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Report NEP-BAN-2010-10-02
This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Christian Calmès (Christian Calmes) issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-BAN
The following items were announced in this report:
- Item repec:imf:imfwpa:10/170 is not listed on IDEAS anymore
- Olivier Jeanne & Anton Korinek, 2010, "Managing Credit Booms and Busts: A Pigouvian Taxation Approach," Working Paper Series, Peterson Institute for International Economics, number WP10-12, Sep.
- Young Shin Kim & Rachev, Svetlozar T. & Bianchi, Michele Leonardo & Mitov, Ivan & Fabozzi, Frank J., 2010, "Time series analysis for financial market meltdowns," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 2, DOI: 10.5445/IR/1000019771.
- Item repec:hal:journl:halshs-00520050_v1 is not listed on IDEAS anymore
- Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010, "Financial Innovation and Financial Fragility," Working Papers, Fondazione Eni Enrico Mattei, number 2010.114, Sep.
- Vittoria Cerasi & Barbara Chizzolini & Marc Ivaldi, 2010, "The Impact of Mergers on the Degree of Competition in the Banking Industry," Working Papers, Fondazione Eni Enrico Mattei, number 2010.95, Jul.
- Item repec:imf:imfwpa:10/172 is not listed on IDEAS anymore
- Chun, Sun Eae & Nagano, Mamoru & Lee, Min Hwan, 2010, "Ownership Structure and Risk-taking Behavior: Evidence from Banks in Korea and Japan," MPRA Paper, University Library of Munich, Germany, number 25334, Sep.
- Luis Garicano & Rosa Lastra, 2010, "Towards a New Architecture for Financial Stability: Seven Principles," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0990, Jul.
- Chernobai, Anna & Menn, Christian & Rachev, Svetlozar T. & Trück, Stefan, 2010, "Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 4, DOI: 10.5445/IR/1000019773.
- Item repec:imf:imfwpa:10/190 is not listed on IDEAS anymore
- Masaaki Fujii & Akihiko Takahashi, 2010, "Modeling of Interest Rate Term Structures under Collateralization and its Implications," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-230, Sep, revised Dec 2010.
- Ausín Olivera, María Concepción & Galeano, Pedro & Ghosh, Pulak, 2010, "A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws103822, Sep.
- Güner, Biliana & Rachev, Svetlozar T. & Edelman, Daniel & Fabozzi, Frank J., 2010, "Bayesian inference for hedge funds with stable distribution of returns," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 1, DOI: 10.5445/IR/1000019743.
- Pavla, Vodová, 2010, "Markets of loans provided to household and their integration measured by price indicators," MPRA Paper, University Library of Munich, Germany, number 25250.
- Shin-ichi Fukuda, 2010, "Market-specific and Currency-specific Risk during the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-229, Sep.
- Isabelle Agier & Ariane Szafarz, 2010, "Microfinance and Gender: Is There a Glass Ceiling in Loan Size?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 10-047, Sep.
- Evarist Stoja & Arnold Polanski, 2009, "Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/617, Dec.
- Kyoko Yagi & Ryuta Takashima, 2010, "Convertible Subordinated Debt Financing and Optimal Investment Timing," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-204, Feb.
- Shigenori Shiratsuka & Wataru Takahashi & Yuki Teranishi & Kozo Ueda, 2010, "Future of Central Banking under Globalization: Summary of the 2010 International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-21, Sep.
- Damiano Brigo & Claudio Nordio, 2010, "Liquidity-adjusted Market Risk Measures with Stochastic Holding Period," Papers, arXiv.org, number 1009.3760, Sep, revised Oct 2010.
- Donze, Jocelyn & Dubec, Isabelle, 2010, "ATM Direct Charging Reform: the Effect of Independent Deployers on Welfare," TSE Working Papers, Toulouse School of Economics (TSE), number 10-162, Jun.
- Adam Gersl & Petr Jakubik, 2010, "Relationship Lending in the Czech Republic," Working Papers, Czech National Bank, Research and Statistics Department, number 2010/01, Sep.