Report NEP-FMK-2005-08-13

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:

• Michael R. King & Rasmus Fatum, 2005, "The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar," Staff Working Papers, Bank of Canada, number 05-21, DOI: 10.34989/swp-2005-21.
• Steffen Huck & Kai A. Konrad & Wieland Müller, 2005, "Merger without Cost Advantages," CESifo Working Paper Series, CESifo, number 1461.
• Hui Huang & Yi Wang & Yiming Wang & John Whalley & Shunming Zhang, 2005, "A Trade Model with an Optimal Exchange Rate Motivated by Current Discussion of a Chinese Renminbi Float," CESifo Working Paper Series, CESifo, number 1471.
• Vesa Kanniainen & Seppo Kari & Jouko Ylä-Liedenpohja, 2005, "The Start-Up and Growth Stages in Enterprise Formation: The “New View” of Dividend Taxation Reconsidered," CESifo Working Paper Series, CESifo, number 1476.
• M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2005, "What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR," CESifo Working Paper Series, CESifo, number 1477.
• Carsten Hefeker, 2005, "Uncertainty, Wage Setting and Decision Making in a Monetary Union," CESifo Working Paper Series, CESifo, number 1485.
• Ondrej Schneider & Jan Zápal, 2005, "Fiscal Policy in New EU Member States – Go East, Prudent Man!," CESifo Working Paper Series, CESifo, number 1486.
• Johannes Becker & Clemens Fuest, 2005, "Does Germany Collect Revenue from Taxing Capital Income?," CESifo Working Paper Series, CESifo, number 1489.
• Heikki Oksanen, 2005, "Actuarial Neutrality across Generations Applied to Public Pensions under Population Ageing: Effects on Government Finances and National Saving," CESifo Working Paper Series, CESifo, number 1501.
• Jesús Crespo-Cuaresma & Balázs Egert & Ronald MacDonald, 2005, "Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road towards a Honeymoon - Some Evidence from the ERM, ERM2 and Selected New EU Member States," CESifo Working Paper Series, CESifo, number 1511.
• Yin-Wong Cheung & Kon S. Lai, 2005, "Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries," CESifo Working Paper Series, CESifo, number 1512.
• Schabert, Andreas, 2005, "Money Supply and the Implementation of Interest Rate Targets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5094, Jun.
• Dell'Ariccia, Giovanni & Marquez, Robert, 2005, "Lending Booms and Lending Standards," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5095, Jun.
• Favero, Carlo A. & Canova, Fabio, 2005, "Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5101, Jun.
• Bauer, Thomas & Sinning, Mathias, 2005, "The Savings Behaviour of Temporary and Permanent Migrants in Germany," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5102, Jun.
• Wei, Shang-Jin & Ju, Jiandong, 2005, "Endowment Versus Finance: A Wooden Barrel Theory of International Trade," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5109, Jun.
• Favero, Carlo A., 2005, "Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5110, Jun.
• Yosha, Oved & Sørensen, Bent E & Wu, Yi-Tsung & ,, 2005, "Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5113, Jun.
• Salmon, Mark & Schleicher, Christoph & Hurd, Matthew, 2005, "Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5114, Jun.
• Rigobon, Roberto & Pavlova, Anna, 2005, "Wealth Transfers, Contagion and Portfolio Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5117, Jul.
• Boone, Jan & Goeree, Jacob K., 2005, "Optimal Privatization Using Qualifying Auctions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5118, Jul.
• Ueda, Masako & Li, Fei, 2005, "CEO-Firm Match and Principal-Agent Problem," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5119, Jul.
• Levine, Ross & Laeven, Luc, 2005, "Is There a Diversification Discount in Financial Conglomerates?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5121, Jul.
• Mitchell, Janet & Devriese, Johan, 2005, "Liquidity Risk in Securities Settlement," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5123, Jul.
• Flandreau, Marc & Jobst, Clemens, 2005, "The Ties that Divide. A Network Analysis of the International Monetary System," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5129, Jul.
• Wyplosz, Charles & Ivanova, Nadezhda & Asici, Ahmet Atil, 2005, "How to Exit from Fixed Exchange Rate Regimes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5141, Jul.
• Uppal, Raman & Garlappi, Lorenzo & DeMiguel, Victor, 2005, "How Inefficient is the 1/N Asset-Allocation Strategy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5142, Jul.
• Miles, David & Cerny, Ales & ,, 2005, "The Impact of Changing Demographics and Pensions on The Demand for Housing and Financial Assets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5143, Jul.
• Schmitz, Patrick W., 2005, "Allocating Control in Agency Problems with Limited Liability and Sequential Hidden Actions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5145, Jul.
• Uppal, Raman & Wang, Tan & Garlappi, Lorenzo, 2005, "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5148, Jul.
• Altissimo, Filippo & Benigno, Pierpaolo & Rodriguez Palenzuela, Diego, 2005, "Long-Run Determinants of Inflation Differentials in a Monetary Union," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5149, Jul.
• Temple, Jonathan & Huang, Yongfu, 2005, "Does External Trade Promote Financial Development?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5150, Jul.
• Ongena, Steven & Giannetti, Mariassunta, 2005, "Financial Integration and Entrepreneurial Activity: Evidence from Foreign Bank Entry in Emerging Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5151, Jul.
• Acharya, Viral & Yorulmazer, Tanju, 2005, "Cash-in-the-Market Pricing and Optimal Bank Bailout Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5154, Jul.
• Gersbach, Hans & Hahn, Volker, 2005, "Voting Transparency in a Monetary Union," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5155, Jul.
• Ventura, Jaume & Kraay, Aart, 2005, "The Dot-Com Bubble, the Bush Deficits, and the US Current Account," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5157, Jul.
• Item repec:crr:issbrf:gib3 is not listed on IDEAS anymore

• Ralf Brueggemann & Helmut Luetkepohl, 2004, "A Small Monetary System for the Euro Area Based on German Data," Economics Working Papers, European University Institute, number ECO2004/24.
• Alexis Anagnostopoulos, 2004, "Consumption and Debt Dynamics with (Rarely Binding) Borrowing Constraints," Economics Working Papers, European University Institute, number ECO2004/34.
• Alexis Anagnostopoulos, 2004, "Potential Welfare Losses from Financial Autarky and Trade Sanctions," Economics Working Papers, European University Institute, number ECO2004/35.
• Marcelo Resende, 2005, "Mergers and Acquisitions Waves in the U.K.: a Markov-Switching Approach," Economics Working Papers, European University Institute, number ECO2005/04.
• Ralf Brueggemann & Helmut Luetkepohl, 2005, "Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe," Economics Working Papers, European University Institute, number ECO2005/08.
• Martin Hoesli & Elion Jani & André Bender, 2005, "Monte Carlo Simulations for Real Estate Valuation," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp148, Jun.
• Martin Hoesli & Jon Lekander, 2005, "Suggested vs. Actual Institutional Allocattion to Real Estate in Europe: A Matter of Size," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp149, Jun.
• Philippe Gaud & Martin HOesli & André Bender, 2005, "Debt Equity Choice in Europe," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp152, Jun.
• Nicoletta Ferro, 2005, "Value Through Diversity: Microfinance and Islamic Finance and Global Banking," Working Papers, Fondazione Eni Enrico Mattei, number 2005.87, Jun.
• John Krainer & Mark M. Spiegel & Nobuyoshi Yamori, 2005, "Asset Price Declines and Real Estate Market Illiquidity: Evidence from Japanese Land Values," Working Paper Series, Federal Reserve Bank of San Francisco, number 2004-16, Jan, DOI: 10.24148/wp2004-16.
• Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005, "Modeling Bond Yields in Finance and Macroeconomics," Working Paper Series, Federal Reserve Bank of San Francisco, number 2005-04, Jan, DOI: 10.24148/wp2005-04.
• Andrew K. Rose & Mark M. Spiegel, 2005, "Offshore Financial Centers: Parasites or Symbionts?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2005-05, May, DOI: 10.24148/wp2005-05.
• Michelle L. Barnes & Jose A. Lopez, 2005, "Alternative Measures of the Federal Reserve Banks’ Cost of Equity Capital," Working Paper Series, Federal Reserve Bank of San Francisco, number 2005-06, Oct, DOI: 10.24148/wp2005-06.
• Michele Cavallo & Kate Kisselev & Fabrizio Perri & Nouriel Roubini, 2005, "Exchange Rate Overshooting and the Costs of Floating," Working Paper Series, Federal Reserve Bank of San Francisco, number 2005-07, May, DOI: 10.24148/wp2005-07.
• Duffy, Michael, 2005, "Comparing the Stock Market and Iowa Land Values: A Question of Timing," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12401, May.
• Luca Bindelli, 2005, "Systematic monetary policy and persistence," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 05.07, May.
• Sanjit Dhami & Ali al-Nowaihi, 2005, "Alice Through the Looking Glass: Strategic Monetary and Fiscal Policy Interaction in a Liquidity Trap," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 05/17, Jul, revised Aug 2006.
• Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2005, "Bank Supervision and Corruption in Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 11498, Aug.
• Luc Laeven & Ross Levine, 2005, "Is There a Diversification Discount in Financial Conglomerates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11499, Aug.
• Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2005, "Bank Concentration and Fragility: Impact and Mechanics," NBER Working Papers, National Bureau of Economic Research, Inc, number 11500, Aug.
• Leonid Kogan & Dmitry Livdan & Amir Yaron, 2005, "Futures Prices in a Production Economy with Investment Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 11509, Aug.
• Menzie Chinn & Jeffrey Frankel, 2005, "Will the Euro Eventually Surpass the Dollar as Leading International Reserve Currency?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11510, Aug.
• Michael P. Dooley & David Folkerts-Landau & Peter M. Garber, 2005, "Savings Gluts and Interest Rates: The Missing Link to Europe," NBER Working Papers, National Bureau of Economic Research, Inc, number 11520, Aug.
• Menzie D. Chinn, 2005, "A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 11521, Aug.
• Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams, 2005, "Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 11523, Aug.
• Andrea Frazzini & Owen A. Lamont, 2005, "Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 11526, Aug.
• Item repec:oec:dafaaa:1-en is not listed on IDEAS anymore

• Item repec:oec:dafaaa:5-en is not listed on IDEAS anymore

• Helmut Reisen & Marcelo Soto & Thomas Weithöner, 2004, "Financing Global and Regional Public Goods Through ODA: Analysis and Evidence from the OECD Creditor Reporting System," OECD Development Centre Working Papers, OECD Publishing, number 232, Jan, DOI: 10.1787/030687754666.
• Stefan Dercon & Tessa Bold & Joachim De Weerdt & Alula Pankhurst, 2004, "Extending Insurance?: Funeral Associations in Ethiopia and Tanzania," OECD Development Centre Working Papers, OECD Publishing, number 240, Dec, DOI: 10.1787/103027727461.
• Torsten Sløk & Mike Kennedy, 2004, "Factors Driving Risk Premia," OECD Economics Department Working Papers, OECD Publishing, number 385, Apr, DOI: 10.1787/738228687051.
• Anne-Marie Brook & Franck Sédillot & Patrice Ollivaud, 2004, "Channels for Narrowing the US Current Account Deficit and Implications for Other Economies," OECD Economics Department Working Papers, OECD Publishing, number 390, May, DOI: 10.1787/263550547141.
• Anne-Laure Baldi & Nanno Mulder, 2004, "The Impact of Exchange Rate Regimes on Real Exchange Rates in South America, 1990-2002," OECD Economics Department Working Papers, OECD Publishing, number 396, Jun, DOI: 10.1787/256327408747.
• Peter Hoeller & Claude Giorno & Christine de la Maisonneuve, 2004, "One Money, One Cycle?: Making Monetary Union a Smoother Ride," OECD Economics Department Working Papers, OECD Publishing, number 401, Sep, DOI: 10.1787/321284370330.
• Francesca Colombo & Nicole Tapay, 2004, "The Slovak Health Insurance System and The Potential Role for Private Health Insurance: Policy Challenges," OECD Health Working Papers, OECD Publishing, number 11, Mar, DOI: 10.1787/561285317408.
• Thomas C. Buchmueller & Agnès Couffinhal, 2004, "Private Health Insurance in France," OECD Health Working Papers, OECD Publishing, number 12, Mar, DOI: 10.1787/555485381821.
• Francesca Colombo & Nicole Tapay, 2004, "Private Health Insurance in OECD Countries: The Benefits and Costs for Individuals and Health Systems," OECD Health Working Papers, OECD Publishing, number 15, Jan, DOI: 10.1787/527211067757.
• Carlos F. alves & Victor Mendes, 2005, "Institutional Investor Activism: Does the Portfolio Management Skill Matter?," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 184, Jul.
• Item repec:san:cdmawp:0508 is not listed on IDEAS anymore

• Susan Thorp & George Milunovich, 2005, "Asymmetric Risk and International Portfolio Choice," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 160, Jul.
• Silvio John Camilleri, 2005, "An Analysis of the Profitability, Risk and Growth Indicators of Banks Operating In Malta," Finance, University Library of Munich, Germany, number 0507021, Jul.
• Theodore Panagiotidis, 2005, "Market Efficiency and the Euro: The case of the Athens Stock Exchange," Finance, University Library of Munich, Germany, number 0507022, Jul.
• J.Ramon Martinez-Resano, 2005, "Size And Heterogeneity Matter. A Microstructure-Based Analysis Of Regulation Of Secondary Markets For Government Bonds," Finance, University Library of Munich, Germany, number 0508007, Aug.
• Eric Thivant & Laid Bouzidi, 2005, "The economics of Information Technologies Standards &," Industrial Organization, University Library of Munich, Germany, number 0507007, Jul.
• Fatih Guvenen, 2005, "Do Stockholders Share Risk More Effectively Than Non- stockholders?," Macroeconomics, University Library of Munich, Germany, number 0508006, Aug.
• Özgür Kýbrýs & Serkan Küçükþenel, 2005, "Trade rules for uncleared markets," Microeconomics, University Library of Munich, Germany, number 0508002, Aug.
• Bernard Paranque & Marcelline Grondin, 2005, "Structure De Financement Et Comportement De Stockage Et D’Accumulation Des Firmes," Microeconomics, University Library of Munich, Germany, number 0508003, Aug.
• Nils Soguel & Simon Iogna-Prat & Toni Beutler, 2005, "Comparatif des finances cantonales et communales / Comparison of Cantonal and Municipal Finances," Public Economics, University Library of Munich, Germany, number 0507015, Jul, revised 05 Aug 2005.
• Ryo Horii & Ryoji Ohdoi & Kazuhiro Yamamoto, 2005, "Finance, Technology and Inequality in Economic Development," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 05-08-Rev, Apr, revised Aug 2005.
• Khalid Sekkat & Marie-Ange Veganzones, 2005, "Trade and foreign exchange liberalization, investment climate and FDI in the MENA," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 05-06.RS, Feb.
• Pierre-Guillaume Méon & Laurent Weill, 2005, "Can mergers in Europe help banks hedge against macroeconomic risk?," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number in, Feb.
• Michel Beine & Oscar Bernal Diaz, 2005, "Why do Central Banks intervene secretly? preliminary evidence of the BoJ," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number in, Mar.
• Ariane Chapelle & Ariane Szafarz, 2005, "Controlling firms through the majority voting rule," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 05-05.RS., Feb.
• Item repec:fiu:wpaper:0501 is not listed on IDEAS anymore

• Item repec:fiu:wpaper:0411 is not listed on IDEAS anymore

• Item repec:fiu:wpaper:0416 is not listed on IDEAS anymore

Report NEP-FMK-2005-08-13

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: