NEP-FMK-2007-03-03

This file is part of IDEAS, which uses RePEc data

Report NEP-FMK-2007-03-03

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were anounced in this report:

Covas, Francisco & Den Haan, Wouter, 2007. "The Role of Debt and Equity Finance over the Business Cycle," CEPR Discussion Papers 6145, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Neil Esho & Anthony Coleman & Ilanko Sellathurai & Niruba Thavabalan, 2005. "Stress Testing Housing Loan Portfolios: A Regulatory Case Study," Working Papers wp2005-01, Australian Prudential Regulation Authority. [Downloadable!]
Neil Esho & Paul Kofman & Michael G Kollo & Ian G. Sharpe, 2005. "Market Discipline and Subordinated Debt of Australian Banks," Working Papers wp2005-02, Australian Prudential Regulation Authority. [Downloadable!]
Wilson Sy, 2006. "On the Coherence of VAR Risk Measure for Levy Stable Distributions," Working Papers wp2006-02, Australian Prudential Regulation Authority. [Downloadable!]
Australian Prudential Regulation Authority, 2005. "Implementation of the Basel II Capital Framework 1. Standardised approach to credit risk," Policy Discussion Papers dp0021, Australian Prudential Regulation Authority. [Downloadable!]
Australian Prudential Regulation Authority, 2005. "Implementation of the Basel II Capital Framework 2. Standardised approach to operational risk," Policy Discussion Papers dp0022, Australian Prudential Regulation Authority. [Downloadable!]
Australian Prudential Regulation Authority, 2005. "Implementation of the Basel II Capital Framework 3. Internal ratings-based approach to credit risk," Policy Discussion Papers dp0023, Australian Prudential Regulation Authority. [Downloadable!]
Greg Caldwell, 2007. "Best Instruments for Market Discipline in Banking," Working Papers 07-9, Bank of Canada. [Downloadable!]
Gomes, Francisco J & Michaelides, Alexander, 2007. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," CEPR Discussion Papers 6136, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio, 2007. "The Returns to Currency Speculation in Emerging Markets," CEPR Discussion Papers 6148, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Todd Prono, 2006. "GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique," Working Papers 07-1, Federal Reserve Bank of Boston. [Downloadable!]
Item repec:hal:papers:halshs-00130094_v1 is not listed on IDEAS anymore
Andrew Ang & Geert Bekaert & Min Wei, 2007. "The Term Structure of Real Rates and Expected Inflation," NBER Working Papers 12930, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Eugene N. White, 2007. "The Crash of 1882, Counterparty Risk, and the Bailout of the Paris Bourse," NBER Working Papers 12933, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Nicholas Barberis & Ming Huang, 2007. "Stocks as Lotteries: The Implications of Probability Weighting for Security Prices," NBER Working Papers 12936, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," OFRC Working Papers Series 2007fe01, Oxford Financial Research Centre. [Downloadable!]
Koetter, Michael & Kick, Thomas, 2007. "Slippery slopes of stress : ordered failure events in German banking," Discussion Paper Series 2: Banking and Financial Studies 2007,03, Deutsche Bundesbank, Research Centre. [Downloadable!]

This page was last updated on 2009-11-29.

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