Report NEP-FMK-2006-09-30

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Other reports in NEP-FMK

The following items were anounced in this report:

• Ursel Baumann & Glenn Hoggarth & Darren Pain, . "The substitution of bank for non-bank corporate finance: evidence for the United Kingdom," Bank of England working papers 274, Bank of England. [Downloadable!]
• Misa Tanaka & Glenn Hoggarth, . "Resolving banking crises - an analysis of policy options," Bank of England working papers 293, Bank of England. [Downloadable!]
• Alexei Goriaev & Alexei Zabotkin, 2006. "Risks of investing in the Russian stock market: Lessons of the first decade," Working Papers w0077, Center for Economic and Financial Research (CEFIR). [Downloadable!]
• David Aikman & Matthias Paustian, . "Bank capital, asset prices and monetary policy," Bank of England working papers 305, Bank of England. [Downloadable!]
• Lea Zicchino, . "A model of bank capital, lending and the macroeconomy: Basel I versus Basel II," Bank of England working papers 270, Bank of England. [Downloadable!]
• Suzan Hol, 2006. "Determinants of long-term interest rates in the Scandinavian countries," Discussion Papers 469, Research Department of Statistics Norway. [Downloadable!]
• Item repec:cfs:cfswop:wp2000617 is not listed on IDEAS anymore

• Misa Tanaka, . "Bank loans versus bond finance: implications for sovereign debtors," Bank of England working papers 267, Bank of England. [Downloadable!]
• Schwarzbauer, Wolfgang, 2006. "Financial Structure and its Impact on the Convergence of Interest Rate Pass-through in Europe. A Time-varying Interest Rate Pass-through Model," Economics Series 191, Institute for Advanced Studies. [Downloadable!]
• Mark J Manning & Matthew Willison, . "Modelling the cross-border use of collateral in payment systems," Bank of England working papers 286, Bank of England. [Downloadable!]
• Luigi Guiso & Tullio Jappelli, 2006. "Information Acquisition and Portfolio Performance," CSEF Working Papers 167, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
• Prasanna Gai & Peter Kondor & Nicholas Vause, . "Procyclicality, collateral values and financial stability," Bank of England working papers 304, Bank of England. [Downloadable!]
• Winston T.H. Koh & Edward H.K. Ng, 2005. "Investing in Real Estate: Mortgage Financing Practices and Optimal Holding Period," Working Papers 03-2005, Singapore Management University, School of Economics. [Downloadable!]
• Brännäs, Kurt & Soultanaeva, Albina, 2006. "Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices," UmeÃ¥ Economic Studies 696, Umeå University, Department of Economics. [Downloadable!]
• Item repec:cfs:cfswop:wp2000619 is not listed on IDEAS anymore

• Jan Kakes, 2006. "Financial behaviour of Dutch pension funds: a disaggregated approach," DNB Working Papers 108, Netherlands Central Bank, Research Department. [Downloadable!]
• Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2004. "Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore," Working Papers 02-2005, Singapore Management University, School of Economics, revised Jan 2005. [Downloadable!]
• Diego Garcia & Francesco Sangiorgi & Branko Urosevic, 2005. "Overconfidence and Market Efficiency with Heterogeneous Agents," Carlo Alberto Notebooks 11, Collegio Carlo Alberto. [Downloadable!]
• Glenn Hoggarth & Steffen Sorensen & Lea Zicchino, . "Stress tests of UK banks using a VAR approach," Bank of England working papers 282, Bank of England. [Downloadable!]
• Rivaud-Danset, Dorothée & Oheix, Valérie, 2005. "Do corporate financial patterns in European countries converge and testitfy for disintermediation?," MPRA Paper 40, University Library of Munich, Germany. [Downloadable!]
• Roberto S. Mariano & Delano Villanueva, 2005. "Sustainable External Debt Levels: Estimates for Selected Asian Countries," Working Papers 07-2005, Singapore Management University, School of Economics. [Downloadable!]
• Giulio PALOMBA, 2006. "Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Working Papers 267, Universita' Politecnica delle Marche (I), Dipartimento di Economia. [Downloadable!]
• Fulgencio López Martínez & José Yagüe & Pedro Martínez Solano, 2006. "Titulización De Activos: Efectos Sobre El Valor De Las Entidades Bancarias," Working Papers. Serie EC 2006-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
• Hein Roelfsema, 2006. "Why are federal central banks more activist?," Working Papers 06-06, Utrecht School of Economics. [Downloadable!]
• Anna Zalewska, 2006. "Is Locking Domestic Funds into the Local Market Beneficial? Evidence from the Polish Pension Reforms," The Centre for Market and Public Organisation 06/153, Department of Economics, University of Bristol, UK. [Downloadable!]
• Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2006. "Ambiguity in Asset Markets: Theory and Experiment," Carlo Alberto Notebooks 27, Collegio Carlo Alberto, revised 2009. [Downloadable!]
• Item repec:sbs:wpsefe:2006fe9 is not listed on IDEAS anymore

