Report NEP-FMK-2005-07-18

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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Koch, Alexander K. & Morgenstern, Albrecht, 2005, "From Team Spirit to Jealousy: The Pitfalls of Too Much Transparency," IZA Discussion Papers, IZA Network @ LISER, number 1661, Jul.
• Kris James Mitchener & Marc D. Weidenmier, 2005, "Supersanctions and Sovereign Debt Repayment," NBER Working Papers, National Bureau of Economic Research, Inc, number 11472, Jul.
• Item repec:cfs:cfswop:wp200409 is not listed on IDEAS anymore

• Item repec:shu:wpaper:2004002 is not listed on IDEAS anymore

• Joreg Bibow, 2005, "Refocusing the ECB on Output Stabilization and Growth through Inflation Targeting?," Macroeconomics, University Library of Munich, Germany, number 0507017, Jul.
• John Christensen & Mark Hampton, 2005, "Exploring the relationship between tourism and offshore finance in small island economies: lessons from Jersey," International Finance, University Library of Munich, Germany, number 0507006, Jul.
• Luis Fernando Melo Velandia & Oscar reinaldo Becerra Camargo, 2005, "Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 343, Jul, DOI: 10.32468/be.343.
• Item repec:col:000070:001099 is not listed on IDEAS anymore

• Jeffrey Fisher & William Goetzmann, 2005, "The Performance of Real Estate Portfolios: A Simulation Approach," Yale School of Management Working Papers, Yale School of Management, number ysm456, Apr, revised 01 Jun 2005.
• Item repec:cfs:cfswop:wp200410 is not listed on IDEAS anymore

• Item repec:cfs:cfswop:wp200425 is not listed on IDEAS anymore

• Item repec:qmw:qmwecw:wp543 is not listed on IDEAS anymore

• Manuel Ammann & Axel Kind & Christian Wilde, 2005, "Simulation-Based Pricing of Convertible Bonds," Finance, University Library of Munich, Germany, number 0507015, Jul.
• Item repec:eab:financ:351 is not listed on IDEAS anymore

• Item repec:cfs:cfswop:wp200408 is not listed on IDEAS anymore

• Lenno Uuskula & Peeter Luikmel & Jana Kask, 2005, "Critical Levels of Debt?," Bank of Estonia Working Papers, Bank of Estonia, number 2005-3, Oct, revised 10 Oct 2005.
• Item repec:shu:wpaper:2004001 is not listed on IDEAS anymore

• Gabor Vadas, 2005, "Modelling Households' Savings and Dwellings Investment - A Portfolio Choice Approach," Macroeconomics, University Library of Munich, Germany, number 0507013, Jul.
• Sydney C. Ludvigson & Serena Ng, 2005, "The Empirical Risk-Return Relation: A Factor Analysis Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 11477, Jul.
• Item repec:cfs:cfswop:wp200421 is not listed on IDEAS anymore

• Patric H. Hendershott & Gwilym Pryce, 2005, "The Sensitivity of Homeowner Leverage to the Deductibility of Home Mortgage Interest," NBER Working Papers, National Bureau of Economic Research, Inc, number 11489, Jul.
• Janek Uiboupin, 2005, "Short-Term Effects of Foreign Bank Entry on Bank Performance in Selected CEE Countries," Bank of Estonia Working Papers, Bank of Estonia, number 2005-4, Oct, revised 10 Oct 2005.
• Item repec:cfs:cfswop:wp200412 is not listed on IDEAS anymore

• Genevieve Verdier, 2005, "The (Much Understated) Quantitative Role of Capital Accumulation and Saving," Macroeconomics, University Library of Munich, Germany, number 0507015, Jul.
• Item repec:eab:macroe:526 is not listed on IDEAS anymore

• René Lalonde, 2005, "Endogenous Central Bank Credibility in a Small Forward-Looking Model of the U.S. Economy," Staff Working Papers, Bank of Canada, number 05-16, DOI: 10.34989/swp-2005-16.
• Shubhasis Dey, 2005, "Lines of Credit and Consumption Smoothing: The Choice between Credit Cards and Home Equity Lines of Credit," Staff Working Papers, Bank of Canada, number 05-18, DOI: 10.34989/swp-2005-18.
• Item repec:cfs:cfswop:wp200503 is not listed on IDEAS anymore

• Item repec:pqs:wpaper:0282005 is not listed on IDEAS anymore

• Gianfranco Atzeni & Claudio Piga, 2005, "R&D investment, Credit Rationing and Sample Selection," Discussion Paper Series, Department of Economics, Loughborough University, number 2005_6, Jun, revised Jun 2005.
• Item repec:cfs:cfswop:wp200407 is not listed on IDEAS anymore

• Mauricio Avella Gómez, 2005, "The Shock- Absorber Role of the Internal Public Debt in Colombia, 1923-2003," Borradores de Economia, Banco de la Republica de Colombia, number 342, Jul, DOI: 10.32468/be.342.
• Item repec:cfs:cfswop:wp200418 is not listed on IDEAS anymore

• Item repec:bcl:bclwop:cahier_etude_15 is not listed on IDEAS anymore

• Federico Agustín Alcalde Bessia & María Teresa Casparri, 2005, "Extreme Value Theory: the bivariate case and an application for assesing risks," Risk and Insurance, University Library of Munich, Germany, number 0507003, Jul.
• Item repec:col:000070:001098 is not listed on IDEAS anymore

• Item repec:cfs:cfswop:wp200506 is not listed on IDEAS anymore

• Item repec:cfs:cfswop:wp200509 is not listed on IDEAS anymore

• Item repec:got:cegedp:47 is not listed on IDEAS anymore

• Ravi Dhar & William Goetzmann, 2005, "Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty," Yale School of Management Working Papers, Yale School of Management, number ysm457, Jun, revised 01 Jul 2005.
• Cesare Imbriani & Antonio Lopes, 2005, "Banking System Efficiency and the Dualistic Development of the Italian Economy in the Nineties," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 92, Mar.
• Michael Greenstone & Paul Oyer & Annette Vissing-Jorgensen, 2005, "Mandated Disclosure, Stock Returns, and the 1964 Securities Acts Amendments," NBER Working Papers, National Bureau of Economic Research, Inc, number 11478, Jul.
• Marco Arena, 2005, "Bank Failures and Bank Fundamentals: A Comparative Analysis of Latin America and East Asia during the Nineties using Bank-Level Data," Staff Working Papers, Bank of Canada, number 05-19, DOI: 10.34989/swp-2005-19.
• Lars Peter Hansen & John Heaton & Nan Li, 2005, "Consumption Strikes Back?: Measuring Long-Run Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11476, Jul.
• Item repec:cfs:cfswop:wp200507 is not listed on IDEAS anymore

• Fernando Rubio, 2005, "Caso Soros," Finance, University Library of Munich, Germany, number 0507013, Jul.
• Shin-ichi Fukuda & Satoshi Koibuchi, 2005, "The Impacts of "Shock Therapy" under a Banking Crisis : Experiences from Three Large Bank Failures in Japan," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-351, Jul.
• Zheng Liu & Evi Pappa, 2005, "Gains from Coordination in a Multi-Sector Open Economy: Does it Pay to be Different?," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 296.
• Item repec:cfs:cfswop:wp200419 is not listed on IDEAS anymore

• Item repec:cfs:cfswop:wp200420 is not listed on IDEAS anymore

• Laura X.L. Liu & Jerold B. Warner & Lu Zhang, 2005, "Momentum Profits and Macroeconomic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11480, Jul.
• Item repec:cfs:cfswop:wp200502 is not listed on IDEAS anymore

• Item repec:cfs:cfswop:wp200508 is not listed on IDEAS anymore

• M. Hashem Pesaran & Til Schuermann & Bjorn-Jakob Treutler, 2005, "Global Business Cycles and Credit Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11493, Jul.
• Item repec:eab:laborw:343 is not listed on IDEAS anymore

• Fan Wang, 2005, "Beat The Market," Game Theory and Information, University Library of Munich, Germany, number 0507006, Jul.
• Anat Bracha & Jeremy Gray & Rustam Ibragimov & Boaz Nadler & Dmitry Shapiro & Glena Ames & Donald J. Brown, 2005, "Randomized Sign Test for Dependent Observations on Discrete Choice under Risk," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1526, Jun.
• Item repec:cfs:cfswop:wp200414 is not listed on IDEAS anymore

• Item repec:eab:financ:366 is not listed on IDEAS anymore

• Item repec:cfs:cfswop:wp200504 is not listed on IDEAS anymore

• Item repec:eab:financ:530 is not listed on IDEAS anymore

• Heather Montgomery & Satoshi Shimizutani, 2005, "The Effectiveness of Bank Recapitalization in Japan," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-105, Jun.
• Item repec:tky:fseres:2005cj135 is not listed on IDEAS anymore

• Jessica Holmes & Jonathan Isham & Ryan Petersen & Paul Sommers, 2005, "Does Relationship Lending Still Matter in the Consumer Banking Sector? Evidence from Two Financial Service Organizations in Vermont," Middlebury College Working Paper Series, Middlebury College, Department of Economics, number 0511, Jul.
• Baris Serifsoy, 2007, "Stock Exchange Business Models and Their Operative Performance - Empirical Evidence," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 158.
• Item repec:cfs:cfswop:wp200416 is not listed on IDEAS anymore

• Francois-Éric Racicot & Raymond Théoret, 2005, "Calibrage économétrique de processus stochastiques avec applications aux données boursières, bancaires et cambiales canadiennes," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp0292005, Jul.
• Mahito Okura & Norihiro Kasuga, 2005, "Financial Instability and Life Insurance Demand," Risk and Insurance, University Library of Munich, Germany, number 0507002, Jul.
• Item repec:eab:macroe:527 is not listed on IDEAS anymore

• Tom Downes & Shane Greenstein, 2005, "Understanding Why Universal Service Obligations May Be Unnecessary: The Private Development of Local Internet Access Markets," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0516.

Report NEP-FMK-2005-07-18

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: