Report NEP-FMK-2005-09-29

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:

• Weder di Mauro, Beatrice & von Westernhagen, Natalja & Nestmann, Thorsten & Heid, Frank, 2005, "German Bank Lending During Financial Crises: A Bank Level Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5164, Aug.
• Acharya, Viral & Johnson, Tim, 2005, "Insider Trading in Credit Derivatives," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5180, Aug.
• Item repec:wpa:wuwpfi:0509026 is not listed on IDEAS anymore

• James O'Brien & Jeremy Berkowitz, 2005, "Estimating Bank Trading Risk: A Factor Model Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 11608, Sep.
• Alberto Martin & Jaume Ventura, 2003, "Economic growth with bubbles," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 848, Nov, revised Sep 2011.
• Falko Fecht & Antoine Martin, 2005, "Banks, markets, and efficiency," Staff Reports, Federal Reserve Bank of New York, number 210.
• Mark Aguiar & Fernando Broner, 2001, "Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 863, Aug, revised Aug 2004.
• Fecht, Falko & Grüner, Hans Peter, 2005, "Financial Integration and Systemic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5253, Sep.
• Schneider, Martin & Albuquerque, Rui & Bauer, Gregory, 2005, "International Equity Flows and Returns: A Quantitative Equilibrium Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5159, Aug.
• Sascha Mergner, 2005, "Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques," Finance, University Library of Munich, Germany, number 0509024, Sep.
• Item repec:hhb:aaracc:04-001 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200598 is not listed on IDEAS anymore

• Jae H. Kim & Hristos Doucouliagos, 2005, "Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/05, Sep.
• Flynn, Sean M., 2005, "Noise-trading, Costly Arbitrage, and Asset Prices: Evidence from US Closed-end Funds," Vassar College Department of Economics Working Paper Series, Vassar College Department of Economics, number 71, Sep.
• Jaume Ventura & Aart Kraay, 2005, "The dot-com bubble, the Bush deficits and the US current account," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 847, Jun, revised Dec 2005.
• Armstrong, Chris & Davila, Toni & Foster, George & Hand, John R.M., 2005, "U.S. public and private venture capital markets, 1998-2001: A fundamental information analysis," IESE Research Papers, IESE Business School, number D/599, Jul.
• Ricardo J. Caballero & Arvind Krishnamurthy, 2005, "Bubbles and Capital Flow Volatility: Causes and Risk Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 11618, Sep.
• Kandel, Shmuel & Wohl, Avi & Braverman, Oded, 2005, "The (Bad?) Timing of Mutual Fund Investors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5243, Sep.
• Charles Ou, 2005, "Banking Consolidation and Small Business Lending:A Review of Recent Research," The Office of Advocacy Small Business Working Papers, U.S. Small Business Administration, Office of Advocacy, number 05ou.
• Robert DeYoung & Anne Gron & Andrew Winton, 2005, "Risk overhang and loan portfolio decisions," Working Paper Series, Federal Reserve Bank of Chicago, number WP-05-04.
• Bjørn-Roger Wilhelmsen & Andrea Zaghini, 2005, "Monetary policy predictability in the euro area: An international comparison," Working Paper, Norges Bank, number 2005/7, Sep.
• Joachim Voth & Peter Temin, 2005, "Interest rate restrictions in a natural experiment: loan allocation and the change in the usury laws in 1714," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 858, May.
• Francesco Franzoni & José M. Marín, 2005, "Pension plan funding and stock market efficiency," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 871, Jun.
• Sean D. Campbell & Francis X. Diebold, 2005, "Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-025, May, revised 16 Sep 2005.
• Item repec:dgr:eureri:30002101 is not listed on IDEAS anymore

• Hui Guo & Robert Savickas, 2005, "Idiosyncratic volatility, stock market volatility, and expected stock returns," Working Papers, Federal Reserve Bank of St. Louis, number 2003-028, DOI: 10.20955/wp.2003.028.
• Jaume Ventura, 2002, "Bubbles and capital flows," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 846, Oct, revised Mar 2010.
• Item repec:hhb:aaracc:05-001 is not listed on IDEAS anymore

• Uhlig, Harald & De Fiore, Fiorella, 2005, "Bank Finance versus Bond Finance: What Explains the Differences Between the US and Europe?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5213, Sep.
• Item repec:wpa:wuwpot:0509016 is not listed on IDEAS anymore

• Roman Hotvath, 2005, "Real Equilibrium Exchange Rate Estimates: To What Extent Applicable for Setting the Central Parity?," International Finance, University Library of Munich, Germany, number 0509006, Sep.
• Item repec:dgr:eureri:30007069 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:2005100 is not listed on IDEAS anymore

• Item repec:dgr:umamet:2005031 is not listed on IDEAS anymore

• Ekaterini Panopoulou & Koubouros, M. & Malliaropulos, D., 2005, "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1580505, May.
• Amitabh Chandra & Andrew A. Samwick, 2005, "Disability Risk and the Value of Disability Insurance," NBER Working Papers, National Bureau of Economic Research, Inc, number 11605, Sep.
• Martin, Philippe & Rey, Hélène, 2005, "Globalization and Emerging Markets: With or Without Crash?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5165, Aug.
• Laruent Barras, 2005, "International Conditional Asset Allocation under Real Time Uncertrainty," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp153, Jul.
• Sebastian Edwards & Eduardo Levy Yeyati, 2004, "Flexible Exchange Rates as Shock Absorbers," Business School Working Papers, Universidad Torcuato Di Tella, number exchangerates.
• Eichenbaum, Martin & Rebelo, Sérgio & Burstein, Ariel Tomas, 2005, "Modeling Exchange Rate Passthrough After Large Devaluations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5250, Sep.
• Fahad Khalil & David Martimort & Bruno Maria Parigi, 2005, "Monitoring a Common Agent: Implications for Financial Contracting," CESifo Working Paper Series, CESifo, number 1514.
• Rey, Hélène & Gourinchas, Pierre-Olivier, 2005, "From World Banker to World Venture Capitalist: US External Adjustment and The Exorbitant Privilege," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5220, Sep.
• Liebig, Thilo & Weder di Mauro, Beatrice & Porath, Daniel & Wedow, Michael, 2005, "Basel II and Bank Lending to Emerging Markets: Micro Evidence from German Banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5163, Aug.
• Peter Temin & Joachim Voth, 2004, "Credit rationing and crowding out during the Industrial Revolution: Evidence from Hoare's Bank, 1702-1862," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 859, Feb, revised Jan 2005.
• Item repec:dgr:eureri:30002052 is not listed on IDEAS anymore

• Norman Loayza & Romain Rancière, 2004, "Financial development, financial fragility and growth," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 855, Sep.
• Xavier Freixas & Sjaak Hurkens & Alan D. Morrison & Nir Vulkan, 2004, "Interbank comptetition with costly screening," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 802, Nov.
• Ingolf Schwarz & Jinhui H. Bai, 2005, "Monetary Equilibria in a Cash-in-Advance Economy with Incomplete Financial Markets," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2005_18, Sep.
• Item repec:dgr:umamet:2005023 is not listed on IDEAS anymore

• Item repec:dgr:umamet:2005024 is not listed on IDEAS anymore

• Teplá, Lucie & Basak, Suleyman & Shapiro, Alex, 2005, "Risk Management with Benchmarking," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5187, Aug.
• Fernando Broner & Roberto Rigobon, 2004, "Why are capital flows so much more volatile in emerging than in developed countries?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 862, Oct.
• Item repec:dgr:umamet:2005027 is not listed on IDEAS anymore

• Ilan Goldfajn & André Minella, 2005, "Capital Flows and Controls in Brazil: What Have We Learned?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11640, Sep.
• Victoria Geyfman, 2005, "Banks in the securities business: market-based risk implications of section 20 subsidiaries," Working Papers, Federal Reserve Bank of Philadelphia, number 05-17.
• Item repec:dgr:umamet:2005017 is not listed on IDEAS anymore

• José Manuel Campa & Linda S. Goldberg & José M. González-Mínguez, 2005, "Exchange-Rate Pass-Through to Import Prices in the Euro Area," NBER Working Papers, National Bureau of Economic Research, Inc, number 11632, Sep.
• Xavier Freixas & Gyöngyi Lóránth & Alan D. Morrison, 2005, "Regulating financial conglomerates," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 820, Mar.
• James Bullard & George W. Evans & Seppo Honkapohja, 2005, "Near-Rational Exuberance," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2005-15, Sep, revised 18 Sep 2006.
• G. Boyle & D. Conniffe, 2005, "When does ‘All Eggs in One Risky Basket’ Make Sense?," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1550305, Mar.
• Charles W. Calomiris & Joseph R. Mason, 2005, "Resolving the puzzle of the underissuance of national bank notes," Working Papers, Federal Reserve Bank of Philadelphia, number 05-19.
• Moshe Kim & Eirik Gaard Kristiansen & Bent Vale, 2005, "What determines banks’ market power? Akerlof versus Herfindahl," Working Paper, Norges Bank, number 2005/8, Sep.
• Inderst, Roman & Mueller, Holger, 2005, "Informed Lending and Security Design," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5185, Aug.
• Patrick Van Roy, 2005, "The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study," Finance, University Library of Munich, Germany, number 0509013, Sep.
• Romain Rancière & Aaron Tornell & Frank Westermann, 2002, "Systemic crises and growth," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 854, May, revised Nov 2004.
• Fernando Broner & Guido Lorenzoni & Sergio L. Schmukler, 2003, "Why do emerging economies borrow short term?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 838, Aug, revised Dec 2011.
• Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim, 2005, "Monetary policy and asset prices: To respond or not?," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 5405, Sep.
• Alejandro Gaytan & Romain Rancière, 2004, "Wealth, financial intermediation and growth," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 851, Jan, revised Apr 2004.
• Heski Bar-Isaac & Vicente Cuñat, 2005, "Long term debt with hidden borrowing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 803, Jan.
• Patrick Van Roy, 2005, "Credit ratings and the standardised approach to credit risk in Basel II," Finance, University Library of Munich, Germany, number 0509014, Sep.
• Agustin Carstens & Luis I. Jacome H., 2005, "Latin American Central Bank Reform: Progress and Challenges," Macroeconomics, University Library of Munich, Germany, number 0509022, Sep.
• Fernando Broner & Jaume Ventura, 2005, "Globalization and risk sharing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 837, Oct, revised Apr 2009.
• Peter Temin & Joachim Voth, 2004, "Riding the South Sea bubble," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 861, Dec.
• Peter Temin & Joachim Voth, 2005, "Private borrowing during the financial revolution: Hoare’s Bank and its customers, 1702-1724," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 860, May.
• Item repec:att:baiswp:200413 is not listed on IDEAS anymore

• M. J. Roche, 2005, "The equity premium puzzle and decreasing relative risk aversion," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1510205, Feb.
• Francis Vitek, 2005, "The Exchange Rate Forecasting Puzzle," International Finance, University Library of Munich, Germany, number 0509005, Sep.
• Robert H. Rasche & Marcela M. Williams, 2005, "The effectiveness of monetary policy," Working Papers, Federal Reserve Bank of St. Louis, number 2005-048, DOI: 10.20955/wp.2005.048.
• Salmon, Mark & Gemmill, Gordon T & Hwang, Soosung, 2005, "Performance Measurement with Loss Aversion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5173, Aug.
• Morrison, Alan & White, Lucy, 2005, "Level Playing Fields in International Financial Regulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5247, Sep.
• Alain Ize & Eduardo Levy Yeyati, 2005, "Financial De-Dollarization: Is It for Real?," Business School Working Papers, Universidad Torcuato Di Tella, number isitforreal.
• Hewad Wolasmal, 2005, "Performance Evaluation of Mutual Funds, using Sharpe, Treynor and Jensen," Finance, University Library of Munich, Germany, number 0509023, Sep.
• Yann Bramoullé & Rachel Kranon, 2005, "Risk-Sharing Networks," Cahiers de recherche, CIRPEE, number 0526.

Report NEP-FMK-2005-09-29

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: