Report NEP-FIN-2005-06-27This 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:
- Esteban Gómez & Diego Vásquez & Camilo Zea, "undated". "Derivative Markets' Impact on Colombian Monetary Policy," Borradores de Economia 334, Banco de la Republica de Colombia.
- Antje Mahayni & Michael Suchanecki, 2005. "Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten," Bonn Econ Discussion Papers bgse8_2005, University of Bonn, Germany.
- Georg Nöldeke & Thomas Tröger, 2005. "A Characterization of the Distributions That Imply Existence of Linear Equilbria in the Kyle-Model," Bonn Econ Discussion Papers bgse9_2005, University of Bonn, Germany.
- Michael R. Powers & Martin Shubik, 2005. "A Note on a "Square-Root Rule" for Reinsurance," Cowles Foundation Discussion Papers 1521, Cowles Foundation for Research in Economics, Yale University.
- Alonso, Francisco & Blanco, Roberto & Rubio Irigoyen, Gonzalo, 2005. "Testing the Forecasting Performance of Ibex 35 Option-implied Risk-neutral Densities," DFAEII Working Papers 2005-09, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Rubio Irigoyen, Gonzalo & Alonso, Francisco & Blanco, Roberto, 2005. "Option-Implied Preferences Adjustments and Risk-Neutral Density Forecasts," DFAEII Working Papers 2005-10, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Ferreira García, María Eva & Rubio Irigoyen, Gonzalo & Martínez, María Isabel & Navarro, Eliseo, 2005. "Consumer Confidence and Yield Spreads in Europe," DFAEII Working Papers 2005-11, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Jürgen Huber & Matthias Sutter & Michael Kirchler, 2004. "Is more information always better? Experimental financial markets with asymmetric information," Papers on Strategic Interaction 2005-13, Max Planck Institute of Economics, Strategic Interaction Group.
- Matteo Manera & Margherita Grasso, 2005. "Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship," Working Papers 2005.75, Fondazione Eni Enrico Mattei.
- Masahiro Kawai, 2005. "Reform of the Japanese Banking System," Hi-Stat Discussion Paper Series d05-102, Institute of Economic Research, Hitotsubashi University.
- Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2005. "Liquidity and Expected Returns: Lessons From Emerging Markets," NBER Working Papers 11413, National Bureau of Economic Research, Inc.
- Marco Taboga, 2005. "Portfolio Selection with Two-Stage Preferences," Finance 0506009, EconWPA.
- Ross M. Miller, 2005. "Measuring the True Cost of Active Management by Mutual Funds," Finance 0506010, EconWPA, revised 08 Jul 2005.
- Harrison Cheng, 2005. "Ranking Sealed High-Bid and Open Asymmetric Auctions," IEPR Working Papers 05.26, Institute of Economic Policy Research (IEPR).
- Masahiro Enya & Akira Kohsaka & Mervin Pobre, 2004. "Credit Crunch in East Asia: A Retrospective," Discussion Papers in Economics and Business 04-04, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).