Report NEP-FIN-2003-01-27

This is the archive for NEP-FIN, a report on new working papers in the area of Finance. Philip Yu issued this report. It is usually issued weekly.

This report is closed
Other reports in NEP-FIN

The following items were announced in this report:

• Item repec:fip:fedfpb:02-08 is not listed on IDEAS anymore

• Michael B. Gordy, 2002. "A risk-factor model foundation for ratings-based bank capital rules," Finance and Economics Discussion Series 2002-55, Board of Governors of the Federal Reserve System (U.S.).
• Elijah Brewer & William E. Jackson, 2002. "Inter-industry contagion and the competitive effects of financial distress announcements: evidence from commercial banks and life insurance companies," Working Paper Series WP-02-23, Federal Reserve Bank of Chicago.
• Lucy F. Ackert & Bryan K. Church & Narayanan Jayaraman, 2002. "Circuit breakers with uncertainty about the presence of informed agents: I know what you know . . . I think," FRB Atlanta Working Paper 2002-25, Federal Reserve Bank of Atlanta.
• Lucy F. Ackert & Bryan K. Church & Richard Deaves, 2002. "Bubbles in experimental asset markets: Irrational exuberance no more," FRB Atlanta Working Paper 2002-24, Federal Reserve Bank of Atlanta.
• Robert E.J. Hibbard & Rob Brown & Keith R. McLaren, 2002. "Nonsimultaneity and Futures Option Pricing: Simulation and Empirical Evidence," Monash Econometrics and Business Statistics Working Papers 13/02, Monash University, Department of Econometrics and Business Statistics.
• Bruce N. Lehmann & David M. Modest, 2003. "Diversification and the Optimal Construction of Basis Portfolios," NBER Working Papers 9461, National Bureau of Economic Research, Inc.
• Elijah Brewer & Hesna Genay & William C. Hunter & George G. Kaufman, 2002. "The value of banking relationships during a financial crisis: evidence from failures of Japanese banks," Working Paper Series WP-02-20, Federal Reserve Bank of Chicago.
• Lucy F. Ackert & Bryan K. Church & Ping Zhang, 2002. "Asset prices and informed traders' abilities: evidence from experimental asset markets," FRB Atlanta Working Paper 2002-26, Federal Reserve Bank of Atlanta.
• Jonas D. M. Fisher, 2002. "Technology shocks matter," Working Paper Series WP-02-14, Federal Reserve Bank of Chicago.
• Item repec:cla:levrem:506439000000000114 is not listed on IDEAS anymore

• Allen Head & Shouyong Shi, 2002. "A Fundamental Theory of Exchange Rates and Direct Currency Trades," Working Papers shouyong-03-01, University of Toronto, Department of Economics.
• Item repec:fip:fedfpb:02-05 is not listed on IDEAS anymore

• Scot A. C. Gould & Sarkis J. Khoury, "undated". "Systemic Risk: Simulating Local Shocks To A Global System," Claremont Colleges Working Papers 2003-02, Claremont Colleges.
• Robin Brooks & Marco Del Negro, 2003. "International stock returns and market integration: A regional perspective," FRB Atlanta Working Paper 2002-20, Federal Reserve Bank of Atlanta.
• Ceci, Vladimiro & Manganelli, Simone & Vecchiato, Walter, 2002. "Sensitivity analysis of volatility: a new tool for risk management," Working Paper Series 194, European Central Bank.
• Alan Sutherland, 2002. "International monetary policy coordination and financial market integration," International Finance Discussion Papers 751, Board of Governors of the Federal Reserve System (U.S.).
• Robin Brooks & Marco Del Negro, 2002. "International diversification strategies," FRB Atlanta Working Paper 2002-23, Federal Reserve Bank of Atlanta.