Report NEP-FMK-2005-07-25

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:

• Rasmus Pikkani, 2001, "Monetary transmission mechanism in Estonia - empirical model," Bank of Estonia Working Papers, Bank of Estonia, number 2001-5, Oct, revised 12 Oct 2001.
• Reimo Juks, 2004, "The importance of the bank-lending channel in Estonia: evidence from micro-economic data," Bank of Estonia Working Papers, Bank of Estonia, number 2004-6, Nov, revised 11 Nov 2004.
• Item repec:san:cdmawp:0507 is not listed on IDEAS anymore

• Item repec:col:000107:001107 is not listed on IDEAS anymore

• Hendrik Hakenes & Isabel Schnabel, 2004, "Banks without Parachutes – Competitive Effects of Government Bail-out Policies," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2004_12, Nov.
• Fernando Rubio, 2005, "Valuation Of Callable Bonds: The Salomon Brothers Aproach," Finance, University Library of Munich, Germany, number 0507019, Jul, revised 23 Jul 2005.
• Item repec:pse:psecon:2005-20 is not listed on IDEAS anymore

• Item repec:col:000107:001100 is not listed on IDEAS anymore

• Eirik S. Amundsen & Fridrik M. Baldursson & Jørgen Birk Mortensen, 2005, "Price Volatility and Banking in Green Certificate Markets," Discussion Papers, University of Copenhagen. Department of Economics, number 05-08, Jul.
• Item repec:emp:wpaper:wp04-38 is not listed on IDEAS anymore

• Gonzalo Chavez, 2004, "Market segmentation and the relative cost of trading american depository receipts," Working Papers Economia, Instituto de Empresa, Area of Economic Environment, number wp04-06, Mar.
• Pavel Okunev, 2005, "Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model," Risk and Insurance, University Library of Munich, Germany, number 0507004, Jul.
• Julio De Castro, 2004, "The Fallacy of ´Only the Strong Survive´: The Effects of Extrinsic (...)," Working Papers Economia, Instituto de Empresa, Area of Economic Environment, number wp04-07, Mar.
• Märten Kress, 2004, "Lending cycles in Estonia," Bank of Estonia Working Papers, Bank of Estonia, number 2004-3, Oct, revised 10 Oct 2004.
• Gonzalo Chavez, 2004, "Trading Costs for Emerging Market Stocks," Working Papers Economia, Instituto de Empresa, Area of Economic Environment, number wp04-04, Feb.
• Andres Vesilind & Ingrid Toming & Raoul Lättemäe, 2001, "Determinants of Estonian Sovereign Credit Rating," Bank of Estonia Working Papers, Bank of Estonia, number 2001-03, Oct, revised 12 Oct 2001.
• Item repec:mpg:wpaper:2005_6 is not listed on IDEAS anymore

• Raoul Lättemäe, 2001, "Monetary transmission mechanism in Estonia - some theorethical considerations and stylized aspects," Bank of Estonia Working Papers, Bank of Estonia, number 2001-4, Oct, revised 13 Oct 2001.
• Gerlinde Fellner & Matthias Sutter, 2005, "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group, number 2005-15, Jul.
• Item repec:col:000116:001115 is not listed on IDEAS anymore

• Jose Manuel Esteves, 2004, "Implementing and improving the SEI risk management method in a university software project," Working Papers Economia, Instituto de Empresa, Area of Economic Environment, number wp04-29, Oct.
• Reimo Juks, 2003, "The relationship between REER and trade flows in the context of the equilibrium exchange rate," Bank of Estonia Working Papers, Bank of Estonia, number 2003-9, Nov, revised 11 Nov 2003.
• Andreas Freytag, 2002, "Accession to EMU and exchange rate policies in Central Europe - decision under institutional constraints," Bank of Estonia Working Papers, Bank of Estonia, number 2002-1, Oct, revised 12 Oct 2002.
• Juan Santaló, 2004, "Determinants of corporate anti-takeover provisions," Working Papers Economia, Instituto de Empresa, Area of Economic Environment, number wp04-28, Oct.
• Balàzs Ègert, 2003, "Nominal and real convergence in Estonia: the Balassa-Samuelson (Dis)connection," Bank of Estonia Working Papers, Bank of Estonia, number 2003-4, Oct, revised 10 Oct 2003.
• Andres Vesilind & Toivo Kuus, 2005, "Application of investment models in foreign exchange reserve management in Eesti Pank," Bank of Estonia Working Papers, Bank of Estonia, number 2005-6, Oct, revised 10 Oct 2005.
• Item repec:col:000145:001112 is not listed on IDEAS anymore

• Joel Fried, 2005, "Elimination of the Foreign Property Rule on Tax Deferred Savings Plans," University of Western Ontario, Economic Policy Research Institute Working Papers, University of Western Ontario, Economic Policy Research Institute, number 20055.
• Item repec:col:000107:001102 is not listed on IDEAS anymore

• Laura Ehrlich & Ulo Kaasik & Anu Randveer, 2002, "The impact of Scandinavian economies on Estonia via foreign trade and direct investments," Bank of Estonia Working Papers, Bank of Estonia, number 2002-4, Nov, revised 12 Nov 2002.
• Item repec:col:000138:001123 is not listed on IDEAS anymore

• Christoph Engel, 2003, "Market Definition As a Social Construction (Marktabgrenzung als soziale Konstruktion)," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2003_11, Nov.
• Item repec:emp:wpaper:wp04-17 is not listed on IDEAS anymore

• Marit Hinnosaar & Hannes Kaadu & Lenno Uuskula, 2005, "Estimating the equilibrium exchange rate of the Estonian kroon," Bank of Estonia Working Papers, Bank of Estonia, number 2005-2, Oct, revised 10 Oct 2005.
• Item repec:emp:wpaper:wp04-25 is not listed on IDEAS anymore

• Zisimos Koustas & Jean-Francois Lamarche, 2005, "Policy-Induced Mean Reversion in the Real Interest Rate?," Working Papers, Brock University, Department of Economics, number 0503, Jul, revised Jul 2005.
• Item repec:col:000107:001108 is not listed on IDEAS anymore

• Item repec:sca:scaewp:0510 is not listed on IDEAS anymore

• Andrea Monticini & Giacomo Vaciago, 2005, "Are Europe's Interest Rates led by FED Announcements?," Macroeconomics, University Library of Munich, Germany, number 0507022, Jul.
• Chrysostomos Mantzavinos & Douglas C. North & Syed Shariq, 2003, "Learning, Institutions, and Economic Performance," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2003_13, Dec.
• Grand Nathalie & Dropsy Vincent, 2005, "Exchange Rate And Inflation Targeting In Morocco And Tunisia," Macroeconomics, University Library of Munich, Germany, number 0507018, Jul.
• Alvaro Aguiar & Manuel M. F. Martins, 2005, "Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 182, Jul.
• Yongfu Huang & Jonathan Temple, 2005, "Does external trade promote financial development?," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 05/575, Jul.
• Miroslav Verbic & Boris Majcen & Renger van Nieuwkoop, 2005, "Sustainability of the Slovenian Pension System: An Analysis with an Overlapping-generations General Equilibrium Model," GE, Growth, Math methods, University Library of Munich, Germany, number 0507010, Jul.
• Item repec:col:000138:001110 is not listed on IDEAS anymore

• John Fender, 2005, "The Reform of Local Taxation in the United Kingdom in the Light of The Balance of Funding Review Report," Discussion Papers, Department of Economics, University of Birmingham, number 05-03, Jan.
• Marit Hinnosaar, 2001, "Potential output estimates for Central and East European countries using production function method," Bank of Estonia Working Papers, Bank of Estonia, number 2001-2, Oct, revised 13 Oct 2001.
• Roberto Torrini, 2005, "The profit share and return on capital in Italy: a tentative interpretation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 551, Jun.
• Laura Nuñez, 2004, "The problem of variable selection for financial distress: applying GRASP methaeuristics," Working Papers Economia, Instituto de Empresa, Area of Economic Environment, number wp04-30, Oct.
• Item repec:col:000125:001128 is not listed on IDEAS anymore

• Yan Olszewski, 2005, "Building a Better Fund of Hedge Funds: A Fractal and Alpha - Stable Distribution Approach," Finance, University Library of Munich, Germany, number 0507018, Jul, revised 13 Dec 2005.
• Lucio Valerio Spagnolo & Mario Cerrato, 2005, "No euro please, We’re British!," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 95, Jun.
• Rasmus Pikkani, 2000, "The monetary sector under a currency board arrangement : specification and estimation of a model with Estonian data," Bank of Estonia Working Papers, Bank of Estonia, number 2000-4, Oct, revised 13 Oct 2000.
• Laura Nuñez, 2004, "Do Moving Average Rules Make Profits? A Study Using The Madrid Stock Market," Working Papers Economia, Instituto de Empresa, Area of Economic Environment, number wp04-03, Feb.
• Falko Fecht & Antoine Martin, 2005, "Banks, Markets, and Efficiency," Finance, University Library of Munich, Germany, number 0507017, Jul.
• Arie Melnik & Oz Shy & Rune Stenbacka, 2005, "Relative Market Share, Leadership and Competition in Concentrated Banking Markets," ICER Working Papers, ICER - International Centre for Economic Research, number 14-2005, Jun.
• J L Ford & David Kelsey & W Pang, 2005, "Ambiguity in Financial Markets: Herding and Contrarian Behaviour," Discussion Papers, Department of Economics, University of Birmingham, number 05-11, May.
• Paolo Angelini & Andrea Generale, 2005, "Firm Size Distribution: Do Financial Constraints Explain It All? Evidence From Survey Data," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 549, Jun.
• Virmantas Kvedaras & Olivier Basdevant, 2002, "Testing the efficiency of emerging markets: the case of the Baltic States," Bank of Estonia Working Papers, Bank of Estonia, number 2002-9, Oct, revised 10 Oct 2002.
• Lucio Vinhas de Souza, 2002, "Integrated monetary and exchange rate frameworks: are there empirical differences?," Bank of Estonia Working Papers, Bank of Estonia, number 2002-2, Oct, revised 12 Oct 2002.
• Item repec:col:000116:001120 is not listed on IDEAS anymore

• Item repec:eea:boewps:wp2000-03 is not listed on IDEAS anymore

• Concepcion Martin, 2004, "Valoración de empresas tecnológicas mediante opciones reales," Working Papers Economia, Instituto de Empresa, Area of Economic Environment, number wpe04-05, Feb.
• Iikka Korhonen & Mare Randveer, 2015, "Assessment of the Euros's implications for European economic development," Bank of Estonia Working Papers, Bank of Estonia, number wp2000-02, Feb, revised 03 Feb 2015.
• Item repec:mpg:wpaper:2004_8 is not listed on IDEAS anymore

Report NEP-FMK-2005-07-25

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: