Report NEP-FIN-2006-07-02

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:

• Maria Carmen Badia Batlle & M. Mercedes Galisteo Rodriguez & M. Teresa Preixens Benedicto, 2006. "Un modelo de riesgo de credito basado en opciones compuestas con barrera. Aplicacion al mercado continuo espanol," Working Papers in Economics 156, Universitat de Barcelona. Espai de Recerca en Economia.
• Ryan Felushko & Eric Santor, 2006. "The International Monetary Fund's Balance-Sheet and Credit Risk," Staff Working Papers 06-21, Bank of Canada.
• Item repec:dgr:kubcen:200655 is not listed on IDEAS anymore

• Roger Lord & Remmert Koekkoek & Dick van Dijk, 2006. "A Comparison of Biased Simulation Schemes for Stochastic Volatility Models," Tinbergen Institute Discussion Papers 06-046/4, Tinbergen Institute, revised 07 Jun 2007.
• Han Smit & Ward A. van den Berg, 2006. "Private Equity Waves," Tinbergen Institute Discussion Papers 06-053/2, Tinbergen Institute.
• Item repec:dgr:uvatin:20060054 is not listed on IDEAS anymore

• Fernandez, Pablo & Carabias, Jose M. & Aznarez, Julio & Carbonell, Oscar E., 2006. "Euro Stoxx 50: 1997-2005. Shareholder value creation in Europe," IESE Research Papers D/626, IESE Business School.
• Fernandez, Pablo, 2006. "The correct value of tax shields: An analysis of 23 theories," IESE Research Papers D/628, IESE Business School.
• Fernandez, Pablo & Carabias, Jose M., 2006. "Creación de valor para los accionistas de Telefónica," IESE Research Papers D/635, IESE Business School.
• Joaquim J.S. Ramalho & Jacinto Vidigal da Silva, 2006. "A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms," Economics Working Papers 9_2006, University of Évora, Department of Economics (Portugal).
• Sørensen, Carsten & Trolle, Anders Bjerre, 2006. "Dynamic asset allocation and latent variables," Working Papers 2004-8, Copenhagen Business School, Department of Finance.
• Lando, David & Mortensen, Allan, 2004. "On the Pricing of Step-Up Bonds in the European Telecom Sector," Working Papers 2004-9, Copenhagen Business School, Department of Finance.
• Jensen, Bjarne Astrup, 2005. "On a class of adjustable rate mortgage loans subject to a strict balance principle," Working Papers 2004-11, Copenhagen Business School, Department of Finance.
• Lunde, Jens, 2006. "The owner-occupiers’ capital structure during a house price boom," Working Papers 2005-3, Copenhagen Business School, Department of Finance.
• Bechman, Ken L. & Raaballe, Johannes, 2006. "Taxable Cash Dividends," Working Papers 2005-4, Copenhagen Business School, Department of Finance.
• Byström, Hans, 2006. "The Microfinance Collateralized Debt Obligation: a Modern Robin Hood?," Working Papers 2006:14, Lund University, Department of Economics, revised 21 Aug 2006.
• Vitaliy Zheka, 2006. "Corporate Governance and Firm Performance in Ukraine," CERT Discussion Papers 0605, Centre for Economic Reform and Transformation, Heriot Watt University.
• Eswar S Prasad & Raghuram Rajan, 2005. "Controlled Capital Account Liberalization; A Proposal," IMF Policy Discussion Papers 05/7, International Monetary Fund.
• Ronald Johannes, 2001. "The Equilibrium Distributions of Value for Risky Stocks and Bonds," IMF Working Papers 01/39, International Monetary Fund.
• Victor Mendes & Margarida Abreu, 2006. "Cultura Financeira dos Investidores e Diversificação das Carteiras," Working Papers Department of Economics 2006/10, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Item repec:liu:liucej:10 is not listed on IDEAS anymore

• Item repec:liu:liucej:14 is not listed on IDEAS anymore

• Marin, Dalia & Schnitzer, Monika, 2006. "When is FDI a Capital Flow?," Discussion Papers in Economics 1158, University of Munich, Department of Economics.
• Olivia S. Mitchell & Gary R. Mottola & Stephen P. Utkus & Takeshi Yamaguchi, 2006. "The Inattentive Participant: Portfolio Trading Behavior in 401(k) Plans," Working Papers wp115, University of Michigan, Michigan Retirement Research Center.
• Valentina Hartarska & Steven B. Caudill & Daniel M. Gropper, 2006. "The Cost Structure Of Microfinance Institutions In Eastern Europe And Central Asia," William Davidson Institute Working Papers Series wp809, William Davidson Institute at the University of Michigan.
• Tigran Poghosyan & Evzen Kocenda, 2006. "Foreign Exchange Risk Premium Determinants: Case of Armenia," William Davidson Institute Working Papers Series wp811, William Davidson Institute at the University of Michigan.
• Jeffrey Miller, 2006. "Evaluation of Mass Privatization in Bulgaria," William Davidson Institute Working Papers Series wp814, William Davidson Institute at the University of Michigan.
• Anderson, Anders, 2005. "Is Online Trading Gambling with Peanuts?," Sonderforschungsbereich 504 Publications 06-02, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
• Hainz, Christa, 2006. "Business Groups in Emerging Markets - Financial Control and Sequential Investment," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 124, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Flavia Cortelezzi & Pierpaolo Giannoccolo, 2006. "Strategic Urban Development under Uncertainty," Working Papers 20060601, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Jun 2006.
• Item repec:drm:wpaper:0601 is not listed on IDEAS anymore

• Item repec:drm:wpaper:0602 is not listed on IDEAS anymore

• Item repec:ebs:finacc:060601 is not listed on IDEAS anymore