Report NEP-FIN-2005-11-12This 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:
- Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005. "Arbitrage in the foreign exchange market: Turning on the microscope," Working Paper 2005/12, Norges Bank.
- Satchell, S.E. & Wright, S.M., 2005. "A Rank Approach to Equity Forecast Construction," Cambridge Working Papers in Economics 0553, Faculty of Economics, University of Cambridge.
- Rodolfo Apreda, 2005. "The subsidiarity principle and the negative spread. A case in point for the governance of state-owned banks," CEMA Working Papers: Serie Documentos de Trabajo. 308, Universidad del CEMA.
- Item repec:dgr:kubtil:200414 is not listed on IDEAS anymore
- Item repec:dgr:kubtil:200517 is not listed on IDEAS anymore
- Martin D. D. Evans (Georgetown University), 2005. "Foreign Exchange Market Microstructure," Working Papers gueconwpa~05-05-20, Georgetown University, Department of Economics.
- Hübl, Lothar & Dreyer, Matthias, 2005. "Vermögensanlage und Vermögensmanagement von Stiftungen," Hannover Economic Papers (HEP) dp-325, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Chodechai Suwanaporn, Chodechai, 2005. "On the Rationale of Bank Lending in Pre-Crisis Thailand," Hannover Economic Papers (HEP) dp-326, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Graff, Richard A. & Kairys, Jr. Joseph P., 2005. "Property Rights, Risk and Leverage," Working Papers in Economics 183, University of Gothenburg, Department of Economics.
- Noriko Inakura & Satoshi Shimizutani & Ralph Paprzycki, 2005. "Deposit Insurance and Depositor Discipline: Direct Evidence on Bank Switching Behavior in Japan," Hi-Stat Discussion Paper Series d05-125, Institute of Economic Research, Hitotsubashi University.
- Johann K. Brunner & Susanne Pech, 2005. "Optimum Taxation of Life Annuities," Economics working papers 2005-06, Department of Economics, Johannes Kepler University Linz, Austria.
- Marie-Claude Beaulieu & Jean-Claude Cosset & Naceur Essaddam, 2005. "Price Political Uncertainty and Stock Market Returns: Evidence from the 1995 Quebec Referendum," Cahiers de recherche 0531, CIRPEE.
- Raghuram G. Rajan, 2005. "Has Financial Development Made the World Riskier?," NBER Working Papers 11728, National Bureau of Economic Research, Inc.
- Howard Bodenhorn, 2005. "Usury Ceilings, Relationships and Bank Lending Behavior: Evidence from Nineteenth Century," NBER Working Papers 11734, National Bureau of Economic Research, Inc.
- David K. Musto & Nicholas S. Souleles, 2005. "A Portfolio View of Consumer Credit," NBER Working Papers 11735, National Bureau of Economic Research, Inc.
- Sean D. Campbell & Francis X. Diebold, 2005. "Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence," NBER Working Papers 11736, National Bureau of Economic Research, Inc.
- Henry Hongbo Jin & Olivia S. Mitchell & John Piggott, 2005. "Socially Responsible Investment in Japanese Pensions," NBER Working Papers 11747, National Bureau of Economic Research, Inc.
- Martin D. D. Evans & Richard K. Lyons, 2005. "Understanding Order Flow," NBER Working Papers 11748, National Bureau of Economic Research, Inc.
- William A. Barnett & Jane Binner & W. Erwin Diewert, 2005. "Functional Structure and Approximation in Econometrics (book front matter)," Econometrics 0511006, EconWPA.
- William Barnett & Apostolos Serletis & W. Erwin Diewert, 2005. "The Theory of Monetary Aggregation (book front matter)," Macroeconomics 0511008, EconWPA.
- Alexander Harin, 2005. "A Rational Irrational Man," Public Economics 0511005, EconWPA.
- Jérôme Héricourt & Mathilde Maurel, 2005. "A new look at the Feldstein-Horioka puzzle : an "European-Regional" perspective," Cahiers de la Maison des Sciences Economiques j05070, Université Panthéon-Sorbonne (Paris 1).
- Item repec:ttu:wpaper:tutwpe05/120 is not listed on IDEAS anymore
- Dean Karlan & Jonathan Zinman, 2005. "Elasticities of Demand for Consumer Credit," Working Papers 926, Economic Growth Center, Yale University.
- Tassos Anastasatos & Ian R. Davidson, 2004. "How Homogenous are Currency Crises? A Panel Study using Multiple-Response Models," Discussion Paper Series 2004_23, Department of Economics, Loughborough University, revised Dec 2004.
- Wolswijk, Guido, 2005. "On some fiscal effects on mortgage debt growth in the EU," Working Paper Series 0526, European Central Bank.
- Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2005. "Banking system stability: a cross-Atlantic perspective," Working Paper Series 0527, European Central Bank.
- Cappiello, Lorenzo & De Santis, Roberto A., 2005. "Explaining exchange rate dynamics: the uncovered equity return parity condition," Working Paper Series 0529, European Central Bank.
- Krylova, Elizaveta & Nikkinen, Jussi & Vähämaa, Sami, 2005. "Cross-dynamics of volatility term structures implied by foreign exchange options," Working Paper Series 0530, European Central Bank.
- Michal Benko & Alois Kneip, 2005. "Common functional component modelling," SFB 649 Discussion Papers SFB649DP2005-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Franks, Julian & Mayer, Colin & Wagner, Hannes F., 2005. "The Origins of the German Corporation â€“ Finance, Ownership and Control," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 65, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.