Report NEP-FMK-2006-10-21

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Other reports in NEP-FMK

The following items were anounced in this report:

• Kauko , Karlo, 2005. "Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data," Research Discussion Papers 9/2005, Bank of Finland. [Downloadable!]
• Niinimäki, Juha-Pekka & Takalo, Tuomas & Kultti, Klaus, 2006. "The role of comparing in financial markets with hidden information," Research Discussion Papers 1/2006, Bank of Finland. [Downloadable!]
• Hasan, Iftekhar & Zazzara, Cristiano, 2006. "Pricing risky bank loans in the new Basel II environment," Research Discussion Papers 3/2006, Bank of Finland. [Downloadable!]
• Marco Cipriani & Graciela L. Kaminsky, 2006. "Volatility in International Financial Market Issuance: The Role of the Financial Center," NBER Working Papers 12587, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Chen, Yehning & Hasan, Iftekhar, 2005. "The transparency of the banking industry and the efficiency of information-based bank runs," Research Discussion Papers 24/2005, Bank of Finland. [Downloadable!]
• Rainio, Elina, 2006. "Legislation, investor protection and financial growth," Research Discussion Papers 16/2006, Bank of Finland. [Downloadable!]
• Panicos Demetriades & Michail Karoglou & Siong Hook Law, 2006. "Financial Liberalisation and Breaks in Stock Market Volatility," Discussion Papers in Economics 06/13, Department of Economics, University of Leicester, revised Nov 2006. [Downloadable!]
• Chen, Yehning & Hasan, Iftekhar, 2006. "Why do bank runs look like panic? A new explanation," Research Discussion Papers 19/2006, Bank of Finland. [Downloadable!]
• Toth, Bence & Scalas, Enrico & Huber, Juergen & Kirchler, Michael, 2006. "The value of information in a multi-agent market model," MPRA Paper 341, University Library of Munich, Germany. [Downloadable!]
• Kempa , Michal, 2006. "Money market volatility, A simulation study," Research Discussion Papers 13/2006, Bank of Finland. [Downloadable!]
• Ojo, Marianne, 2005. "The Financial Services Authority : A Model of Improved Accountability?," MPRA Paper 228, University Library of Munich, Germany, revised Aug 2006. [Downloadable!]
• Välimäki , Tuomas, 2006. "Why the marginal MRO rate exceeds the ECB policy rate?," Research Discussion Papers 20/2006, Bank of Finland. [Downloadable!]
• Kauko , Karlo, 2005. "The demand for money market mutual funds," Research Discussion Papers 14/2005, Bank of Finland. [Downloadable!]
• Jokipii, Terhi & Milne , Alistair, 2006. "The cyclical behaviour of European bank capital buffers," Research Discussion Papers 17/2006, Bank of Finland. [Downloadable!]
• Hendrik Hakenes & Isabel Schnabel, 2006. "The Threat of Capital Drain: A Rationale for Public Banks?," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2006_11, Max Planck Institute for Research on Collective Goods. [Downloadable!]
• Bask, Mikael, 2006. "Adaptive learning in an expectational difference equation with several lags: selecting among learnable REE," Research Discussion Papers 7/2006, Bank of Finland. [Downloadable!]
• Vesala , Timo, 2005. "Relationship lending and competition: Higher switching cost does not necessarily imply greater relationship benefits," Research Discussion Papers 3/2005, Bank of Finland. [Downloadable!]
• Pesola , Jarmo, 2005. "Banking fragility and distress: An econometric study of macroeconomic determinants," Research Discussion Papers 13/2005, Bank of Finland. [Downloadable!]
• Schmitz, Philipp & Glaser, Markus & Weber, Martin, 2006. "Individual Investor Sentiment and Stock Returns - What Do We Learn from Warrant Traders?," Sonderforschungsbereich 504 Publications 06-12, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
• Chen, Jing & Chollete, Lorán, 2006. "Financial Distress and Idiosyncratic Volatility: An Empirical Investigation," Discussion Papers 2006/8, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
• SODOKIN, Koffi, 2006. "La complémentarité des banques et des microbanques dans une approche de la comptabilité des flux et des stocks," LEG - Document de travail - Economie 2006-09, LEG, Laboratoire d'Economie et de Gestion, CNRS UMR 5118, Université de Bourgogne. [Downloadable!]
• Bask , Mikael, 2006. "Announcement effects on exchange rate movements: continuity as a selection criterion among the REE," Research Discussion Papers 6/2006, Bank of Finland. [Downloadable!]
• Bask , Mikael & Fidrmuc , Jarko, 2006. "Fundamentals and technical trading: behaviour of exchange rates in the CEECs," Research Discussion Papers 10/2006, Bank of Finland. [Downloadable!]
• Hali J. Edison & Francis E. Warnock, 2006. "Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets," NBER Working Papers 12589, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Jokipii , Terhi & Lucey, Brian, 2006. "Contagion and interdependence: measuring CEE banking sector co-movements," Research Discussion Papers 15/2006, Bank of Finland. [Downloadable!]
• Bask, Mikael, 2006. "Exchange rate volatility without the contrivance of fundamentals and the failure of PPP," Research Discussion Papers 8/2006, Bank of Finland. [Downloadable!]
• Bjørnland , Hilde & Leitemo, Kai, 2005. "Identifying the interdependence between US monetary policy and the stock market," Research Discussion Papers 17/2005, Bank of Finland. [Downloadable!]
• Lanne , Markku & Vesala , Timo, 2006. "The effect of a transaction tax on exchange rate volatility," Research Discussion Papers 11/2006, Bank of Finland. [Downloadable!]
• Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2006. "Pricing Implications of Shared Variance in Liquidity Measures," Discussion Papers 2006/9, Department of Finance and Management Science, Norwegian School of Economics and Business Administration, revised 21 Jun 2007. [Downloadable!]
• Toporowski , Jan, 2006. "Open market operations: beyond the new consensus," Research Discussion Papers 14/2006, Bank of Finland. [Downloadable!]
• Vuorenmaa , Tommi, 2005. "A wavelet analysis of scaling laws and long-memory in stock market volatility," Research Discussion Papers 27/2005, Bank of Finland. [Downloadable!]
• Saarenheimo , Tuomas, 2005. "Ageing, interest rates, and financial flows," Research Discussion Papers 2/2005, Bank of Finland. [Downloadable!]
• L. Grossi & G. Morelli, 2006. "Robust volatility forecasts and model selection in financial time series," Economics Department Working Papers 2006-SE02, Department of Economics, Parma University (Italy). [Downloadable!]
• Item repec:ven:wpaper:38_06 is not listed on IDEAS anymore

• Siklos, Pierre & Bohl , Martin, 2006. "Policy words and policy deeds: the ECB and the euro," Research Discussion Papers 2/2006, Bank of Finland. [Downloadable!]
• Kauko, Karlo, 2005. "The mixed oligopoly of cross-border payment systems," Research Discussion Papers 11/2005, Bank of Finland. [Downloadable!]
• Ekern, Steinar, 2006. "A Dozen Consistent CAPM-Related Valuation Models - So Why Use the Incorrect One?," Discussion Papers 2006/6, Department of Finance and Management Science, Norwegian School of Economics and Business Administration, revised 25 Apr 2007. [Downloadable!]
• Item repec:pas:camaaa:2006-23 is not listed on IDEAS anymore

• Lindset, Snorre & Persson, Svein-Arne, 2005. "A Note on a Barrier Exchange Option: The World’s Simplest Option Formula?," Discussion Papers 2005/5, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
• Hvide, Hans K., 2005. "Optimal contracts under imperfect enforcement revisited," Discussion Papers 2005/4, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
• Berka, Martin, 2005. "General Equilibrium Model of Arbitrage Trade and Real Exchange Rate Persistence," MPRA Paper 234, University Library of Munich, Germany, revised 06 May 2008. [Downloadable!]
• Item repec:ven:wpaper:39_06 is not listed on IDEAS anymore