• Igor Livshits & James MacGee & Michele Tertilt, 2006. "Accounting for the Rise in Consumer Bankruptcies," University of Western Ontario, RBC Financial Group Economic Policy Research Institute Working Papers 20066, University of Western Ontario, RBC Financial Group Economic Policy Research Institute. [Downloadable!]
• Spyros Pagratis, . "Asset pricing, asymmetric information and rating announcements: does benchmarking on ratings matter?," Bank of England working papers 265, Bank of England. [Downloadable!]
• Jason Allen & Walter Engert & Ying Liu, 2006. "Are Canadian Banks Efficient? A Canada--U.S. Comparison," Working Papers 06-33, Bank of Canada. [Downloadable!]
• Francis Nathan Okurut, 2006. "Access to credit by the poor in South Africa: Evidence from Household Survey Data 1995 and 2000," Working Papers 13/2006, Stellenbosch University, Department of Economics. [Downloadable!]
• Bjørn-Andersen, Niels, 2006. "Impact Of It In The Danish Banking Industry, With Specific Illustrations From The Nordea Group And Lån & Spar Bank," Working Papers 2004-4, Copenhagen Business School, Department of Informatics. [Downloadable!]
• Einmahl, John H.J. & Magnus, Jan R., 2006. "Records in athletics through extreme-value theory," Discussion Paper 83, Tilburg University, Center for Economic Research. [Downloadable!]
• Schclarek, Alfredo, 2006. "Industry Diversification, Financial Development and Productivity-Enhancing Investments," Working Papers 2006:19, Lund University, Department of Economics. [Downloadable!]
• Orla May & Merxe Tudela, . "When is mortgage indebtedness a financial burden to British households? A dynamic probit approach," Bank of England working papers 277, Bank of England. [Downloadable!]
• Christian Dreger & Georg Stadtmann, 2006. "What Drives Heterogeneity in Foreign Exchange Rate Expectations: Deep Insights from a New Survey," Discussion Papers of DIW Berlin 624, DIW Berlin, German Institute for Economic Research. [Downloadable!]
• David Laidler, 2006. "Monetary Cooperation in the North American Economy," University of Western Ontario, RBC Financial Group Economic Policy Research Institute Working Papers 20064, University of Western Ontario, RBC Financial Group Economic Policy Research Institute. [Downloadable!]
• Christian Hellwig & Guido Lorenzoni, 2006. "Bubbles and Self-enforcing Debt," Levine's Bibliography 321307000000000383, UCLA Department of Economics. [Downloadable!]
• Tan Kim Song & Khor Hoe Ee, 2005. "China’s Changing Economic Structures and Its Implications for Regional Patterns of Trade Production and Integration," Working Papers 23-2005, Singapore Management University, School of Economics. [Downloadable!]
• Alessandro Fedele, 2006. "Joint Liability Lending in Microcredit Markets with Adverse Selection: a Survey," Working Papers 20060901, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Sep 2006. [Downloadable!]
• Xia Su, 2006. "Hedging Basket Options by Using a Subset of Underlying Assets," Bonn Econ Discussion Papers bgse14_2006, University of Bonn, Germany. [Downloadable!]
• Suzan Hol, 2006. "The influence of the business cycle on bankruptcy probability," Discussion Papers 466, Research Department of Statistics Norway. [Downloadable!]
• Prasanna Gai & Nicholas Vause, . "Measuring investors' risk appetite," Bank of England working papers 283, Bank of England. [Downloadable!]
• Katie Farrant & Gert Peersman, . "Accounting for the source of exchange rate movements: new evidence," Bank of England working papers 269, Bank of England. [Downloadable!]
• Post, Erik, 2006. "Foreign exchange market interventions as monetary policy," Working Paper Series 2006:21, Uppsala University, Department of Economics. [Downloadable!]
• Kenneth Kasa & Todd B. Walker & Charles H. Whiteman, 2006. "Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders," Caepr Working Papers 2006-010, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
• Severin Borenstein, 2006. "Customer Risk from Real-Time Retail Electricity Pricing: Bill Volatility and Hedgability," NBER Working Papers 12524, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Raymond Knott & Marco Polenghi, . "Assessing central counterparty margin coverage on futures contracts using GARCH models," Bank of England working papers 287, Bank of England. [Downloadable!]
• Mulraine, Millan L. B., 2006. "Real Exchange Rate Dynamics With Endogenous Distribution Costs," MPRA Paper 9, University Library of Munich, Germany. [Downloadable!]
• Andrea Buffa & Giovanna Nicodano, 2006. "Should Insider Trading be Prohibited when Share Repurchases are Allowed?," Carlo Alberto Notebooks 16, Collegio Carlo Alberto. [Downloadable!]
• Bastiaan Verhoef, 2006. "Pricing-to-market, sectoral shocks and gains from monetary cooperation," DNB Working Papers 110, Netherlands Central Bank, Research Department. [Downloadable!]
• Item repec:hal:papers:halshs-00096040_v1 is not listed on IDEAS anymore

• Philip Bunn & Kamakshya Trivedi, . "Corporate expenditures and pension contributions: evidence from UK company accounts," Bank of England working papers 276, Bank of England. [Downloadable!]
• Laura Alfaro & Areendam Chanda & Sebnem Kalemli-Ozcan & Selin Sayek, 2006. "How Does Foreign Direct Investment Promote Economic Growth? Exploring the Effects of Financial Markets on Linkages," NBER Working Papers 12522, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Stephen Millard & Matthew Willison, . "The welfare benefits of stable and efficient payment systems," Bank of England working papers 301, Bank of England. [Downloadable!]
• Guerrero, Carlos & Urzúa, Carlos M., 2006. "Reflexiones sobre la política cambiaria en México," EGAP Working Papers 2006-06, Tecnológico de Monterrey, Campus Ciudad de México. [Downloadable!]
• Andrew Benito & Haroon Mumtaz, . "Consumption excess sensitivity, liquidity constraints and the collateral role of housing," Bank of England working papers 306, Bank of England. [Downloadable!]
• Kamakshya Trivedi & Garry Young, . "Defined benefit company pensions and corporate valuations: simulation and empirical evidence from the United Kingdom," Bank of England working papers 289, Bank of England. [Downloadable!]
• Peter C. B. Phillips & Jun Yu, 2005. "Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan," Working Papers 08-2005, Singapore Management University, School of Economics. [Downloadable!]
• Xavier de Scheemaekere, 2006. "The epistemology of modern finance," Working Papers CEB 06-017.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
• Luca Benati, . "Affine term structure models for the foreign exchange risk premium," Bank of England working papers 291, Bank of England. [Downloadable!]
• Todd B. Walker, 2006. "How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders," Caepr Working Papers 2006-011, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
• Item repec:cfs:cfswop:wp2000615 is not listed on IDEAS anymore

• Bertram Düring & Michel Fournié & Ansgar Jüngel, 2001. "High order compact finite difference schemes for a nonlinear Black-Scholes equation," CoFE Discussion Paper 01-07, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Froukelien Wendt, 2006. "Intraday Margining of Central Counterparties: EU Practice and a Theoretical Evaluation of Benefits and Costs," DNB Working Papers 107, Netherlands Central Bank, Research Department. [Downloadable!]
• Willison, Robert, 2005. "Understanding the Offender/Environment Dynamic for Computer Crimes," Working Papers 2005-4, Copenhagen Business School, Department of Informatics. [Downloadable!]
• Item repec:hal:papers:halshs-00098285_v1 is not listed on IDEAS anymore

• Zdenek Hlavka & Michal Pesta, 2006. "Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing," SFB 649 Discussion Papers SFB649DP2006-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Torstein Bye, Annegrete Bruvoll and Finn Roar Aune, 2006. "The importance of volatility in inflow in a deregulated hydro-dominated power market," Discussion Papers 472, Research Department of Statistics Norway. [Downloadable!]
• Brishti Guha, 2005. "Honesty and Intermediation: Corporate Cheating, Auditor Involvement and the Implications for Development," Working Papers 18-2005, Singapore Management University, School of Economics. [Downloadable!]
• Tatyana Chesnokova & Kala Krishna, 2006. "Skill Acquisition, Credit Constraints, and Trade," NBER Working Papers 12411, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Andrew Benito, . "How does the down-payment constraint affect the UK housing market?," Bank of England working papers 294, Bank of England. [Downloadable!]
• Jacob A. Bikker & Jan de Dreu, 2006. "Pension fund efficiency: the impact of scale, governance and plan design," DNB Working Papers 109, Netherlands Central Bank, Research Department. [Downloadable!]
• Suzan Hol and Nico van der Wijst, 2006. "The financing structure of non-listed firms," Discussion Papers 468, Research Department of Statistics Norway. [Downloadable!]
• Michael W. Brandt & David A. Chapman, 2006. "Linear Approximations and Tests of Conditional Pricing Models," NBER Working Papers 12513, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Andersson, Henrik, 2006. "Willingness to Pay for Car Safety: Evidence from Sweden," Working Papers 2006:7, Swedish National Road & Transport Research Institute (VTI).
• Ronald Bosman & Frans van Winden, 2006. "Global Risk, Investment, and Emotions," DNB Working Papers 112, Netherlands Central Bank, Research Department. [Downloadable!]
• Pamela Kaval & John Loomis & Dave Theobald, 2006. "Investigating the Relationship between Stakeholder Opinion about Wildfire Management and Landscape Context Using GIS," Working Papers in Economics 06/09, University of Waikato, Department of Economics. [Downloadable!]
• Mahnke, Volker & Overby, Mikkel Lucas, 2006. "Managing Risk and Synergies R&D-Collaborations," Working Papers 2004-16, Copenhagen Business School, Department of Informatics. [Downloadable!]
• Alessandro Fedele & Federica Calidoni Lundberg, 2006. "Technology Replaces Culture in Microcredit Markets: the Case of Italian MAGs," Working Papers 20060902, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Sep 2006. [Downloadable!]
• Giovanni Mastrobuoni & Wioletta Dziuda, 2005. "The Euro Changeover and its Effects on Price Transparency and Inflation," Carlo Alberto Notebooks 26, Collegio Carlo Alberto, revised 2006. [Downloadable!]
• Rey, Patrick & Tirole, Jean, 2007. "Financing and Access in Cooperatives," IDEI Working Papers 404, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
• Leo de Haan & Hubert Schokker & Anastassia Tcherneva, 2006. "What do current account reversals in OECD countries tell us about the US case?," DNB Working Papers 111, Netherlands Central Bank, Research Department. [Downloadable!]
• Céline Gondat-Larralde & Erlend Nier, . "Switching costs in the market for personal current accounts: some evidence for the United Kingdom," Bank of England working papers 292, Bank of England. [Downloadable!]
• Rob Alessie & Thomas Crossley & Vincent Hildebrand, 2006. "Estimating a collective household model with survey data on financial satisfaction," IFS Working Papers W06/19, Institute for Fiscal Studies. [Downloadable!]

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