Report NEP-CFN-2005-07-03This 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.
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 260, Bank of England.
- Charlotta Groth, 2005. "Estimating UK capital adjustment costs," Bank of England working papers 258, Bank of England.
- Ana Del-Río & Garry Young, 2005. "The impact of unsecured debt on financial distress among British households," Bank of England working papers 262, Bank of England.
- 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 261, Bank of England.
- Ana Del-Río & Garry Young, 2005. "The determinants of unsecured borrowing: evidence from the British Household Panel Survey," Bank of England working papers 263, Bank of England.
- Velamuri, Rama & Venkataraman, Sankaran, 2005. "Why stakeholder and stockholder theories are not necessarily contradictory: A knightian insight," IESE Research Papers D/591, IESE Business School.
- Ruiz-Verdú, Pablo & Gil-Bazo, Javier, 2005. "When cheaper is better: fee determination in the market for equity mutual funds," DEE - Working Papers. Business Economics. WB wb054309, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
- Rodrigo Cifuentes & Gianluigi Ferrucci & Hyun Song Shin, 2005. "Liquidity risk and contagion," Bank of England working papers 264, Bank of England.
- Fred Ramb & Alfons J. Weichenrieder, 2005. "Taxes and the Financial Structure of German Inward FDI," Kiel Working Papers 1252, Kiel Institute for the World Economy.
- David Wang, 2005. "Estimating the Probabilities of Default for Callable Bonds: A Duffie-Singleton Approach," Finance 0506013, EconWPA.
- David Wang, 2005. "A Model to Price Puttable Corporate Bonds with Default Risk," Finance 0506014, EconWPA.