Report NEP-CFN-2005-05-23

This is the archive for NEP-CFN, a report on new working papers in the area of Corporate Finance. Zelia Serrasqueiro issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-CFN

The following items were announced in this report:

• Allen N. Berger & Marco A. Espinosa-Vega & W. Scott Frame & Nathan H. Miller, 2004. "Debt maturity, risk, and asymmetric information," FRB Atlanta Working Paper 2004-32, Federal Reserve Bank of Atlanta.
• Borja Larrain, 2004. "Financial development, financial constraints, and the volatility of industrial output," Public Policy Discussion Paper 04-6, Federal Reserve Bank of Boston.
• Mark Aguiar & Gita Gopinath, 2004. "Defaultable debt, interest rates, and the current account," Working Papers 04-5, Federal Reserve Bank of Boston.
• Patrick de Fontnouvelle & John S. Jordan & Eric Rosengren, 2004. "Implications of alternative operational risk modeling techniques," Working Papers 04-9, Federal Reserve Bank of Boston.
• Ben R. Craig & Joachim G. Keller, 2004. "The forecast ability of risk-neutral densities of foreign exchange," Working Papers (Old Series) 0409, Federal Reserve Bank of Cleveland.
• Ben R. Craig & William E. Jackson & James B. Thomson, 2005. "SBA-loan guarantees and local economic growth," Working Papers (Old Series) 0503, Federal Reserve Bank of Cleveland.
• Item repec:fip:fedfap:2004-20 is not listed on IDEAS anymore

• Harrison Hong & Jose Scheinkman & Wei Xiong, 2005. "Asset Float and Speculative Bubbles," NBER Working Papers 11367, National Bureau of Economic Research, Inc.
• João Fernandes, 2005. "Corporate Credit Risk Modeling: Quantitative Rating System And Probability Of Default Estimation," Finance 0505013, University Library of Munich, Germany.
• Yochanan Shachmurove, 2003. "Financial Markets of the Middle East and North Africa: The Past and Present," PIER Working Paper Archive 03-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.