Report NEP-FMK-2005-12-20

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:

• Huang, Haizhou & Marin, Dalia & Xu, Chenggang, 2004, "Financial Crisis, Economic Recovery, and Banking Development in Russia, and other FSU Countries," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 79, Jun.
• Andrés Rivas & Rahul Verma & Antonio Rodriguez & Pedro H. Albuquerque, 2005, "Do European Stock Markets Affect Latin American Stock Markets?," Finance, University Library of Munich, Germany, number 0512017, Dec.
• Dimitris Kenourgios, 2005, "Price Discovery In The Athens Derivatives Exchange: Evidence For The Ftse/Ase-20 Futures Market," Finance, University Library of Munich, Germany, number 0512014, Dec.
• Dorofeenko, Viktor & Lee, Gabriel S. & Salyer, Kevin D., 2005, "Agency Costs and Investment Behavior," Economics Series, Institute for Advanced Studies, number 182, Dec.
• Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2005, "The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 523, Dec.
• Item repec:san:cdmawp:0512 is not listed on IDEAS anymore

• Dimitris Kenourgios, 2005, "Testing Efficiency And The Unbiasedness Hypothesis Of The Emerging Greek Futures Market," Finance, University Library of Munich, Germany, number 0512015, Dec.
• Aleksander Berentsen & Gabriele Camera & Christopher Waller, 2005, "Money, Credit and Banking," CESifo Working Paper Series, CESifo, number 1617.
• Ricardo Caballero & Arvind Krishnamurthy, 2005, "Financial System Risk and Flight to Quality," NBER Working Papers, National Bureau of Economic Research, Inc, number 11834, Dec.
• Rasmus Fatum & Barry Scholnick, , "Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 05-14, revised Nov 2005.
• Martin Fukac, 2005, "Should Private Expectations Concern Central Bankers?," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp277, Oct.
• Georges Dionne & Pierre Duchesne & Maria Pacurar, 2005, "Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange," Cahiers de recherche, CIRPEE, number 0533.
• Dubois, P., 2005, "Heterogeneity of preferences, limited commitment and coalitions : empirical evidence on the limits to risk sharing in rural Pakistan," Economics Working Paper Archive (Toulouse), French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse), number 200505.
• Joao Amaro de Matos & Marcelo Fernandes, 2004, "Testing the Markov property with ultra-high frequency financial data," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp462.
• Benk, Szil rd & Gillman, Max & Kejak, Michal, 2005, "Credit Shocks in the Financial Deregulatory Era: Not the Usual Suspects," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2005/13, Dec.
• Jack Mintz & Alfons J. Weichenrieder & Alfons Weichenrieder, 2005, "Taxation and the Financial Structure of German Outbound FDI," CESifo Working Paper Series, CESifo, number 1612.
• Item repec:iim:iimawp:2005-12-02 is not listed on IDEAS anymore

• Agnès Bénassy-Quéré & Valérie Mignon & Alexis Penot, 2005, "China and the Relationship Between the Oil Price and the Dollar," Working Papers, CEPII research center, number 2005-16, Oct.
• Axel Boersch-Supan & Alexander Ludwig & Joachim Winter, 2005, "Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 11850, Dec.
• Steven Brakman & Harry Garretsen & Charles van Marrewijk & Charles van Marrewijk, 2005, "Cross-Border Mergers and Acquisitions: On Revealed Comparative Advantage and Merger Waves," CESifo Working Paper Series, CESifo, number 1602.
• Jacob Boudoukh & Matthew Richardson & Robert Whitelaw, 2005, "The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly," NBER Working Papers, National Bureau of Economic Research, Inc, number 11840, Dec.
• Lloyd Blanchard & Bo Zhao & John Yinger, 2005, "Do Credit Market Barriers Exist for Minority and Women Entrepreneurs?," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 74, Dec.
• Mikhail Anufriev, 2005, "Wealth-Driven Competition in a Speculative Financial Market: Examples with Maximizing Agents," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2005/27, Dec.
• Martin Feldstein, 2005, "Monetary Policy in a Changing International Environment: The Role of Global Capital Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 11856, Dec.
• Item repec:pqs:wpaper:0342005 is not listed on IDEAS anymore

• Benk, Szil rd & Gillman, Max & Kejak, Michal, 2005, "A Comparison of Exchange Economies within a Monetary Business Cycle," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2005/14, Dec.
• Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron, 2005, "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 11851, Dec.
• Yamin Ahmad & Pietro Cova & Rodrigo Harrison, 2004, "Foreign Direct Investment versus Portfolio Investment : A Global Games Approach," Working Papers, UW-Whitewater, Department of Economics, number 05-03, Sep.
• Joao Amaro de Matos & Ana Lacerda, 2004, "Dry markets and superreplication bounds of American derivatives," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp461.
• Item repec:sca:scaewp:0516 is not listed on IDEAS anymore

• Sendhil Mullainathan & Andrei Shleifer, 2005, "Persuasion in Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 11838, Dec.
• Gerhard Schroeder, 2005, "Systematics of Advanced Capital Market Models based on Empirical Research," International Finance, University Library of Munich, Germany, number 0512003, Dec.