Printed from https://ideas.repec.org/n/nep-cfn/2005-07-03.html
Report NEP-CFN-2005-07-03
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, or Bluesky.
Other reports in NEP-CFN
The following items were announced in this report:
- Ulf von Kalckreuth & Emma Murphy, 2005, "Financial constraints and capacity adjustment in the United Kingdom: evidence from a large panel of survey data," Bank of England working papers, Bank of England, number 260, May.
- Charlotta Groth, 2005, "Estimating UK capital adjustment costs," Bank of England working papers, Bank of England, number 258, May.
- Ana Del-Río & Garry Young, 2005, "The impact of unsecured debt on financial distress among British households," Bank of England working papers, Bank of England, number 262, May.
- Liz Dixon-Smith & Roman Goossens & Simon Hayes, 2005, "Default probabilities and expected recovery: an analysis of emerging market sovereign bonds," Bank of England working papers, Bank of England, number 261, May.
- Ana Del-Río & Garry Young, 2005, "The determinants of unsecured borrowing: evidence from the British Household Panel Survey," Bank of England working papers, Bank of England, number 263, May.
- Velamuri, Rama & Venkataraman, Sankaran, 2005, "Why stakeholder and stockholder theories are not necessarily contradictory: A knightian insight," IESE Research Papers, IESE Business School, number D/591, May.
- Gil-Bazo, Javier & Ruiz-Verdú, Pablo, 2005, "When cheaper is better: fee determination in the market for equity mutual funds," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb054309, Jun.
- Rodrigo Cifuentes & Gianluigi Ferrucci & Hyun Song Shin, 2005, "Liquidity risk and contagion," Bank of England working papers, Bank of England, number 264, May.
- Item repec:kie:kieliw:1252 is not listed on IDEAS anymore
- David Wang, 2005, "Estimating the Probabilities of Default for Callable Bonds: A Duffie-Singleton Approach," Finance, University Library of Munich, Germany, number 0506013, Jun.
- David Wang, 2005, "A Model to Price Puttable Corporate Bonds with Default Risk," Finance, University Library of Munich, Germany, number 0506014, Jun.