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Report NEP-FMK-2005-04-03
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Shubhasis Dey & Gene Mumy, 2005, "Determinants of Borrowing Limits on Credit Cards," Staff Working Papers, Bank of Canada, number 05-7, DOI: 10.34989/swp-2005-7.
- Cécile Carpentier & Jean-Marc Suret, 2005, "L'encadrement des sociétés de capital de risque : analyse et recommandations," CIRANO Project Reports, CIRANO, number 2005rp-07, Mar.
- Cécile Carpentier & Jean-Marc Suret, 2005, "Programme de recherche sur le rôle des gouvernements dans le financement des entreprises Initiatives gouvernementales en capital de risque : les leçons des expériences européennes," CIRANO Working Papers, CIRANO, number 2005s-12, Mar.
- Item repec:dnb:dnbwpp:029 is not listed on IDEAS anymore
- DING, Yuan & JEANJEAN, Thomas & STOLOWY, Hervé, 2005, "Why do firms opt for Alternative-Format Financial Statements ? Some Evidence from France," HEC Research Papers Series, HEC Paris, number 808, Jan.
- Takashi Shiraishi, 2005, "The Asian Crisis Reconsidered," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 05014, Mar.
- Arikawa Yasuhiro & Miyajima Hideaki, 2005, "Relationship Banking in post Bubble Japan: Co-existence of soft-and hard budget constraint," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 05015, Mar.
- Eiji Ogawa & Junko Shimizu, 2005, "A Deviation Measurement for Coordinated Exchange Rate Policies in East Asia," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 05017, Mar.
- Francisco Ledesma-Rodríguez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, , "An empirical examination of exchange-rate credibility determinants in the EMS," Working Papers on International Economics and Finance, FEDEA, number 04-01.
- Carlos M. Fernández-Otheo & Rafael Myro, , "Is the foreign capital leaving industrialized countries? The case of Spain," Working Papers on International Economics and Finance, FEDEA, number 04-03.
- Sarai Criado Nuevo, , "Some critics to the contagion correlation test," Working Papers on International Economics and Finance, FEDEA, number 05-01.
- Francisco J. Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge V. Pérez-Rodríguez & Simón Sosvilla-Rivero, , "Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998," Working Papers on International Economics and Finance, FEDEA, number 05-03.
- Cysne, Rubens Penha, 2005, "What happens after the central bank of Brazil increases the target interbank rate by 1%?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 584, Mar.
- Floden, Martin, 2005, "Aggregate Savings When Individual Income Varies," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 591, Mar.
- Sun, Junjie, 2005, "U.S. Financial Transmission Rights: Theory and Practice," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12266, Mar.
- Mantovani, Daniela & Papadopoulos, Fotis & Sutherland, Holly & Tsakloglou, Panos, 2005, "Pension Incomes in the European Union: Policy Reform Strategies in Comparative Perspective," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1537, Mar.
- Anders Møller Christensen & Heino Bohn Nielsen, 2005, "US Monetary Police 1988-2004: An Empirical Analysis," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2005/01, Feb.
- Morten Nalholm & Rolf Poulsen, 2005, "Static Replication and Model Risk: Razor's Edge or Trader's Hedge?," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2005/02, Mar.
- Martin Boileau & Michel Normandin, 2005, "Closing International Real Business Cycle Models with Restricted Financial Markets," Cahiers de recherche, CIRPEE, number 0506.
- Nicholas Chan & Mila Getmansky & Shane M. Haas & Andrew W. Lo, 2005, "Systemic Risk and Hedge Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 11200, Mar.
- Daron Acemoglu & Asuman Ozdaglar, 2005, "Competition and Efficiency in Congested Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 11201, Mar.
- Robert Inman, 2005, "Financing Cities," NBER Working Papers, National Bureau of Economic Research, Inc, number 11203, Mar.
- Stefano DellaVigna & Joshua M. Pollet, 2005, "Attention, Demographics, and the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 11211, Mar.
- Genevieve Boyreau-Debray & Shang-Jin Wei, 2005, "Pitfalls of a State-Dominated Financial System: The Case of China," NBER Working Papers, National Bureau of Economic Research, Inc, number 11214, Mar.
- Richard K. Lyons & Michael J. Moore, 2005, "An Information Approach to International Currencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 11220, Mar.
- Claude B. Erb & Campbell R. Harvey, 2005, "The Tactical and Strategic Value of Commodity Futures," NBER Working Papers, National Bureau of Economic Research, Inc, number 11222, Mar.
- Joseph Golec & Shantaram Hegde & John A. Vernon, 2005, "Pharmaceutical Stock Price Reactions to Price Constraint Threats and Firm-Level R&D Spending," NBER Working Papers, National Bureau of Economic Research, Inc, number 11229, Mar.
- Item repec:san:wpecon:0501 is not listed on IDEAS anymore
- Juan Pineiro Chousa & Haider Ali Khan & Davit N. Melikyan & Artur Tamazian, 2005, "Institutional and Financial Determinants of Development: New Evidence from Advanced and Emerging Markets," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-326, Mar.
- R. Anton Braun & Daisuke Ikeda & Douglas H. Joines, 2005, "Saving and Interest Rates in Japan: Why They Have Fallen and Why They Will Remain Low," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-328, Mar.
- Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima, 2005, "Bank Health and Investment: An Analysis of Unlisted Companies in Japan," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-330, Mar.
- Damiano, Ettore & Li, Hao, 2005, "Price Discrimination and Efficient Matching," Microeconomics.ca working papers, Vancouver School of Economics, number damiano-05-03-21-12-21-58, Mar, revised 22 Mar 2005.
- Peters, Michael & Severinov, Sergei, 2005, "Internet Auctions with Many Traders," Microeconomics.ca working papers, Vancouver School of Economics, number peters-05-03-30-03-06-03, Mar, revised 23 Jan 2006.
- Abhiman Das & Subhash C. Ray & Ashok Nag, 2005, "Labor-Use Efficiency in Indian Banking: A Branch Level Analysis," Working papers, University of Connecticut, Department of Economics, number 2005-04, Mar.
- Yanna Wu & Subhash C. Ray, 2005, "Technical Efficiency and Stock Market Reaction to Horizontal Mergers," Working papers, University of Connecticut, Department of Economics, number 2005-05, Mar.
- Nicholas Apergis & Stephen M. Miller, 2004, "Consumption Asymmetry and the Stock Market: Empirical Evidence," Working papers, University of Connecticut, Department of Economics, number 2004-43, Oct, revised Apr 2006.
- Yongil Jeon & Taekwon Kim & Stephen M. Miller, 2004, "The Value of Waiting: Foreign Direct Investment with Uncertainty and Imperfect Local Knowledge," Working papers, University of Connecticut, Department of Economics, number 2004-44, Jul.
- WenShwo Fang & Stephen M. Miller, 2004, "Exchange rate depreciation and exports: The case of Singapore revisited," Working papers, University of Connecticut, Department of Economics, number 2004-45, Dec.
- WenShwo Fang & YiHao Lai & Stephen M. Miller, 2005, "Export Promotion through Exchange Rate Policy: Exchange Rate Depreciation or Stabilization?," Working papers, University of Connecticut, Department of Economics, number 2005-07, Mar.
- Nicholas Apergis & Stephen M. Miller, 2005, "Consumption asymmetry and the stock market: New evidence through a threshold adjustment model," Working papers, University of Connecticut, Department of Economics, number 2005-08, Mar.
- WenShwo Fang & YiHao Lai & Stephen M. Miller, 2005, "Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence," Working papers, University of Connecticut, Department of Economics, number 2005-09, Mar.
- David McKenzie & Ernesto Schargrodsky, 2005, "Buying Less, But Shopping More: Changes In Consumption Patterns During A Crisis," Business School Working Papers, Universidad Torcuato Di Tella, number buyinglessshop.
- Tito Cordella y Eduardo Levy Yeyati, 2005, "A (New) Country Insurance Facility," Business School Working Papers, Universidad Torcuato Di Tella, number newcountryins.
- Thuy-Duong To, 2004, "A Note on the Bias of using Futures Rates as a Proxy for the Instantaneous Forward Rate," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 149, Dec.
- Lisa R. Anderson & Jeffrey R. Gerlach & Francis J. DiTraglia, 2005, "Yes, Wall Street, There Is a January Effect! Evidence from Laboratory Auctions," Working Papers, Economics Department, William & Mary, number 15, Mar.
- Volker Nocke & Lucy White, 2003, "Do Vertical Mergers Facilitate Upstream Collusion? Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-013, Nov, revised 08 Mar 2005.
- Item repec:pse:psecon:2005-09 is not listed on IDEAS anymore
- William Barnett, 2005, "Monetary Aggregation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200510, Mar, revised Mar 2005.
- Item repec:cnb:rpnrpn:1/2004 is not listed on IDEAS anymore
- Item repec:cnb:rpnrpn:1/2005 is not listed on IDEAS anymore
- Item repec:cnb:rpnrpn:2/2004 is not listed on IDEAS anymore
- Item repec:cnb:rpnrpn:3/2004 is not listed on IDEAS anymore
- Item repec:cnb:wpaper:1/2004 is not listed on IDEAS anymore
- Item repec:cnb:wpaper:2/2004 is not listed on IDEAS anymore
- Item repec:cnb:wpaper:3/2004 is not listed on IDEAS anymore
- Item repec:cnb:wpaper:6/2004 is not listed on IDEAS anymore
- Zhang, Ge, 2004, "Market valuation and employee stock options," Working Papers, University of New Orleans, Department of Economics and Finance, number 2003-13, Jan.
- Wang, Jun & Zhang, Ge, 2003, "Heterogeneous beliefs and employee stock options," Working Papers, University of New Orleans, Department of Economics and Finance, number 2003-14, Oct.
- Duffy, John & Xiao, Wei, 2004, "The value of interest rate stabilization polices when agents are learning," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-02, Jun.
- Daal, Elton & Farhat, Joseph Basheer & Wei, Peihwang P., 2004, "Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-03.
- Daal, Elton, 2004, "Quadratic term structure models with jumps in incomplete currency markets," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-04, Sep.
- Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2004, "Volatility clustering, leverage effects, and jumps dynamics in emerging Asian equity markets," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-05, Sep.
- Baker, H. Kent & Mukherjee, Tarun K. & Powell, Gary E., 2004, "Distributing excess cash: the role of specially designated dividends," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-07, Oct.
- Nam, Jouahn & Wang, Jun & Zhang, Ge, 2004, "The impact of the dividend tax cut and managerial stock holdings on corporate dividend policy," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-09.
- Mazumder, M. Imtiaz & Miller, Edward M. & Varela, Oscar Albert, 2005, "The weekend trading profitability: evidence from international mutual funds," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-10, Jan.
- Nam, Jouahn & Wang, Jun & Zhang, Ge, 2004, "Strategic trading against retail investors with disposition effects," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-11.
- Cheng Hsiao & Yan Shen & Hiroshi Fujiki, 2004, "Aggregate vs Disaggregate Data Analysis — A Paradox in the Estimation of a Money Demand Function of Japan Under the Low Interest Rate Policy," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 04.1, Feb.
- M. Hashem Pesaran & Paolo Zaffaroni, 2004, "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 04.3, Oct.
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2004, "Exploring the International Linkages of the Euro Area: A Global VAR Analysis," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 04.6, Dec.
- Caroline M. Betts & Timothy J. Kehoe, 2005, "U.S. Real Exchange Rate Fluctuations and Relative Price Fluctuations," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.16, Mar.
- Samuel Hanson & M. Hashem Pesaran & Til Schuermann, 2005, "Scope for Credit Risk Diversification," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.18, Feb.
- Iris Biefang-Frisancho Mariscal & Peter Howells, 2004, "Monetary Policy Transparency:Too Good to be True?," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 0405, May.