Report NEP-FMK-2005-12-09

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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Schotman, Peter C & Zalewska, Ania, 2005, "Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5352, Nov.
• Item repec:ecb:ecbwps:20050557 is not listed on IDEAS anymore

• Eichenbaum, Martin & Rebelo, Sérgio & Burstein, Ariel Tomas, 2005, "The Importance of Nontradeable Goods' Prices in Cyclical Real Exchange Rate Fluctuations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5306, Oct.
• Item repec:ros:wpaper:52 is not listed on IDEAS anymore

• Wilhelm Jr, William J & Chen, Zhaohui, 2005, "The Industrial Organization of Financial Market Information Production," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5314, Oct.
• Item repec:sca:scaewp:0512 is not listed on IDEAS anymore

• Item repec:ecb:ecbwps:20050554 is not listed on IDEAS anymore

• Gaspar, Raquel M. & Schmidt, Thorsten, 2005, "Quadratic Portfolio Credit Risk models with Shot-noise Effects," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 616, Dec.
• Caio Almeida & Jeremy J. Graveline & Scott Joslin, 2005, "Do Options Contain Information About Excess Bond Returns?," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2005-04, Nov.
• Carlo Altavilla & Paul De Grauwe, 2005, "Non-Linearities in the Relation between the Exchange Rate and its Fundamentals," CESifo Working Paper Series, CESifo, number 1561.
• Guiso, Luigi & Zingales, Luigi & Sapienza, Paola, 2005, "Trusting the Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5288, Oct.
• Martina Nardon, 2005, "Valuing defaultable bonds: an excursion time approach," Finance, University Library of Munich, Germany, number 0511015, Nov.
• Fabián Duarte & Andrea Repetto & Rodrigo O. Valdés, 2005, "The Effects on Firm Borrowing Costs of Bank M&As," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 206.
• Perotti, Enrico & Feijen, Erik, 2005, "The Political Economy of Financial Fragility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5317, Oct.
• Georges Dionne & Geneviève Gauthier & Khemais Hammami & Mathieu Maurice & Jean-Guy Simonato, 2005, "Default Risk in Corporate Yield Spreads," Cahiers de recherche, CIRPEE, number 0532.
• Item repec:ecb:ecbops:20040021 is not listed on IDEAS anymore

• Jan-Egbert Sturm & Barry Williams, 2005, "What Determines Differences in Foreign Bank Efficiency? Australian Evidence," CESifo Working Paper Series, CESifo, number 1587.
• Andrew Ang & Joseph Chen & Yuhang Xing, 2005, "Downside Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11824, Dec.
• Pedro H. Albuquerque, 2005, "BAD Taxation: Disintermediation and Illiquidity in a Bank Account Debits Tax Model," Public Economics, University Library of Munich, Germany, number 0511019, Nov, revised 26 Dec 2005.
• Piotr Wdowinski & Aneta Zglinska-Pietrzak, 2005, "The Warsaw Stock Exchange Index WIG: Modelling and Forecasting," CESifo Working Paper Series, CESifo, number 1570.
• Chaiki Hara & Atsushi Kajii, 2004, "Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs," KIER Working Papers, Kyoto University, Institute of Economic Research, number 590, May.
• Item repec:ecb:ecbwps:20050555 is not listed on IDEAS anymore

• Item repec:ros:wpaper:46 is not listed on IDEAS anymore

• Stephen G. Cecchetti & Lianfi Li, 2005, "Do Capital Adequacy Requirements Matter for Monetary Policy?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11830, Dec.
• Nuno Palma, 2005, "The Effects of Market Linkages and the Natural Rate of Discoveries on Market Structure," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2005/17.
• Huizinga, Harry, 2005, "The EU Deposit Insurance Directive: Does One Size Fit All?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5277, Oct.
• michael george, 2005, "microeconomics of achieving and sustaining supernormal returns- Information Theoretic Approach Revised Nov 28, 2005," Microeconomics, University Library of Munich, Germany, number 0511010, Nov.
• Bacchetta, Philippe & van Wincoop, Eric, 2005, "Rational Inattention: A Solution to the Forward Discount Puzzle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5261, Oct.
• Pesaran, M. Hashem & Zaffaroni, Paolo, 2005, "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5279, Oct.
• Frederic S. Mishkin, 2005, "How Big a Problem is Too Big to Fail?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11814, Dec.
• Koji Sakai & Iichiro Uesugi & Tsutomu Watanabe, 2005, "Firm Age and the Evolution of Borrowing Costs: Evidence from Japanese Small Firms," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 05026, Nov.
• Wako WATANABE, 2005, "How Are Loans by Their Main Bank Priced? Bank Effects, Information and Non-price Terms of Contract," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 05028, Nov.
• Kazuo Ogawa & Elmer Sterken & Ichiro Tokutsu, 2005, "Bank Control and the Number of Bank Relations of Japanese Firms," CESifo Working Paper Series, CESifo, number 1589.
• Francois-Éric Racicot & Raymond Théoret, 2005, "L'assurance de portefeuille: Simulations en Visual Basic de portefeuilles visant à reproduire les flux monétaires de stratégies d'options," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp0332005, Nov.
• Piotr Wdowinski, 2005, "Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model," CESifo Working Paper Series, CESifo, number 1557.
• Carlos A.Huertas Campos, 2005, "Tasa de Cambio Real de Colombia: Un Enfoque E´mpírico No Lineal," Borradores de Economia, Banco de la Republica de Colombia, number 359, Nov, DOI: 10.32468/be.359.
• José Miguel Benavente & Alexander Galetovic & Ricardo Sanhueza, 2005, "La dinámica industrial y el financiamiento de las pyme," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 201.
• Item repec:gat:wpaper:0509 is not listed on IDEAS anymore

• Kaoru Hosono & Hiroko Iwaki & Kotaro Tsuru, 2005, "Banking Crises, Deposit Insurance, and Market Discipline: Lessons from the Asian Crises," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 05029, Dec.
• Item repec:dgr:eureri:30007743 is not listed on IDEAS anymore

• Gunther Capelle-Blancard & J zabel Couppey-Soubeyran & Laurent Soulat, 2005, "The measurement of financial intermediation in Japan," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla05080, Jun, revised Nov 2005, DOI: 10.1016/j.japwor.206.08.005.
• Fernandez, Pablo, 2005, "Financial literature about discounted cash flow valuation," IESE Research Papers, IESE Business School, number D/606, Jun.
• Item repec:fmg:fmgdps:dp550 is not listed on IDEAS anymore

• Fadil Govori, 2005, "Funksionet E Ndërmjetësimit Financiar," Finance, University Library of Munich, Germany, number 0511014, Nov.
• Item repec:dgr:kubtil:200530 is not listed on IDEAS anymore

• Murat A. Yülek, 2005, "On the Financial Repression in Japan During the High Growth Period (1953-73)," Finance, University Library of Munich, Germany, number 0511012, Nov.
• José Fajardo & Ernesto Mordecki, 2005, "Duality and Derivative Pricing with Lévy Processes," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2005-01, Nov.
• Arito Ono & Iichiro Uesugi, 2005, "The Role of Collateral and Personal Guarantees in Relationship Lending: Evidence from Japan's Small Business Loan Market," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 05027, Nov.
• Caroline Freund & Frank Warnock, 2005, "Current Account Deficits in Industrial Countries: The Bigger They are, the Harder They Fall?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11823, Dec.
• Deepak Shah, 2005, "Resurrection of Rural Credit Delivery System in Maharashtra, India," Finance, University Library of Munich, Germany, number 0512003, Dec.
• Morten Nalholm, 2005, "Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2005/08, Nov.
• Tano Santos & Pietro Veronesi, 2005, "Cash-Flow Risk, Discount Risk, and the Value Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 11816, Dec.
• Forsman, Mats-Ola, 2005, "Speculative Attacks on Nordic Exchange-Rates, 1971-1992," Working Papers in Economics, University of Gothenburg, Department of Economics, number 186, Aug.
• Michael Graff, 2005, "Is There an Optimum Level of Financial Activity?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 05-106, Aug, DOI: 10.3929/ethz-a-005104837.
• Qiang Liu, 2005, "Options Pricing with Arithmetic Brownian Motion and its Implication for Risk-Neutral Valuation," Finance, University Library of Munich, Germany, number 0512001, Dec.

Report NEP-FMK-2005-12-09

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: