Report NEP-FMK-2005-12-01

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:

• Emine Boz, 2005, "Do Miracles Lead to Crises?: An Informational Frictions Explanation to Emerging Market Financial Crises," 2005 Meeting Papers, Society for Economic Dynamics, number 496.
• Item repec:ecb:ecbops:20050026 is not listed on IDEAS anymore

• Item repec:ecb:ecbwps:20050542 is not listed on IDEAS anymore

• Harald Uhlig & Fiorella De Fiore, 2005, "Bank Finance versus Bond Finance: What Explains the Differences Between US and Europe?," 2005 Meeting Papers, Society for Economic Dynamics, number 618.
• Item repec:ecb:ecbops:20050023 is not listed on IDEAS anymore

• Byström, Hans, 2005, "Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures," Working Papers, Lund University, Department of Economics, number 2005:44, Oct.
• Item repec:ecb:ecbops:20050034 is not listed on IDEAS anymore

• Cristina Arellano, 2005, "Default Risk, the Real Exchange Rate and Income Fluctuations in Emerging Economies," 2005 Meeting Papers, Society for Economic Dynamics, number 516.
• Cedric Tille, 2005, "Financial Integration and the Wealth Effect of Exchange Rate Fluctuations," 2005 Meeting Papers, Society for Economic Dynamics, number 282.
• Item repec:ecb:ecbops:20050032 is not listed on IDEAS anymore

• Helene Rey & Philippe Martin, 2005, "Globalization and Emerging Markets: With or Without Crash?," 2005 Meeting Papers, Society for Economic Dynamics, number 152.
• Dimitrios P. Tsomocos & Lea Zicchino, 2005, "On Modelling Endogenous Default," OFRC Working Papers Series, Oxford Financial Research Centre, number 2005fe15.
• Peter Ilmolelian, 2005, "The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation," Econometrics, University Library of Munich, Germany, number 0511016, Nov.
• Guido M. Sandleris, 2005, "Sovereign Defaults: Information, Investment and Credit," 2005 Meeting Papers, Society for Economic Dynamics, number 21.
• Item repec:ecb:ecbops:20040017 is not listed on IDEAS anymore

• Item repec:ecb:ecbops:20040013 is not listed on IDEAS anymore

• Jose A. Lopez, 2005, "Empirical Analysis of the Average Asset Correlation for Real Estate Investment Trusts," Working Paper Series, Federal Reserve Bank of San Francisco, number 2005-22, Oct, DOI: 10.24148/wp2005-22.
• Bernardo Guimaraes, 2005, "Market Expectations and Currency Crises: Theory and Empirics," 2005 Meeting Papers, Society for Economic Dynamics, number 174.
• Item repec:ecb:ecbwps:20050543 is not listed on IDEAS anymore

• Luiz Alberto D´Ávila de Araújo & Paulo de Melo Jorge Neto, 2005, "Risco E Competição Bancánria No Brasil," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 042.
• Caio Fonseca Ferreira & Elizabeth M. M. Q. Farina, 2005, "Concorrência E Performance Do Setor Bancário Em Um Mercado Heterogêneo," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 083.
• Item repec:dgr:kubcen:2005113 is not listed on IDEAS anymore

• Christian Hellwig & Arijit Mukherji, 2005, "Financial Crises and Interest Rates," 2005 Meeting Papers, Society for Economic Dynamics, number 172.
• Item repec:ecb:ecbops:20040020 is not listed on IDEAS anymore

• Item repec:ecb:ecbops:20050037 is not listed on IDEAS anymore

• Cyril Monnet & Erwan Quintin, 2005, "Why do financial systems differ? History matters," 2005 Meeting Papers, Society for Economic Dynamics, number 275.
• Skander Van den Heuvel, 2005, "The Welfare Cost of Bank Capital Requirements," 2005 Meeting Papers, Society for Economic Dynamics, number 880.
• Bruce Mizrach & Christopher J. Neely, 2007, "Information shares in the U.S. treasury market," Working Papers, Federal Reserve Bank of St. Louis, number 2005-070, DOI: 10.20955/wp.2005.070.
• B. Ravikumar & Enchuan Shao, 2005, "Search Frictions and Asset Price Volatility," 2005 Meeting Papers, Society for Economic Dynamics, number 227.
• Felipe Meza & Erwan Quintin, 2005, "Financial Crises and Total Factor Productivity: The Mexican Case," 2005 Meeting Papers, Society for Economic Dynamics, number 478.
• Item repec:ecb:ecbops:20050035 is not listed on IDEAS anymore

• Joel Peress, 2005, "The Stock Market and the Allocation of Capital in a Production Economy," 2005 Meeting Papers, Society for Economic Dynamics, number 534.
• Victoria Geyfman, 2005, "Risk-adjusted performance measures at bank holding companies with section 20 subsidiaries," Working Papers, Federal Reserve Bank of Philadelphia, number 05-26.
• Item repec:ecb:ecbops:20040014 is not listed on IDEAS anymore

• Burcu Duygan, 2005, "Aggregate Shocks, Idiosyncratic Risk, and Durable Goods Purchases: Evidence from Turkeys 1994 Financial Crisis," 2005 Meeting Papers, Society for Economic Dynamics, number 594.
• Jean-Claude Maswana, 2005, "Reconciling the Chinese Financial Development with its Economic," Development and Comp Systems, University Library of Munich, Germany, number 0511024, Nov.
• Item repec:hum:wpaper:sfb649dp2005-007 is not listed on IDEAS anymore

• Warren E. Weber, 2005, "Were U.S. State Banknotes Priced as Securities?," 2005 Meeting Papers, Society for Economic Dynamics, number 306.
• Alexandre Ziegler & François-Xavier Delaloye & Michel Habib, 2005, "Negotiating over Banking Secrecy: The Case of Switzerland and the European Union," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp157, Oct.
• Timothy H. Hannan, 2005, "ATM surcharge bans and bank market structure: the case of Iowa and its neighbors," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-46.
• Item repec:ecb:ecbops:20040018 is not listed on IDEAS anymore

• Item repec:ecb:ecbops:20040016 is not listed on IDEAS anymore

• Vivian Z. Yue, 2005, "Sovereign Default and Debt Renegotiation," 2005 Meeting Papers, Society for Economic Dynamics, number 138.
• Craig Burnside & Martin Eichenbaum, 2005, "Government Finance in the Wake of Currency Crises," 2005 Meeting Papers, Society for Economic Dynamics, number 429.
• Sanjay Banerjee & Parantap Basu, 2005, "Uninsured Risks, Loan Contracts and the Declining Equity Premium," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0502, Aug.
• Geir H. Bjønnes & Steinar Holden & Dagfinn Rime & Haakon O.Aa. Solheim, 2005, "“Large” vs. “small” players: A closer look at the dynamics of speculative attacks," Working Paper, Norges Bank, number 2005/13, Nov.
• Juan Carlos Cordoba, 2005, "U.S. Inequality: Debt Constraints or Incomplete Markets?," 2005 Meeting Papers, Society for Economic Dynamics, number 235.
• Rosemarie Bröker Bone, 2005, "A Importância Dos Fundamentos Nos Ratings Soberanos Brasileiros, 1994-2002," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 037.
• Luiz Chabalgoity & Emerson Marinho & Mauricio Benegas & Paulo de M. Jorge Neto, 2005, "The Impact Of De-Regulamentation On The Brazilian Banking Industry: A Production Metafrontier Approach," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 093.
• Lieven Baele & Koen Inghelbrecht, 2005, "Structural versus Temporary Drivers of Country and Industry Risk," International Finance, University Library of Munich, Germany, number 0511005, Nov.
• Item repec:dnb:dnbwpp:054 is not listed on IDEAS anymore

