Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E44: Financial Markets and the Macroeconomy

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Monetary Theory

2006

• C. Bora Durdu, 2006, "Are Indexed Bonds a Remedy for Sudden Stops?," Computing in Economics and Finance 2006, Society for Computational Economics, number 11, Jul.
• Peter Hördahl & Oreste Tristani & David Vestin, 2006, "The term structure of inflation risk premia and macroeconomic dynamics," Computing in Economics and Finance 2006, Society for Computational Economics, number 203, Jul.
• Ricardo M. Sousa, 2006, "Consumption, (Dis)Aggregate Wealth and Asset Returns," Computing in Economics and Finance 2006, Society for Computational Economics, number 212, Jul.
• Pedro Bação & Fernando Alexandre & Vasco J. Gabriel, 2006, "On the stability of the wealth effect," Computing in Economics and Finance 2006, Society for Computational Economics, number 281, Jul.
• Arpad Abraham & Eva Carceles-Poveda, 2006, "Complete Markets, Enforcement Constraints and Intermediation," Computing in Economics and Finance 2006, Society for Computational Economics, number 320, Jul.
• Jean-Christian Lambelet & Alexander Mihailov, 2006, "The Triple-Parity Law," Computing in Economics and Finance 2006, Society for Computational Economics, number 33, Jul.
• Michael Gapen & Thomas Cosimano & Ralph Chami, 2006, "Optimal Fiscal and Monetary Policy in the Presence of Remittances," Computing in Economics and Finance 2006, Society for Computational Economics, number 34, Jul.
• Bianca De Paoli & Alasdair Scott & Olaf Weeken, 2006, "Asset pricing implications of a New Keynesian model," Computing in Economics and Finance 2006, Society for Computational Economics, number 358, Jul.
• Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006, "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006, Society for Computational Economics, number 387, Jul.
• Igor Livshits & James MacGee & Michele Tertilt, 2006, "Accounting for the Rise in Consumer Bankruptcies," Discussion Papers, Stanford Institute for Economic Policy Research, number 06-001, Sep.
• Hansjörg Lehmann & Michael Manz, 2006, "The Exposure of Swiss Banks to Macroeconomic Shocks - an Empirical Investigation," Working Papers, Swiss National Bank, number 2006-04.
• Selma Aktaş Şen, 2006, "Bankacılık Sektörü ve Devlet Müdahaleleri: Politik Devresel Dalgalanmalar Çerçevesinde Türk Bankacılık Sektörü Etkinlik Analizi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2006-2.
• Suzan Hol, 2006, "Determinants of long-term interest rates in the Scandinavian countries," Discussion Papers, Statistics Norway, Research Department, number 469, Aug.
• Paul Wachtel & Peter L. Rousseau, 2006, "What is happening to the impact of financial deepening on economic growth?," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 06-15.
• Ross Mcleod, 2006, "Indonesia's new deposit guarantee law," Bulletin of Indonesian Economic Studies, Taylor & Francis Journals, volume 42, issue 1, pages 59-78, DOI: 10.1080/00074910600632377.
• Eckhard Hein, 2006, "Interest, Debt and Capital Accumulation—A Kaleckian Approach," International Review of Applied Economics, Taylor & Francis Journals, volume 20, issue 3, pages 337-352, DOI: 10.1080/02692170600736128.
• Mansor H. Ibrahim, 2006, "Stock Prices and Bank Loan Dynamics in a Developing Country: The Case of Malaysia," Journal of Applied Economics, Taylor & Francis Journals, volume 9, issue 1, pages 71-89, May, DOI: 10.1080/15140326.2006.12040638.
• W H Boshoff, 2006, "The Transmission Of Foreign Financial Crises To South Africa: A Firm-Level Study," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 30, issue 2, pages 61-85, August, DOI: 10.1080/10800379.2006.12106408.
• Petri Mäki-Fränti, 2006, "Money and Stock Returns: Is there habit formation for holding liquid assets?," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 0647, Feb.
• Elif Cepni & Nezir Kose, 2006, "Assessing the Currency Crises in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 6, issue 1, pages 37-64.
• Saadet Kasman & Duygu Ayhan, 2006, "Macroeconomic Volatility under Alternative Exchange Rate Regimes in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 6, issue 2, pages 37-58.
• Paul Mizen & Cihan Yalcin, 2006, "Monetary Policy, Corporate Financial Composition and Real Activity," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0601.
• Ozge Akinci & Burcu Gurcihan & Refet Gurkaynak & Ozgur Ozel, 2006, "Devlet Ic Borclanma Senetleri Icin Getiri Egrisi Tahmini," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0608.
• , & ,, 2006, "Endogenous incomplete markets, enforcement constraints, and intermediation," Theoretical Economics, Econometric Society, volume 1, issue 4, pages 439-459, December.
• Phornchanok Cumperayot & Casper G. de Vries, 2006, "Large Swings in Currencies driven by Fundamentals," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-086/2, Oct.
• Cheng, X. & Degryse, H.A., 2006, "The Impact of Bank and Non-Bank Financial Institutions on Local Economic Growth in China," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-82.
• Cheng, X. & Degryse, H.A., 2006, "The Impact of Bank and Non-Bank Financial Institutions on Local Economic Growth in China," Other publications TiSEM, Tilburg University, School of Economics and Management, number 9ea9a2e7-97db-43bc-8405-8.
• Fatih Guvenen & Burhanettin Kuruscu, 2006, "Does Market Incompleteness Matter for Asset Prices?," Journal of the European Economic Association, MIT Press, volume 4, issue 2-3, pages 484-492, 04-05.
• Micco, Alejandro & Panizza, Ugo, 2006, "Bank Ownership and Lending Behavior," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 61, Feb.
• Uluc Aysun, 2006, "Automatic Stabilizer Feature of Fixed Exchange Rate Regimes in Emerging Markets," Working papers, University of Connecticut, Department of Economics, number 2006-27, Aug, revised Aug 2008.
• Uluc Aysun, 2006, "Testing for Balance Sheet Effects in Emerging Market Countries," Working papers, University of Connecticut, Department of Economics, number 2006-28, Aug.
• Uluc Aysun, 2006, "Capital Flows, Maturity Mismatches and Profitability in Emerging Markets: Evidence from Bank Level Data," Working papers, University of Connecticut, Department of Economics, number 2006-29, Aug, revised Oct 2007.
• Yaiza García Padrón & Juan García Boza, 2006, "¿Cómo valorar los planes de pensiones del sistema individual en España?," Estudios de Economia, University of Chile, Department of Economics, volume 33, issue 1 Year 20, pages 21-43, June.
• J.Marcelo Ochoa, 2006, "An interpretation of an affine term structure model of Chile," Estudios de Economia, University of Chile, Department of Economics, volume 33, issue 2 Year 20, pages 155-184, December.
• Luis Carranza & José Enrique Galdón Sánchez & Javier Gómez Biscarri, 2006, "Understanding the Relationship between Financial Development and Monetary Policy," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 14/06, Oct.
• Valadkhani, Abbas & Chancharat, Surachai & Harvie, Charles, 2006, "The Interplay Between the Thai and Several Other International Stock Markets," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-18.
• Paul Söderlind, 2006, "Monetary Policy Effects on Financial Risk Premia," University of St. Gallen Department of Economics working paper series 2006, Department of Economics, University of St. Gallen, number 2006-26, Nov.
• Andreas Röthig & Willi Semmler & Peter Flaschel, 2006, "Hedging, Speculation, and Investment in Balance-Sheet Triggered Currency Crises," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 173, Feb.
• Peter Docherty & G Wang, 2006, "Using Synthetic Data to Measure the Impact of RTGS on Systemic Risk in the Australian Payments System," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 149, May.
• Igor Livshits & James MacGee & Michele Tertilt, 2006, "Accounting for the Rise in Consumer Bankruptcies," University of Western Ontario, Economic Policy Research Institute Working Papers, University of Western Ontario, Economic Policy Research Institute, number 20066.
• John Ryan, 2006, "Reforming China�s Exchange Rate Policy," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_51.
• Christopher M Meissner & Michael D Bordo, 2006, "The Role of Foreign Currency Debt in Financial Crises: 1880-1913 vs. 1972-1997," WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London, number 0001, Mar.
• Marcus Miller & Lei Zhang, 2006, "Capital Flows, Interest Rates and Precautionary Behaviour: a model of "global imbalances"," WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London, number 0014, Jul.
• Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2006, "A joint model for the term structure of interest rates and the macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 4, pages 439-462, May, DOI: 10.1002/jae.848.
• Mario Quagliariello, 2006, "Macroeconomics Uncertainty and Banks' Lending Decisions: The Case of Italy," Discussion Papers, Department of Economics, University of York, number 06/02, Jan.
• Mehl, Arnaud, 2006, "The yield curve as a predictor and emerging economies," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 18/2006.
• Kempa, Michal, 2006, "Money market volatility: a simulation study," Bank of Finland Research Discussion Papers, Bank of Finland, number 13/2006.
• Ravenna, Federico & Seppälä, Juha, 2006, "Monetary policy and rejections of the expectations hypothesis," Bank of Finland Research Discussion Papers, Bank of Finland, number 25/2006.
• Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006, "Real-time macroeconomic data and ex ante predictability of stock returns," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,10.
• Eickmeier, Sandra & Hofmann, Boris & Worms, Andreas, 2006, "Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,34.
• Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006, "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2006,01.
• Grüner, Hans Peter & Fecht, Falko, 2006, "Limits to international banking consolidation," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2006,11.
• Krueger, Dirk & Lustig, Hanno & Perri, Fabrizio, 2006, "Evaluation asset pricing models with limited commitment using household consumption data," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/22.
• Calza, Alessandro & Monacelli, Tommaso & Stracca, Livio, 2006, "Mortgage markets, collateral constraints, and monetary policy: Do institutional factors matter?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/10.
• Röthig, Andreas & Semmler, Willi & Flaschel, Peter, 2006, "Hedging, speculation, and investment in balance-sheet triggered currency crises," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 168.
• Meyer Bittencourt, Manoel F., 2006, "Financial Development and Inequality: Brazil 1985-99," Proceedings of the German Development Economics Conference, Berlin 2006, Verein für Socialpolitik, Research Committee Development Economics, number 5.
• Wagner, Helmut & Kißmer, Friedrich & Funke, Norbert, 2006, "International Lessons for the Property Price Boom in South Africa," Proceedings of the German Development Economics Conference, Berlin 2006, Verein für Socialpolitik, Research Committee Development Economics, number 27.
• Ma, Guonan & Remolona, Eli M., 2006, "Learning by doing in market reform: Lessons from a regional bond fund," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 2-6.
• Dell'Erba, Salvatore & Saldías Zambrana, Martin, 2006, "Financial dollarization and currency substitution: an empirical study for Bolivia," Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy, number 432.

2005

• Caterina Mendicino, 2005, "Credit Market Development, Asset Prices and Business Cycle," Computing in Economics and Finance 2005, Society for Computational Economics, number 120, Nov.
• Isamu OKADA & Ichiro TAKAHASHI, 2005, "Capital Injection to Save Bank Crisis," Computing in Economics and Finance 2005, Society for Computational Economics, number 133, Nov.
• Chao Wei, 2005, "Unexpected Inflation, Firm Characteristics and Equity Returns in a New-Keynesian Model," Computing in Economics and Finance 2005, Society for Computational Economics, number 178, Nov.
• Shaun P. Vahey & James M. Nason, 2005, "Over the Top: U.K. World War I Finance and Its Aftermath," Computing in Economics and Finance 2005, Society for Computational Economics, number 22, Nov.
• Marco Gallegati, 2005, "Stock returns and economic activity; evidence from wavelet analysis," Computing in Economics and Finance 2005, Society for Computational Economics, number 273, Nov.
• Xiaolou Yang, 2005, "Dynamic Portfolio Optimization and Economics Uncertainties," Computing in Economics and Finance 2005, Society for Computational Economics, number 29, Nov.
• Paolo Surico & Antonello D'Agostino & Luca Sala, 2005, "The Fed and the Stock Market," Computing in Economics and Finance 2005, Society for Computational Economics, number 293, Nov.
• Tao Wu & Glenn Rudebusch, 2005, "The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective," Computing in Economics and Finance 2005, Society for Computational Economics, number 3, Nov.
• Ali Dib & Ian Christensen, 2005, "Monetary Policy in an Estimated DSGE Model with a Financial Accelerator," Computing in Economics and Finance 2005, Society for Computational Economics, number 314, Nov.
• Refet Gürkaynak & Brian Sack, 2005, "Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements," Computing in Economics and Finance 2005, Society for Computational Economics, number 323, Nov.
• Min Wei & Stefania D'Amico & Don H. Kim, 2005, "TIPS: Taking Inflation Premium Seriously," Computing in Economics and Finance 2005, Society for Computational Economics, number 363, Nov.
• Juric Bajec & Nikola Fabris & Jelena Galic & Dragana Petrakovic, 2005, "Measures in the First Phase of Banking Harmonization with EU Legislation - Case of Serbia," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 3, issue 1, pages 145-161.
• Sanja Filipovic & Dragana Petrakovic, 2005, "SME Sector Development by Improving Financial Support: Serbia Compared to other SEE Countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 3, issue 2, pages 273-293.
• Robert Bichsel & Josef Perrez, 2005, "In Quest of the Bank Lending Channel: Evidence for Switzerland using Individual Bank Data," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 141, issue 2, pages 165-190, June.
• Albert Lee Chun, 2005, "Expectations, Bond Yields and Monetary Policy," Discussion Papers, Stanford Institute for Economic Policy Research, number 04-023, Jun, revised Nov 2010.
• Hasan Bakhshi & Hashmat Khan & Barbara Rudolf, 2005, "The Phillips curve under state-dependent pricing," Working Papers, Swiss National Bank, number 2005-01.
• Ali ihsan YİĞİTOĞLU, 2005, "2001 Krizi Sonrası Dönemde Türkiye Ekonomisinin Ve Bankacılık Sektörünün Değerlendirilmesi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2005-1.
• İsmail Aktar, 2005, "A Comparison of the Effects of the Chernobyl and Three Mile Island Nuclear Accidents on the U.S. Electric Utility Industry," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2005-2.
• Michael Ehrmann, 2005, "Firm Size and Monetary Policy Transmission — Evidence from German Business Survey Data," Contributions to Economics, Springer, in: Jan-Egbert Sturm & Timo Wollmershäuser, "Ifo Survey Data in Business Cycle and Monetary Policy Analysis", DOI: 10.1007/3-7908-1605-1_7.
• Pere Gomis-Porqueras & Carlos Serrano & Alejandro Somuano, 2005, "Dollar-denominated accounts in Latin America during the 1990s," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 29, issue 2, pages 259-270, June, DOI: 10.1007/BF02761557.
• Borut Vojinovič, 2005, "Home Bias or Corporate Loan Market Integration and Financial Globalization," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 12, issue 3, pages 463-478, December, DOI: 10.1007/s11300-005-0070-z.
• Rui Castro & Gian Luca Clementi & Glenn MacDonald, 2005, "Legal Institutions, Sectoral Heterogeneity, and Economic Development," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 05-20.
• Fernando Alexandre & Pedro Bação & Vasco J. Gabriel, 2005, "On the Stability of the Wealth Effect," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1405, Jun.
• Willem Boshoff, 2005, "The properties of cycles in South African financial variables and their relation to the business cycle," Working Papers, Stellenbosch University, Department of Economics, number 02/2005.
• Oscar Bajo-Rubio & Carmen Diaz-Roldan & Vicente Esteve, 2005, "Is the Fisher effect non-linear? some evidence for Spain, 1963-2002," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 12, pages 849-854, DOI: 10.1080/09603100500123187.
• Egil Matsen, 2005, "International diversification, growth, and welfare with non-traded income risk and incomplete markets," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 15, pages 1063-1072, DOI: 10.1080/09603100500120670.
• Samuel Bates, 2005, "Global measure of causal intensity between real and financial spheres," Applied Economics, Taylor & Francis Journals, volume 37, issue 14, pages 1635-1642, DOI: 10.1080/00036840500214306.
• Yongil Jeon & Stephen Miller, 2005, "Performance of Domestic and Foreign Banks: The Case of Korea and the Asian Financial Crisis," Global Economic Review, Taylor & Francis Journals, volume 34, issue 2, pages 145-165, DOI: 10.1080/12265080500117491.
• Eduardo Borensztein & Jong‐Wha Lee, 2005, "Financial reform and the efficiency of credit allocation in Korea," Journal of Economic Policy Reform, Taylor & Francis Journals, volume 8, issue 1, pages 55-68, DOI: 10.1080/1384128042000328941.
• Darrel Duffie & Leandro Saita & Ke Wang, 2005, "Multi-Period Corporate Default Prediction With Stochastic Covariates," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-373, Sep.
• Jürgen Eichberger & Martin Summer, 2005, "Bank Capital, Liquidity, and Systemic Risk," Journal of the European Economic Association, MIT Press, volume 3, issue 2-3, pages 547-555, 04/05.
• Nobuhiro Kiyotaki & John Moore, 2005, "Financial Deepening," Journal of the European Economic Association, MIT Press, volume 3, issue 2-3, pages 701-713, 04/05.
• Daron Acemoglu & Simon Johnson, 2005, "Unbundling Institutions," Journal of Political Economy, University of Chicago Press, volume 113, issue 5, pages 949-995, October, DOI: 10.1086/432166.
• Nicholas Apergis & Stephen M. Miller, 2005, "Consumption asymmetry and the stock market: New evidence through a threshold adjustment model," Working papers, University of Connecticut, Department of Economics, number 2005-08, Mar.
• Rangan Gupta, 2005, "A Generic Model of Financial Repression," Working papers, University of Connecticut, Department of Economics, number 2005-20, Jun, revised Jul 2005.
• Rangan Gupta, 2005, "Financial Liberalization and Inflationary Dynamics," Working papers, University of Connecticut, Department of Economics, number 2005-31, Jul.
• Rangan Gupta, 2005, "Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis," Working papers, University of Connecticut, Department of Economics, number 2005-32, Jul.
• Rangan Gupta, 2005, "Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy," Working papers, University of Connecticut, Department of Economics, number 2005-39, Jul.
• Nicholas Apergis & Stephen M. Miller, 2005, "Resurrecting the Wealth Effect on Consumption: Further Analysis and Extension," Working papers, University of Connecticut, Department of Economics, number 2005-57, Nov.
• Giuseppina Testa, 2005, "Economic Growth and Finance. A cointegration analysis in US and Japan," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 22-2005, Nov.
• Beatriz de Blas, 2005, "Performance of Interest Rate Rules under Credit Market Imperfections," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 16/05, Nov.
• José Antonio Ocampo, 2005, "A Broad View of Macroeconomic Stability," Working Papers, United Nations, Department of Economics and Social Affairs, number 1, Oct.
• Peter Temin & Joachim Voth, 2005, "Private borrowing during the financial revolution: Hoare’s Bank and its customers, 1702-1724," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 860, May.
• Alessandra Bonfiglioli, 2005, "Equities and inequality," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 947, Sep.
• Carolyn Currie, 2005, "A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 141, May.
• Carolyn Currie, 2005, "A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 143, Sep.
• David Laidler, 2005, "Monetary Policy and its Theoretical Foundations," University of Western Ontario, Economic Policy Research Institute Working Papers, University of Western Ontario, Economic Policy Research Institute, number 20058.
• Stefano Schiavo, 2005, "Financial integration, GDP correlation and the endogeneity of optimum currency areas," Working Papers, University of Verona, Department of Economics, number 25/2005, Sep.
• Paola Dongili, 2005, "Interdipendenza fra sistema reale e finanziario: una rilettura alla luce dell’insegnamento del prof. Menegazzi," Working Papers, University of Verona, Department of Economics, number 29/2005, Dec.
• Solomon Tadesse, 2005, "Financial Development and Technology," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp749, Feb.
• Lucjan T. Orlowski & Kirsten Lommatzsch, 2005, "Bond Yield Compression in the Countries Converging to the Euro," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp799, Oct.
• Marco Raberto & Andrea Teglio & Silvano Cincotti, 2005, "Multi-agent modeling and simulation of a sequential monetary production economy," Computational Economics, University Library of Munich, Germany, number 0503002, Mar.
• Jakob Madsen & Costas Milas, 2005, "The Price-Dividend Relationship In Inflationary And Deflationary Regimes," Econometrics, University Library of Munich, Germany, number 0506002, Jun.
• Benoit Bellone, 2005, "Classical Estimation of Multivariate Markov-Switching Models using MSVARlib," Econometrics, University Library of Munich, Germany, number 0508017, Aug.
• Maurício Yoshinori Une & Marcelo Savino Portugal, 2005, "Fear of disruption: a model of Markov-switching regimes for the Brazilian country risk conditional volatility," Econometrics, University Library of Munich, Germany, number 0509005, Sep.
• Pierangelo De Pace, 2005, "Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe," Econometrics, University Library of Munich, Germany, number 0509011, Sep, revised 14 Feb 2006.
• Sutthisit Jamdee & Cornelis A. Los, 2005, "Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate," Finance, University Library of Munich, Germany, number 0502021, Feb.
• Marcos Mailoc López de Prado & Achim Peijan, 2005, "Measuring Loss Potential of Hedge Fund Strategies," Finance, University Library of Munich, Germany, number 0503010, Mar.
• Dmitri Vinogradov, 2005, "Banks versus Markets in Processing the Payments Shock," Finance, University Library of Munich, Germany, number 0506004, Jun.
• Fatih Guvenen, 2005, "A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation of Cross-sectional Heterogeneity?," Finance, University Library of Munich, Germany, number 0507009, Jul.
• Falko Fecht & Antoine Martin, 2005, "Banks, Markets, and Efficiency," Finance, University Library of Munich, Germany, number 0507017, Jul.
• Bernard Paranque & Walter Baets & Henry Pruden, 2005, "Agent Behaviour, Financial Market and Welfare Theory," Finance, University Library of Munich, Germany, number 0508001, Aug, revised 02 Aug 2005.
• Alicia Garcia-Herrero & Sergio Gavila & Daniel Santabarbara, 2005, "China’s banking reform: An assessment of its evolution and possible impact," Finance, University Library of Munich, Germany, number 0508010, Aug.
• Karlo Kauko, 2005, "Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data," Finance, University Library of Munich, Germany, number 0508020, Aug.
• Albert Lee Chun, 2005, "Expectations, Bond Yields and Monetary Policy," Finance, University Library of Munich, Germany, number 0512006, Dec.
• Godwin Nwaobi, 2005, "Securities Markets And Social Capital Integration In Africa: Risks And Policy Options," Finance, University Library of Munich, Germany, number 0512019, Dec.
• Tuomas Saarenheimo, 2005, "Ageing, interest rates, and financial flows," Labor and Demography, University Library of Munich, Germany, number 0508015, Aug.
• Thierry Buchs, 2005, "Argentina: Trying to Make Sense of the Financial Tango," Macroeconomics, University Library of Munich, Germany, number 0502028, Feb.
• David Navrátil & Viktor Kotlán, 2005, "The CNB’s Policy Decisions – Are They Priced in by the Markets?," Macroeconomics, University Library of Munich, Germany, number 0503005, Mar.
• Claudio Dos Santos & Gennaro Zezza, 2005, "A Simplified Stock-Flow Consistent Post-Keynesian Growth Model," Macroeconomics, University Library of Munich, Germany, number 0504019, Apr.
• David Eagle, 2005, "Multiple Critiques of Woodford’s Model of a Cashless Economy," Macroeconomics, University Library of Munich, Germany, number 0504028, Apr.
• Aykut Kibritcioglu, 2005, "Banking Sector Crises and Related New Regulations in Turkey," Macroeconomics, University Library of Munich, Germany, number 0505006, May.
• Onur Koska, 2005, "Financial Liberalization Era in Turkey: Critique on Decree No.32," Macroeconomics, University Library of Munich, Germany, number 0506016, Jun.
• Antonello D'Agostino & Luca Sala & Paolo Surico, 2005, "The Fed and the Stock Market," Macroeconomics, University Library of Munich, Germany, number 0507001, Jul.
• Fatih Guvenen, 2005, "Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective," Macroeconomics, University Library of Munich, Germany, number 0507005, Jul.
• Juan F. Castro & Eduardo Morón, 2005, "Financial Dollarization and the Size of the Fear," Macroeconomics, University Library of Munich, Germany, number 0509027, Sep.
• Eckhard Hein, 2005, "Interest, debt and capital accumulation - a Kaleckian approach," Macroeconomics, University Library of Munich, Germany, number 0510007, Oct.
• Adrian Peralta-Alva, 2005, "The Information Technology Revolution and the Puzzling Trends in Tobin’s average q," Macroeconomics, University Library of Munich, Germany, number 0511007, Nov.
• Marco Gallegati, 2005, "Stock market returns and economic activity: evidence from wavelet analysis," Macroeconomics, University Library of Munich, Germany, number 0512016, Dec.
• Alan Bollard, 2005, "Being a Responsible Host: Supervising Foreign-Owned Banks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Andrew Crockett, 2005, "Dealing with Stress at Large and Complex Financial Institutions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Timothy F. Geithner, 2005, "Changes in the Structure of the U.S. Financial System and Implications for Systemic Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Stefan Ingves & David S. Hoelscher, 2005, "The Resolution of Systemic Banking System Crises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Jean Pierre Sabourin, 2005, "The Deposit Insurer's Role in Maintaining Financial Stability," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Paul Kupiec, 2005, "The IMF–World Bank Financial Sector Assessment Program: A View from the Inside," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Andrew G. Haldane & Glenn Hoggarth & Victoria Saporta & Peter Sinclair, 2005, "Financial Stability and Bank Solvency," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Craig H. Furfine, 2005, "A Note on Financial Stability," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Edward J. Kane, 2005, "Impediments to Fair and Efficient Resolution of Large Banks and Banking Crises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• John P. Bonin & Paul Wachtel, 2005, "Dealing with Financial Fragility in Transition Economies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Stefan Ingves & David S. Hoelscher, 2005, "The Resolution of Systemic Banking System Crises: The Way Forward," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Randall S. Kroszner, 2005, "Mistakes of Bank Crisis Response," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Thomas C. Baxter Jr. & Joseph H. Sommer, 2005, "Breaking Up is Hard to Do: An Essay on Cross-Border Challenges in Resolving Financial Groups," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Eva H. G. Hüpkes, 2005, ""Too Big to Save" — Toward a Functional Approach to Resolving Crises in Global Financial Institutions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Christos Hadjiemmanuil, 2005, "Europe's Universalist Approach to Cross-Border Bank Resolution Issues," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Chryssa Papathanassiou, 2005, "Comments on Financial Institution Resolution: Cross-Border Issues," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Charles A. E. Goodhart, 2005, "Multiple Regulators and Resolutions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• David G. Mayes, 2005, "The Role of the Safety Net in Resolving Large Financial Institutions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Robert R. Bliss, 2005, "Comments on Key Policy Challenges in Financial Institution Resolution: Additional Complexities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Richard J. Herring, 2005, "BCCI & Barings: Bank Resolutions Complicated by Fraud and Global Corporate Structure," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Franklin R. Edwards & Edward R. Morrison, 2005, "Derivatives and Systemic Risk: What Role Can the Bankruptcy Code Play?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Liliana Rojas-Suarez, 2005, "Argentina and Uruguay in the 2000s: Two Contrasting Experiences of Banking Crisis Resolution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Paola Sapienza, 2005, "Comments on Lessons from Case Studies of Large Insolvencies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Ian Harrison, 2005, "The Reserve Bank of New Zealand's Creditor Recapitalization (BCR) Project: An Option for Resolving Large Banks?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Nobuo Inaba, 2005, "Planning for Efficient Resolution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Arthur J. Murton, 2005, "Resolving a Large Bank: The FDIC's Perspective," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Sander Oosterloo & Jakob de Haan, 2005, "Arrangements for Financial Stability in OECD and EU countries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Gary H. Stern & Ron J. Feldman, 2005, "Constructive Commitments: Communicating Plans to Impose Losses on Large Bank Creditors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".
• Saarenheimo, Tuomas, 2005, "Ageing, interest rates, and financial flows," Bank of Finland Research Discussion Papers, Bank of Finland, number 2/2005.
• Kauko, Karlo, 2005, "Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data," Bank of Finland Research Discussion Papers, Bank of Finland, number 9/2005.
• Pesola, Jarmo, 2005, "Banking fragility and distress: an econometric study of macroeconomic determinants," Bank of Finland Research Discussion Papers, Bank of Finland, number 13/2005.
• Zhang, Haiping, 2005, "Limited Pledgeability, Asset Prices, and Macroeconomic Fluctuations," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 11/2005.
• Fecht, Falko & Huang, Kevin & Martin, Antoine, 2005, "Financial intermediaries, markets and growth," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,03.
• Hamburg, Britta & Hoffmann, Mathias & Keller, Joachim, 2005, "Consumption, wealth and business cycles: why is Germany different?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,16.
• Fecht, Falko & Martin, Antoine, 2005, "Banks, markets, and efficiency," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,04.
• Heid, Frank, 2005, "Cyclical implications of minimum capital requirements," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,06.
• Fecht, Falko & Grüner, Hans Peter, 2005, "Financial integration and systemic risk," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,11.
• Bose, Niloy & Neumann, Rebecca, 2005, "Explaining the Trend and the Diversity in the Evolution of the Stock Market," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 47.
• Röthig, Andreas & Semmler, Willi & Flaschel, Peter, 2005, "Corporate Currency Hedging and Currency Crises," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 147.
• Fernando Alexandre & Pedro Bação & Vasco Gabriel, 2005, "On the Stability of the Wealth Effect," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2005-17.
• Guillaume Plantin & Haresh Sapra & Hyun Song Shin, 2005, "Marking to Market, Liquidity, and Financial Stability," Working Papers, HAL, number hal-03459036, Sep.
• Hortlund, Per, 2005, "Do Inflation and High Taxes Increase Bank Leverage?," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 612, Nov.
• Bonfiglioli, Alessandra, 2005, "Equities and Inequality," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 737, May.
• Bengtsson, Ingemar, 2005, "Central bank power is a matter of faith," Working Papers, Lund University, Department of Economics, number 2005:21, Mar.
• Bengtsson, Ingemar, 2005, "A framework for understanding inflation - with or without money," Working Papers, Lund University, Department of Economics, number 2005:28, May.
• Nymoen, Ragnar, 2005, "Evaluating a Central Bank’s Recent Forecast Failure," Memorandum, Oslo University, Department of Economics, number 22/2005, Aug.
• Hortlund, Per, 2005, "Does Inflation and High Taxes Increase Bank Leverage?," Ratio Working Papers, The Ratio Institute, number 69, Apr.
• Apel, Mikael & Jansson, Per, 2005, "Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 178, Mar.
• Giorgio Valente, 2005, "US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore," Working Papers, Hong Kong Institute for Monetary Research, number 092005, Sep.
• Takatoshi Ito, 2005, "Interventions and Japanese Economic Recovery," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-100, Jun.
• Masahiro Kawai, 2005, "Reform of the Japanese Banking System," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-102, Jun.