Report NEP-FMK-2005-11-09

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:

• Georg Mosburger & Paul Schneider, 2005, "Modelling International Bond Markets with Affine Term Structure Models," Finance, University Library of Munich, Germany, number 0509003, Sep.
• Francis Vitek, 2005, "On Risk Premia and Volatility Transmission Across the Stock and Bond Markets," Finance, University Library of Munich, Germany, number 0508014, Aug.
• Kirsi Ripatti, 2005, "Central counterparty clearing: constructing a framework for evaluation of risks and benefits," Finance, University Library of Munich, Germany, number 0508021, Aug.
• John Conlon, 2005, "Should Central Banks Burst Bubbles?," Game Theory and Information, University Library of Munich, Germany, number 0508007, Aug.
• Cornelis A. Los & Bing Yu, 2005, "Persistence Characteristics of the Chinese Stock Markets," Finance, University Library of Munich, Germany, number 0508008, Aug.
• Alicia Garcia-Herrero & Sergio Gavila & Daniel Santabarbara, 2005, "China’s banking reform: An assessment of its evolution and possible impact," Finance, University Library of Munich, Germany, number 0508010, Aug.
• Timo Vesala, 2005, "Relationship lending and competition: Higher switching cost does not necessarily imply greater relationship benefits," Finance, University Library of Munich, Germany, number 0508018, Aug.
• Hazel Bateman & Susan Thorp, 2005, "Decentralised Portfolio Management: Analysis of Australian Accumulation Funds," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 161, Jul.
• Karlo Kauko, 2005, "Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data," Finance, University Library of Munich, Germany, number 0508020, Aug.
• Chryssanthi Balomenou, 2004, "SMEs, the engine of local entrepreneurship, in the framework of New Basel Capital Accord: Perspectives-opportunities and obstacles for their reinforcement by the Banking System," ERSA conference papers, European Regional Science Association, number ersa04p336, Aug.
• Shrestha, Min B. & Chowdhury, Khorshed, 2005, "ARDL Modelling Approach to Testing the Financial Liberalisation Hypothesis," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-15.
• Maurício Yoshinori Une & Marcelo Savino Portugal, 2005, "Can fear beat hope? A story of GARCH-in-Mean-Level effects for Emerging Market Country Risks," Econometrics, University Library of Munich, Germany, number 0509006, Sep.
• Maurício Yoshinori Une & Marcelo Savino Portugal, 2005, "Fear of disruption: a model of Markov-switching regimes for the Brazilian country risk conditional volatility," Econometrics, University Library of Munich, Germany, number 0509005, Sep.
• Achraf AYADI & Chantal AMMI, 2005, "Innovation Technologique Dans Les Reseaux Mobiles Et Creation De La Valeur: Cas De La Banque Mobile," Development and Comp Systems, University Library of Munich, Germany, number 0508009, Aug.
• Flynn, Sean M., 2005, "Noise-trader Risk: Does it Deter Arbitrage, and Is it Priced?," Vassar College Department of Economics Working Paper Series, Vassar College Department of Economics, number 69, Sep.
• Doris Neuberger & Christoph Schacht, 2005, "The Number of Bank Relationships of SMEs: A Disaggregated Analysis for the Swiss Loan Market," Finance, University Library of Munich, Germany, number 0509001, Sep.
• Niall Ferguson & Moritz Schularick, 2005, "The Empire Effect: Country Risk in the First Age of Globalization, 1880-1913," Economic History, University Library of Munich, Germany, number 0509002, Sep.
• Hayette GATFAOUI, 2005, "From Fault Tree to Credit Risk Assessment: A Case Study," Econometrics, University Library of Munich, Germany, number 0509002, Sep.
• sunanda roy, 2005, "Asset prices and capital accumulation in a monetary economy with incomplete markets," GE, Growth, Math methods, University Library of Munich, Germany, number 0508002, Aug.
• Carl Plat, 2005, "A Double Auction Market with Signals of Varying Precision," Experimental, University Library of Munich, Germany, number 0508004, Aug.
• Camelia Kuhnen & Brian Knutson, 2005, "The Neural Basis of Financial Risk Taking," Experimental, University Library of Munich, Germany, number 0509001, Sep.
• Achraf AYADI, 2005, "La Banque à distance en Tunisie : Comment rattraper le retard ?," Development and Comp Systems, University Library of Munich, Germany, number 0508011, Aug.
• Tommaso Reggiani, 2005, "IL SISTEMA DEL MICROCREDITO: una cura della povertà. La prospettiva secondo YUNUS," Development and Comp Systems, University Library of Munich, Germany, number 0508005, Aug.
• Shino Takayama & Han Ozsoylev, 2005, "A Dynamic Analysis of Bid-Ask Spreads with Multiple Trade Sizes," Finance, University Library of Munich, Germany, number 0509007, Sep.
• Bernardo Batiz-Lazo & Robert Locke & Kristine Müller, 2005, "Transferring Rhineland Capitalism to the Polish-German Border: Perceptions of Bank Governance and Practice in Zgorzelec-Görlitz," Economic History, University Library of Munich, Germany, number 0508003, Aug.
• Moritz Schularick, 2005, "A Tale Of Two “Globalizations”: Capital Flows From Rich To Poor In Two Eras Of Global Finance," Economic History, University Library of Munich, Germany, number 0509001, Sep.
• Deepak Shah, 2005, "Rural Credit Delivery System in Maharashtra: A Step Towards Rejuvenation," Finance, University Library of Munich, Germany, number 0508019, Aug.
• Richard Kum-yew Lai, 2005, "Why Funds of Funds?," Finance, University Library of Munich, Germany, number 0509005, Sep.
• Achraf AYADI, 2005, "Value creation in mobile banking," Development and Comp Systems, University Library of Munich, Germany, number 0508010, Aug.
• Gary A. S. Cook & Naresh R. Pandit & Jonathan V. Beaverstock & Peter J. Taylor & Kathy Pain, 2004, "The Clustering of Financial Services in London," ERSA conference papers, European Regional Science Association, number ersa04p49, Aug.

Report NEP-FMK-2005-11-09

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: