Report NEP-FMK-2005-11-05

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:

• Martin D. D. Evans & Viktoria Hnatkovska, 2005, "International Capital Flows, Returns and World Financial Integration," NBER Working Papers, National Bureau of Economic Research, Inc, number 11701, Oct.
• Andreas Freytag & Donato Masciandaro, 2005, "Financial Supervision Fragmentation and Central Bank Independence: The Two Sides of the Same Coin?," Jenaer Schriften zur Wirtschaftswissenschaft (Expired!), Friedrich Schiller University of Jena, School of of Economics and Business Administration, number 14/2005, Nov.
• Xavier Gabaix & Parameswaran Gopikrishnan & Vasiliki Plerou & H. Eugene Stanley, 2005, "Institutional Investors and Stock Market Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 11722, Nov.
• Barry Eichengreen & Kenneth M. Kletzer & Ashoka Mody, 2005, "The IMF in a World of Private Capital Markets," Working Paper Series, Federal Reserve Bank of San Francisco, number 2005-12, Feb, DOI: 10.24148/wp2005-12.
• Shu Wu, 2005, "Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200519, Oct, revised Oct 2005.
• Burton Abrams & Russell Settle, 2005, "Is Money Neutral in the Long Run?," Working Papers, University of Delaware, Department of Economics, number 05-04.
• Matthew Pritsker, 2005, "Large investors: implications for equilibrium asset, returns, shock absorption, and liquidity," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-36.
• Eirik Gaard Kristiansen, 2005, "Strategic bank monitoring and firms’ debt structure," Working Paper, Norges Bank, number 2005/10, Oct.
• Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo, 2005, "Testing For Financial Contagion Between Developed And Emerging Markets During The 1997 East Asian Crisis," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-08, Apr.
• Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005, "On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models," Discussion Paper Series, Department of Economics, Loughborough University, number 2005_9, Sep, revised Sep 2005.
• Ekrem Kilic, 2005, "Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models," Econometrics, University Library of Munich, Germany, number 0510007, Oct.
• Donald P. Morgan & Kevin J. Stiroh, 2005, "Too big to fail after all these years," Staff Reports, Federal Reserve Bank of New York, number 220.
• Mohsen Fardmanesh & Seymour Douglas, 2003, "Foreign Exchange Controls, Fiscal and Monetary Policy, and the Black Market Premium," Working Papers, Economic Growth Center, Yale University, number 876, Dec.
• Gerald Epstein, 2005, "Central Banks as Agents of Economic Development," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp104.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric Techniques," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-10, Jun.
• Gur Huberman & Zhenyu Wang, 2005, "Arbitrage pricing theory," Staff Reports, Federal Reserve Bank of New York, number 216.
• Kenneth D. Garbade & John Kambhu, 2005, "Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities?," Staff Reports, Federal Reserve Bank of New York, number 223.
• E Philip Davis, 2005, "The Role Of Pension Funds As Institutional Investors In Emerging Markets," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-18, Sep.
• Massimo Guidolin & Eliana La Ferrara, 2005, "The economic effects of violent conflict: evidence from asset market reactions," Working Papers, Federal Reserve Bank of St. Louis, number 2005-066, DOI: 10.20955/wp.2005.066.
• Jose Manuel Campa & Linda S. Goldberg & Jose M. Gonzalez-Minguez, 2005, "Exchange rate pass-through to import prices in the Euro area," Staff Reports, Federal Reserve Bank of New York, number 219.
• Eugen Kovac, 2005, "Speculation and Survival in Financial Markets," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp276, Sep.
• Queijo, Virginia, 2005, "How Important are Financial Frictions in the U.S. and Euro Area?," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 738, Aug.
• Geert Bekaert & Eric Engstrom & Yuhang Xing, 2005, "Risk, uncertainty, and asset prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-40.
• Ralph Setzer, 2005, "The Political Economy of Fixed Exchange Rates: A Survival Analysis," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany, number 265/2005.
• Nuria Malet & Clara Garcia, 2005, "Exchange Market Pressure, Monetary Policy, and Economic Growth: Argentina in 1993 - 2004," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp99.
• William C. Gruben & Mark A. Wynne & Carlos E. Zarazaga, 2001, "Dollarization and monetary unions: implementation guidelines," Working Papers, Federal Reserve Bank of Dallas, number 0105, Mar.
• Ray Barrell & E Philip Davis, 2005, "Shocks And Shock Absorbers: The International Propagation Of Equity Market Shocks And The Design Of Appropriate Policy Responses," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-12, Jun.
• Ronel Elul, 2005, "Collateral, credit history, and the financial decelerator," Working Papers, Federal Reserve Bank of Philadelphia, number 05-23.
• E Philip Davis & CHRISTOS IOANNIDIS & NICOLA SPAGNOLO, 2005, "Stock Market Integration And European Monetary Union," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-19, Oct.
• Han N. Ozsoylev, 2005, "Amplification and Asymmetry in Crashes and Frenzies," OFRC Working Papers Series, Oxford Financial Research Centre, number 2005fe11.
• Sydeny C. Ludvigson & Serena Ng, 2005, "Macro Factors in Bond Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 11703, Oct.
• Item repec:fip:fedpdp:05-14 is not listed on IDEAS anymore

• Han N. Ozsoylev & Shino Takayama, 2005, "Price, Trade Size, and Information Revelation in Multi-Period Securities Markets," OFRC Working Papers Series, Oxford Financial Research Centre, number 2005fe10.
• Werner Jammernegg & Peter Kischka, 2005, "A Decision Rule Based on the Conditional Value at Risk," Jenaer Schriften zur Wirtschaftswissenschaft (Expired!), Friedrich Schiller University of Jena, School of of Economics and Business Administration, number 09/2005, Sep.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-09, Jun.
• Olivia S. Mitchell & Stephen P. Utkus & Tongxuan (Stella) Yang, 2005, "Turning Workers into Savers? Incentives, Liquidity, and Choice in 401(k) Plan Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 11726, Oct.
• Craig H. Furfine & Eli M. Remolona, 2005, "Price discovery in a market under stress: the U.S. Treasury market in fall 1998," Working Paper Series, Federal Reserve Bank of Chicago, number WP-05-06.
• Item repec:hum:wpaper:sfb649dp2005-053 is not listed on IDEAS anymore

• Item repec:hum:wpaper:sfb649dp2005-055 is not listed on IDEAS anymore

• William H. Branson & Conor N. Healy, 2005, "Monetary and Exchange Rate Policy Coordination in ASEAN 1," NBER Working Papers, National Bureau of Economic Research, Inc, number 11713, Oct.
• Daniel M. Covitz & Steven A. Sharpe, 2005, "Do nonfinancial firms use interest rate derivatives to hedge?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-39.
• S bastien W lti, 2005, "The duration of fixed exchange rate regimes," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number 2000518, Aug.
• Monika Bütler & Federica Teppa, 2005, "Should You Take a Lump-Sum or Annuitize? Results from Swiss Pension Funds," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-20, Oct.
• Hellström, Katerina, 2005, "The Value Relevance of Financial Accounting Information in a Transitional Economy: The Case of the Czech Republic," SSE/EFI Working Paper Series in Business Administration, Stockholm School of Economics, number 2005:10, Oct.
• Christian Fries, 2005, "The Foresight Bias in Monte-Carlo Pricing of Options with Early," Finance, University Library of Munich, Germany, number 0511002, Nov, revised 08 Nov 2005.
• Gary Gorton & Nicholas S. Souleles, 2005, "Special purpose vehicles and securitization," Working Papers, Federal Reserve Bank of Philadelphia, number 05-21.
• Bjuggren, Per-Olof & Eklund, Johan & Wiberg, Daniel, 2005, "Ownership Structure, Control and Firm Performance: The Effects of Vote Differentiated Shares," Ratio Working Papers, The Ratio Institute, number 71, Oct.

Report NEP-FMK-2005-11-05

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: