rocheteau, 2006. "Search in asset markets," Working Paper 0607, Federal Reserve Bank of Cleveland. [Downloadable!]
• Barry Eichengreen & Pipat Luengnaruemitchai, 2006. "Bond Markets as Conduits for Capital Flows: How Does Asia Compare?," NBER Working Papers 12408, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Item repec:hal:papers:halshs-00079197_v2 is not listed on IDEAS anymore

• Carlos Arteta & Galina Hale, 2006. "Sovereign debt crises and credit to the private sector," Working Paper Series 2006-21, Federal Reserve Bank of San Francisco. [Downloadable!]
• Chris Becker & Daniel Fabbro, 2006. "Limiting Foreign Exchange Exposure through Hedging: The Australian Experience," RBA Research Discussion Papers rdp2006-09, Reserve Bank of Australia. [Downloadable!]
• Barry Eichengreen, 2006. "Insurance Underwriter or Financial Development Fund: What Role for Reserve Pooling in Latin America?," NBER Working Papers 12451, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Jens Carsten Jackwerth & George M. Constantinaides & Stylianos Perrakis, 2005. "Option Pricing: Real and Risk-Neutral Distributions," CoFE Discussion Paper 05-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Stephany Griffith-Jones & Krishnan Sharma, 2006. "GDP-Indexed Bonds: Making It Happen," Working Papers 21, United Nations, Department of Economics and Social Affairs. [Downloadable!]
• Marian Berneburg, 2006. "Excess Volatility in European Equity Style Indices - New Evidence," IWH Discussion Papers 16-06, Halle Institute for Economic Research. [Downloadable!]
• Orazio P. Attanasio & Monica Paiella, 2006. "Intertemporal Consumption Choices, Transaction Costs and Limited Participation to Financial Markets: Reconciling Data and Theory," NBER Working Papers 12412, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• John Idicula, 2004. "Highly Interconnected Subsystems of the Stock Market," Working Papers 04-17, NET Institute, revised Dec 2004. [Downloadable!]
• Item repec:hal:papers:halshs-00088701_v1 is not listed on IDEAS anymore

• Simon Gilchrist & Masashi Saito, 2006. "Expectations, Asset Prices, and Monetary Policy: The Role of Learning," NBER Working Papers 12442, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Stefania Albanesi, 2006. "Optimal Taxation of Entrepreneurial Capital with Private Information," NBER Working Papers 12419, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Stanley Fischer, 2006. "Reflections on One Year at the Bank of Israel," NBER Working Papers 12426, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• M. Ayhan Kose & Eswar S. Prasad & Marco E. Terrones, 2006. "How Do Trade and Financial Integration Affect the Relationship between Growth and Volatility?," IZA Discussion Papers 2252, Institute for the Study of Labor (IZA). [Downloadable!]
• Kenneth Kuttner, 2006. "Can Central Banks Target Bond Prices?," NBER Working Papers 12454, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Stephen Satchel & Wei Xia, 2006. "Analytic Models of the ROC Curve: Applications to Credit Rating Model Validation," Research Paper Series 181, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
• Jayati Ghosh, 2005. "The Economic and Social Effects of Financial Liberalization: A Primer for Developing Countries," Working Papers 4, United Nations, Department of Economics and Social Affairs. [Downloadable!]
• Yuanhua Feng, 2002. "Modelling Different Volatility Components in High-Frequency Financial Returns," CoFE Discussion Paper 02-18, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Wolfgang Eggert & Martin Kolmar, 2003. "The Taxation of Financial Capital under Asymmetric Information and the Tax-Competition Paradox," CoFE Discussion Paper 03-07, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Thomas Philippon, 2006. "The Bond Market's q," NBER Working Papers 12462, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Olivia S. Mitchell & John Piggott & Michael Sherris & Shaun Yow, 2006. "Financial Innovation for an Aging World," NBER Working Papers 12444, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Günter Franke & Erik Lüders, 2004. "Why Do Asset Prices Not Follow Random Walks?," CoFE Discussion Paper 04-05, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Jens Carsten Jackwerth & George M. Constantinaides & Stylianos Perrakis, 2005. "Mispricing of S&P 500 Index Options," CoFE Discussion Paper 05-09, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Klaus Abberger, 2004. "Conditionally parametric fits for CAPM betas," CoFE Discussion Paper 04-04, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Rajnish Mehra, 2006. "The Equity Premium in India," NBER Working Papers 12434, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Weibach, Rafael & Sibbertsen, Philipp, 2006. "Divergence of credit valuation in Germany - Continuous theory and discrete practice -," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-344, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
• Bong-Chan Kho & René M. Stulz & Francis E. Warnock, 2006. "Financial Globalization, Governance, and the Evolution of the Home Bias," NBER Working Papers 12389, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Roberto Chang, 2006. "Electoral Uncertainty and the Volatility of International Capital Flows," NBER Working Papers 12448, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Wolfgang Eggert, 2003. "Double Taxation, Tax Credits and the Information Exchange Puzzle," CoFE Discussion Paper 03-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Josef Lakonishok & Louis Chan & Stephen G. Dimmock, 2006. "Benchmarking Money Manager Performance: Issues and Evidence," NBER Working Papers 12461, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Jinhui H. Bai & Ingolf Schwarz, . "Monetary Equilibria in a Cash-in-Advance Economy with Incomplete Financial Markets," Working Papers gueconwpa~06-06-05, Georgetown University, Department of Economics. [Downloadable!]
• James L. Smith & Rex Thompson, 2005. "Diversification and the Value of Exploration Portfolios," Working Papers 0507, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research. [Downloadable!]
• Gábor Orbán & Zoltán Szalai, 2005. "The expected effect of the euro on the Hungarian monetary transmission," MNB Background Studies (discontinued) 2005/4, Magyar Nemzeti Bank (The Central Bank of Hungary). [Downloadable!]
• Richard Deaves & Erik Lüders & Michael Schröder, 2005. "The dynamics of overconfidence: Evidence from stock market forecasters," CoFE Discussion Paper 05-10, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Gergely Kiss & Gábor Vadas, 2005. "The Role of the Housing Market in Monetary Transmission," MNB Background Studies (discontinued) 2005/3, Magyar Nemzeti Bank (The Central Bank of Hungary). [Downloadable!]
• Roberto S. Mariano & Delano Villanueva, 2005. "External Debt, Adjustment, and Growth," Working Papers 13-2006, Singapore Management University, School of Economics, revised May 2006. [Downloadable!]
• Shin-ichi Fukuda & Masanori Ono, 2006. "On the Determinants of Exporters' Currency Pricing: History vs. Expectations," NBER Working Papers 12432, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Elsas, Ralf & Hackethal, Andreas & Holzhaeuser, Markus, 2006. "The Anatomy of Bank Diversification," Discussion Papers in Business Administration 1167, University of Munich, Munich School of Management. [Downloadable!]
• Joshua Aizenman & Jorge Fernández-Ruiz, 2006. "Signaling Credibility --- Choosing Optimal Debt and International Reserves," NBER Working Papers 12407, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Nicolas Magud & Carmen Reinhart & Kenneth Rogoff, 2005. "Capital Controls: Myth and Reality A Portfolio Balance Approach to Capital Controls," University of Oregon Economics Department Working Papers 2006-10, University of Oregon Economics Department. [Downloadable!]
• Roberto Rigobon & Brian Sack, 2006. "Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices," NBER Working Papers 12420, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Carl Schwartz & Tim Hampton & Christine Lewis & David Norman, 2006. "A Survey of Housing Equity Withdrawal and Injection in Australia," RBA Research Discussion Papers rdp2006-08, Reserve Bank of Australia. [Downloadable!]
• Bertram Düring & Ansgar Jüngel, 2004. "A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets," CoFE Discussion Paper 04-01, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Truc Le & Eckhard Platen, 2006. "Approximating the Growth Optimal Portfolio with a Diversified World Stock Index," Research Paper Series 180, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
• Item repec:pas:camaaa:2006-20 is not listed on IDEAS anymore

• Roberto Frenkel & Lance Taylor, 2006. "Real Exchange Rate, Monetary Policy and Employment," Working Papers 19, United Nations, Department of Economics and Social Affairs. [Downloadable!]
• Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2003. "Multiplicative Background Risk," CoFE Discussion Paper 03-05, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Chen, Jie, 2006. "Housing Wealth and Aggregate Consumption in Sweden," Working Paper Series 2006:16, Uppsala University, Department of Economics. [Downloadable!]
• Ole E Barndorff-Nielsen & Peter Hansen & Asger Lunde & Neil Shephard, 2006. "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," OFRC Working Papers Series 2006fe05, Oxford Financial Research Centre. [Downloadable!]
• Jens Carsten Jackwerth & James E. Hodder, 2005. "Employee Stock Options: Much More Valuable Than You Thought," CoFE Discussion Paper 05-01, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Jens Carsten Jackwerth & James E. Hodder, 2005. "Incentive Contracts and Hedge Fund Management," CoFE Discussion Paper 05-02, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Anindya Ghose, 2005. "Used Good Trade Patterns: A Cross-Country Comparison of Electronic Secondary Markets," Working Papers 05-19, NET Institute, revised Oct 2005. [Downloadable!]
• Item repec:ece:dispap:3 is not listed on IDEAS anymore

• Günter Franke & Richard C. Stapleton & Marti G. Subrahmanyam, 2005. "Incremental Risk Vulnerability," CoFE Discussion Paper 05-08, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Carl Bonham & Richard Cohen & Shigeyuki Abe, 2006. "The Rationality and Heterogeneity of Survey Forecasts of the Yen-Dollar Exchange Rate: A Reexamination," Working Papers 200611, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
• Klaus Abberger, 2004. "A simple graphical method to explore tail-dependence in stock-return pairs," CoFE Discussion Paper 04-03, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Bertram Düring & Michel Fournié & Ansgar Jüngel, 2004. "Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation," CoFE Discussion Paper 04-02, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Steven N. Kaplan & Bernadette Minton, 2006. "How has CEO Turnover Changed? Increasingly Performance Sensitive Boards and Increasingly Uneasy CEOs," NBER Working Papers 12465, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Rhys T. Dale & Wallce E. Tyner, 2006. "Economic and Technical Analysis of Ethanol Dry Milling: MOdel User's Manual," Working Papers 06-05, Purdue University, College of Agriculture, Department of Agricultural Economics. [Downloadable!]
• Todd Moss, 2005. "Ten Myths of the International Finance Facility," Working Papers 60, Center for Global Development. [Downloadable!]
• Patrick Bajari & Han Hong & Ahmed Khwaja, 2006. "Moral Hazard, Adverse Selection and Health Expenditures: A Semiparametric Analysis," NBER Working Papers 12445, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Günter Franke & Christian Hopp, 2005. "M&A Transaktionen: Fluch und Segen der Realoptionstheorie," CoFE Discussion Paper 05-03, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Pablo A. Guerron, 2006. "Time-Dependent Portfolio Adjustment: Yet Another Look at the Dynamics," Working Paper Series 006, North Carolina State University, Department of Economics, revised Aug 2006. [Downloadable!]
• Item repec:hal:papers:halshs-00089118_v1 is not listed on IDEAS anymore

• Ocde, 2004. "Le financement des actifs des établissements d’enseignement en Nouvelle-Zélande," PEB Exchange (continued under the title CELE Exchange), Programme on Educational Building 2004/12, OECD, Directorate for Education. [Downloadable!]
• Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon & Miho Takizawa, 2006. "Cross-Border Acquisitions and Target Firms' Performance: Evidence From Japanese Firm-Level Data," NBER Working Papers 12422, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Yuzo Honda & Kazuyuki Suzuki, 2006. "Is Cash Flow a Proxy for Financing Constraints in the Investment Equation? The Case of Unlisted Japanese Firms," Discussion Papers in Economics and Business 06-24, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP). [Downloadable!]

This page was last updated on 2009-11-22.