• Paul Beaudry & Franck Portier, 2005, "Stock Prices, Total Factor Productivity and Economic Fluctuations; Some Further Evidence from Japanese and U.S. Sectoral Data," 2005 Meeting Papers, Society for Economic Dynamics, number 515.
• Denis Blum & Márcio I. Nakane, 2005, "O Impacto De Requerimentos De Capital Na Oferta De Crédito Bancário No Brasil," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 085.
• Christopher Waller & Aleksander Berentsen, 2005, "Optimal Stabilization Policies in a Model with Financial Intermediation," 2005 Meeting Papers, Society for Economic Dynamics, number 416.
• Bernard Dumas & Alexander Kurshev & Raman Uppal, 2005, "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11803, Nov.
• Arup Daripa & Simone Varotto, 2005, "Ex Ante Versus Ex Post Regulation of Bank Capital," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0518, Nov.
• Item repec:ecb:ecbops:20040011 is not listed on IDEAS anymore

• Item repec:ecb:ecbops:20050033 is not listed on IDEAS anymore

• Hortlund, Per, 2005, "The Provision of Liquidity in the Swedish Note-Banking System," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 613, Nov.
• Francis E. Warnock & Veronica C. Warnock, 2005, "International capital flows and U.S. interest rates," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 840.
• Hortlund, Per, 2005, "Do Inflation and High Taxes Increase Bank Leverage?," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 612, Nov.
• Sean D. Campbell, 2005, "Stock market volatility and the Great Moderation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-47.
• Geoffrey Dunbar, 2005, "International Lending, Capital Controls and Wealth Inequality," 2005 Meeting Papers, Society for Economic Dynamics, number 492.
• Emilie Laffiteau & Jean-Marc Montaud, 2005, "Currency Board et ajustements macroéconomiques : les leçons de l’expérience argentine," Documents de travail, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV, number 120, Nov.
• Istvan Konya & Peter Benczur, 2005, "Real Effects of Nominal Exchange Rate Shocks," 2005 Meeting Papers, Society for Economic Dynamics, number 51.
• Natalia Chernyshoff & David S. Jacks & Alan M. Taylor, 2005, "Stuck on Gold: Real Exchange Rate Volatility and the Rise and Fall of the Gold Standard," NBER Working Papers, National Bureau of Economic Research, Inc, number 11795, Nov.
• John Ammer & Nathanael Clinton & Gregory P. Nini, 2005, "Accounting standards and information: inferences from cross-listed financial firms," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 843.
• Xiaosong Zeng & Charles Goodhart, 2005, "China’s Banking Reform: Problems and Potential Solutions," FMG Special Papers, Financial Markets Group, number sp163, Nov.
• fadil govori, 2005, "Investitorët Institucionalë," Finance, University Library of Munich, Germany, number 0511011, Nov.
• Stephane Guibaud, 2005, "Endogenous Borrowing Constraints in the Presence of Shipping Costs," 2005 Meeting Papers, Society for Economic Dynamics, number 762.
• Selo Imrohoroglu & Kaiji Chen & Ayse Imrohoroglu, 2005, "Japanese Saving Rate," 2005 Meeting Papers, Society for Economic Dynamics, number 747.
• Alexandre Rands Barros, 2005, "The Impact Of State Owned Banks On Interest Rates Spread," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 041.
• Daniel Reichstul & Gilberto Tadeu Lima, 2005, "Crédito Bancário E Atividade Econômica: Evidências Empíricas Para A Produção Industrial No Estado De São Paulo," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 119.
• Julimar da Silva Bichara & André Moreira Cunha & Marcos Tadeu Caputi Lélis, 2005, "Integração Monetária E Financeira Na Ásia E No Mercosul," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 082.
• David Andolfatto, 2005, "On the Coexistence of Money and Bonds," 2005 Meeting Papers, Society for Economic Dynamics, number 9.

Report NEP-FMK-2005-12-01

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: