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Report NEP-FMK-2006-10-07
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 Other reports in NEP-FMK
The following items were anounced in this report:
Anatolyev, Stanislav, 2005.
"A ten-year retrospection of the behavior of Russian stock returns ,"
BOFIT Discussion Papers
9/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Stefan Krause & Felix Rioja, 2006.
"Financial Development and Monetary Policy Efficiency ,"
Emory Economics
0613, Department of Economics, Emory University (Atlanta).
[Downloadable!] Hernandez-Canovas, Gines & Koeter-Kant, Johanna, 2006.
"The European Institutional Environment and SME Relationship Lending: Should We Care? ,"
Serie Research Memoranda
0019, Free University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
[Downloadable!] Ugo Albertazzi & Leonardo Gambacorta, 2006.
"Bank profitability and the business cycle ,"
Temi di discussione (Economic working papers)
601, Bank of Italy, Economic Research Department.
[Downloadable!] Havrylchyk, Olena & Jurzyk, Emilia, 2006.
"Profitability of foreign banks in Central and Eastern Europe: Does the entry mode matter? ,"
BOFIT Discussion Papers
5/2006, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Pami Dua & Partha Sen, 2006.
"Capital Flow Volatility And Exchange Rates-- The Case Of India ,"
Working papers
144, Centre for Development Economics, Delhi School of Economics.
[Downloadable!] Claeys, Sophie, 2005.
"Optimal regulatory design for the Central Bank of Russia ,"
BOFIT Discussion Papers
7/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Peresetsky, Anatoly A. & Karminsky, Alexandr A. & Golovan, Sergei V., 2004.
"Probability of default models of Russian banks ,"
BOFIT Discussion Papers
21/2004, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Jürgen von Hagen & Haiping Zhang, 2006.
"Financial Liberalization in a Small Open Economy ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!] Lehner, Maria & Schnitzer, Monika, 2006.
"Entry of Foreign Banks and their Impact on Host Countries ,"
Discussion Papers in Economics
1208, University of Munich, Department of Economics.
[Downloadable!] Wouter Botzen, W.J. & Marey, Philip S., 2006.
"Does the ECB respond to the stock market? ,"
Serie Research Memoranda
0017, Free University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
[Downloadable!] Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas, 2006.
"Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange ,"
Working Papers
0601, University of Crete, Department of Economics.
[Downloadable!] Richard S. Grossman, 2006.
"The Emergence of Central Banks and Banking Regulation in Comparative Perspective ,"
Wesleyan Economics Working Papers
2006-021, Wesleyan University, Department of Economics.
[Downloadable!] Bidisha Chakrabarty & Zhaohui Han & Konstantin Tyurin & Xiaoyong Zheng, 2006.
"A Competing Risk Analysis of Executions and Cancellations in a Limit Order Market ,"
Caepr Working Papers
2006-015, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
[Downloadable!] Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas, 2006.
"Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis ,"
Working Papers
0602, University of Crete, Department of Economics.
[Downloadable!] Claeys, Sophie & Lanine, Gleb & Schoors, Koen, 2005.
"Bank supervision Russian style: Rules versus enforcement and tacit objectives ,"
BOFIT Discussion Papers
10/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Mehrotra, Aaron, 2005.
"Exchange and interest rate channels during a deflationary era - Evidence from Japan, Hong Kong and China ,"
BOFIT Discussion Papers
17/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Bonin, John & Wachtel, Paul, 2004.
"Dealing with financial fragility in transition economies ,"
BOFIT Discussion Papers
22/2004, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Jean-Pierre DANTHINE & Xiangrong JIN, 2006.
"Intangible Capital, Corporate Valuation and Asset Pricing ,"
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
06.05, Université de Lausanne, Faculté des HEC, DEEP.
[Downloadable!] Dorbec, Anna, 2005.
"Choice of the substitution currency in Russia: How to explain the dollar's dominance? ,"
BOFIT Discussion Papers
15/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Proto, Eugenio, 2005.
"Growth expectations and banking system fragility in developing economies ,"
BOFIT Discussion Papers
13/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Sosunov, Kirill & Zamulin, Oleg, 2006.
"The inflationary consequences of real exchange rate targeting via accumulation of reserves ,"
BOFIT Discussion Papers
11/2006, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] M. Lucey, Brian & Voronkova, Svitlana, 2005.
"Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests ,"
BOFIT Discussion Papers
12/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Arghyrou, Michael G & Chortareas, Georgios, 2006.
"Current Account Imbalances and Real Exchange Rates in the Euro Area ,"
Cardiff Economics Working Papers
E2006/23, Cardiff University, Cardiff Business School, Economics Section.
[Downloadable!] Roberta Fiori & Simonetta Iannotti, 2006.
"Scenario Based Principal Component Value-at-Risk: an Application to Italian Banks' Interest Rate Risk Exposure ,"
Temi di discussione (Economic working papers)
602, Bank of Italy, Economic Research Department.
[Downloadable!] Mario Quagliariello, 2006.
"BanksÂ’ Riskiness Over the Business Cicle: a Panel Analysis on Italian Intermediaries ,"
Temi di discussione (Economic working papers)
599, Bank of Italy, Economic Research Department.
[Downloadable!] Coricelli, Fabrizio & Égert, Balázs & MacDonald, Ronald, 2006.
"Monetary transmission mechanism in Central and Eastern Europe: Gliding on a wind of change ,"
BOFIT Discussion Papers
8/2006, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Dorbec, Anna, 2004.
"Liquidity provision in transition economy: the lessons from Russia ,"
BOFIT Discussion Papers
17/2004, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Abel Elizalde, 2006.
"CREDIT RISK MODELS IV: UNDERSTANDING AND PRICING CDOs ,"
Working Papers
wp2006_0608, CEMFI.
[Downloadable!] Max Bruche, 2006.
"Estimating Structural Models Of Corporate Bond Prices ,"
Working Papers
wp2006_0610, CEMFI.
[Downloadable!] Égert, Balázs & Halpern, László, 2005.
"Equilibrium exchange rates in Central and Eastern Europe: A meta-regression analysis ,"
BOFIT Discussion Papers
4/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Égert, Balázs & Morales-Zumaquero, Amalia, 2005.
"Exchange rate regimes, foreign exchange volatility and export performance in Central and Eastern Europe: Just another blur project? ,"
BOFIT Discussion Papers
8/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Imen Bentahar, 2006.
"Tail Conditional Expectation for vector-valued Risks ,"
SFB 649 Discussion Papers
SFB649DP2006-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!] Elena Yusupova, 2006.
"Information Asymmetry, Share Mispricing and the Coordination Problem: Investor Portfolio Choice in Czech Voucher Privatization ,"
CERGE-EI Working Papers
wp301, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
[Downloadable!] Gillman, Max & Otto, Glen, 2006.
"Money Demand in General Equilibrium Endogenous Growth: Estimating the Role of a Variable Interest Elasticity ,"
Cardiff Economics Working Papers
E2006/24, Cardiff University, Cardiff Business School, Economics Section, revised Oct 2006.
[Downloadable!] Korhonen, Iikka & Wachtel, Paul, 2005.
"A note on exchange rate pass-through in CIS countries ,"
BOFIT Discussion Papers
2/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Cuong Le Van & Frank H. Page & Myrna H. Wooders, 2007.
"Risky Arbitrage, Asset Prices, and Externalities ,"
Pre- and Post-Print documents
halshs-00102698_v1, HAL.
[Downloadable!] Tatiana Fic & Omar F. Saqib, 2006.
"Political Instability and the August 1998 Ruble Crisis ,"
Discussion Papers of DIW Berlin
626, DIW Berlin, German Institute for Economic Research.
[Downloadable!] Q. Farooq Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist, 2006.
"Pursuing financial stability under an inflation-targeting regime ,"
Working Paper
2006/08, Norges Bank.
[Downloadable!] Abel Elizalde, 2006.
"Credit Risk Models I: Default Correlation In Intensity Models ,"
Working Papers
wp2006_0605, CEMFI.
[Downloadable!] Jerome L. Stein, 2006.
"United States Current Account Deficits: A Stochastic Optimal Control Analysis ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!] Steffen Sebastian & Marcel Tyrell, 2006.
"Open-end real estate funds: danger or diamond? ,"
Working Paper Series: Finance and Accounting
168, Department of Finance, Goethe University Frankfurt am Main.
[Downloadable!] Item repec:hhb:aarmsl:1990_002 is not listed on IDEAS anymore
Constantine Manasakis, 2006.
"Shareholder wealth effects from mergers and acquisitions in the Greek banking industry ,"
Working Papers
0612, University of Crete, Department of Economics.
[Downloadable!] Juan Pablo Mateo Tomé, 2006.
"Crisis de rentabilidad, acumulación de capital y distribución de la renta en la economía de México ,"
Pre- and Post-Print documents
halshs-00103422_v1, HAL.
[Downloadable!] Item repec:hhb:aarmsl:2006_003 is not listed on IDEAS anymore
Ji, Gang, 2005.
"Cross listing and firm value - corporate governance or market segmentation? An empirical study of the stock market ,"
BOFIT Discussion Papers
14/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] David-Jan Jansen & Jakob de Haan, 2006.
"Does ECB Communication Help in Predicting its Interest Rate Decisions? ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!] Égert, Balázs, 2005.
"Equilibrium exchange rates in Southeastern Europe, Russia, Ukraine and Turkey: Healthy or (Dutch) diseased? ,"
BOFIT Discussion Papers
3/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Yiannis Kamarianakis & Anastasios Xepapadeas, 2006.
"Control Bands for Tracking Constant Portfolio Allocations with Fixed and Proportional Transaction Costs ,"
Working Papers
0610, University of Crete, Department of Economics.
[Downloadable!] Tobias Lindhe & Jan Södersten, 2006.
"The Equity Trap, the Cost of Capital and the Firm’s Growth Path ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!] Dominique M. Gross & Nicolas Schmitt, 2006.
"Why do Low- and High-Skill Workers Migrate? Flow Evidence from France ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!] Paolo Panteghini, 2006.
"A Simple Explanation for the Unfavorable Tax Treatment of Investment Costs ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!] Holly, S. & Pesaran, M.H. & Yamagata. T., 2006.
"A Spatio-Temporal Model of House Prices in the US ,"
Cambridge Working Papers in Economics
0654, Faculty of Economics, University of Cambridge.
[Downloadable!] Abel Elizalde, 2006.
"Credit Risk Models Iii: Reconciliation Reduced - Structural Models ,"
Working Papers
wp2006_0607, CEMFI.
[Downloadable!] Item repec:cfs:cfswop:wp2000620 is not listed on IDEAS anymore
Marcel Marekwica & Raimond Maurer & Steffen Sebastian, 2006.
"Asset Meltdown - Fact or Fiction? ,"
Working Paper Series: Finance and Accounting
169, Department of Finance, Goethe University Frankfurt am Main.
[Downloadable!] Elisabetta Iossa & Giuliana Palumbo, 2006.
"Overoptimism and Lender Liability in the Consumer Credit Market ,"
Temi di discussione (Economic working papers)
598, Bank of Italy, Economic Research Department.
[Downloadable!] Thiess Buettner & Michael Overesch & Ulrich Schreiber & Georg Wamser, 2006.
"The Impact of Thin-Capitalization Rules on Multinationals' Financing and Investment Decisions ,"
Working Papers
2006-06, University of Kentucky, Institute for Federalism and Intergovernmental Relations.
[Downloadable!] Abel Elizalde, 2006.
"Credit Risk Models Ii: Structural Models ,"
Working Papers
wp2006_0606, CEMFI.
[Downloadable!] Jérôme Blanc, 2006.
"Local currencies in European History : an analytical framework ,"
Pre- and Post-Print documents
halshs-00102974_v1, HAL.
[Downloadable!] Julie A. Nelson, .
"06-04 "Ethics and International Debt: A View from Feminist Economics," ,"
GDAE Working Papers
06-04, GDAE, Tufts University.
[Downloadable!] Sudhir A. Shah, 2006.
"Comparative risk aversion when the outcomes are vectors ,"
Working papers
149, Centre for Development Economics, Delhi School of Economics.
[Downloadable!] This page was last updated on 2008-7-20.
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