• González, Manuel, 2004. "La Curva de Retorno y el Modelo C-CAPM: Evidencia para Chile," MPRA Paper 309, University Library of Munich, Germany. [Downloadable!]
• Tarkka , Juha & Kortelainen , Mika, 2005. "International economic spillovers and the liquidity trap," Research Discussion Papers 18/2005, Bank of Finland. [Downloadable!]
• Kemppainen , Kari, 2005. "Assessing effects of price regulation in retail payment systems," Research Discussion Papers 19/2005, Bank of Finland. [Downloadable!]
• Norbäck, Pehr-Johan & Persson, Lars, 2006. "Investment Lilberalization - Why a Restrictive Cross-Border Merger Policy can be Counterproductive," Working Paper Series 666, Research Institute of Industrial Economics. [Downloadable!]
• Milne , Alistair, 2005. "What's in it for us? Network effects and bank payment innovation," Research Discussion Papers 16/2005, Bank of Finland. [Downloadable!]
• Forssbaeck, Jens & Oxelheim, Lars, 2006. "The Interplay between Money Market Development and Changes in Monetary Policy Operations in Small European Countries, 1980–2000," Working Paper Series 669, Research Institute of Industrial Economics. [Downloadable!]
• Oliver Kirchkamp, & Eva Poen, & Philipp Reiß, 2006. "Outside options: Another reason to choose the first-price auction," CRIEFF Discussion Papers 0605, Centre for Research into Industry, Enterprise, Finance and the Firm. [Downloadable!]
• Andrén, Niclas & Oxelheim, Lars, 2006. "Producer Prices in the Transition to a Common Currency," Working Paper Series 668, Research Institute of Industrial Economics. [Downloadable!]
• Marek Hudon & Daniel Traca, 2006. "On the Efficiency Effects of Subsidies in Microfinance: An Empirical Inquiry," Working Papers CEB 06-020.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
• Aase, Knut K., 2005. "Using Option Pricing Theory to Infer About Equity Premiums," Discussion Papers 2005/11, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
• Abramov, Vyacheslav & Klebaner, Fima, 2006. "Forecasting and testing a non-constant volatility," MPRA Paper 207, University Library of Munich, Germany. [Downloadable!]
• Annamaria Lusardi & Olivia S. Mitchell, 2006. "Baby Boomer Retirement Security: the Roles of Planning, Financial Literacy, and Housing Wealth," NBER Working Papers 12585, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• W. Kip Viscusi & Richard J. Zeckhauser, 2006. "National Survey Evidence on Disasters and Relief: Risk Beliefs, Self-Interest, and Compassion," NBER Working Papers 12582, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Oliver Kirchkamp, & Philipp Reiß, 2006. "Expectations in first-price auctions," CRIEFF Discussion Papers 0609, Centre for Research into Industry, Enterprise, Finance and the Firm. [Downloadable!]
• von Kalckreuth, Ulf & von Furstenberg, George M., 2006. "Dependence on external finance: an inherent industry characteristic?," Discussion Paper Series 1: Economic Studies 2006,30, Deutsche Bundesbank, Research Centre. [Downloadable!]
• SODOKIN, Koffi, 2006. "La fonction monétaire des institutions de microfinance et leurs relations de complémentarité avec les banques officielles dans les pays en développement," LEG - Document de travail - Economie 2006-08, LEG, Laboratoire d'Economie et de Gestion, CNRS UMR 5118, Université de Bourgogne. [Downloadable!]
• Jörnsten, Kurt & Ubøe, Jan, 2005. "Efficient Statistical Equilibria in Markets," Discussion Papers 2005/2, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
• Stecher, Jack D., 2006. "The Nonequivalence of the Earnings and Dividends Approaches to Equity Valuation," Discussion Papers 2006/1, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
• Aase, Knut K., 2005. "The perpetual American put option for jump-diffusions with applications," Discussion Papers 2005/12, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
• Männistö , Hanna-Leena, 2005. "Forecasting with a forward-looking DGE model: combining long-run views of financial markets with macro forecasting," Research Discussion Papers 21/2005, Bank of Finland. [Downloadable!]
• Tomaso Duso & Klaus Gugler & Burcin Yurtoglu, 2006. "Is the Event Study Methodology Useful for Merger Analysis? A Comparison of Stock Market and Accounting Data," CIG Working Papers SP II 2006-19, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG). [Downloadable!]
• M. Menegatti, 2006. "A note on a new interpretation for the precautionary saving motive," Economics Department Working Papers 2006-EP05, Department of Economics, Parma University (Italy).
• Milne , Alistair, 2005. "Standard setting and competition in securities settlement," Research Discussion Papers 23/2005, Bank of Finland. [Downloadable!]
• Fugarolas Álvarez-Ude, Guadalupe & Matesanz Gómez, David, 2005. "Restricción de balanza de pagos y vulnerabilidad externa en la argentina de los noventa. Un análisis de caso," MPRA Paper 210, University Library of Munich, Germany, revised 2005. [Downloadable!]

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