Report NEP-FMK-2005-12-22
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.Subscribe to this report: email or RSS
Other reports in NEP-FMK
The following items were announced in this report:
- Dorofeenko, Viktor & Lee, Gabriel S. & Salyer, Kevin D., 2005. "Agency Costs and Investment Behavior," Economics Series 182, Institute for Advanced Studies.
- Junjian Miao, . "A search model of centralized and decentralized trade," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-012, Boston University - Department of Economics, revised Oct 2005.
- 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 79, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- de la Plaza, Luis & Sirtaine, Sophie, 2005. "An analysis of the 2002 Uruguayan banking crisis," Policy Research Working Paper Series 3780, The World Bank.
- Anna Zalewska, 2005. "Home bias and stock market development. The Polish experience," The Centre for Market and Public Organisation 05/136, Department of Economics, University of Bristol, UK.
- Berger, Allen N. & Clarke, George R. G. & Cull, Robert & Klapper, Leora & Udell, Gregory F., 2005. "Corporate governance and bank performance : a joint analysis of the static, selection, and dynamic effects of domestic, foreign, and state ownership," Policy Research Working Paper Series 3632, The World Bank.
- Benk, Szilárd & Gillman, Max & Kejak, Michal, 2005. "A Comparison of Exchange Economies within a Monetary Business Cycle," Cardiff Economics Working Papers E2005/14, Cardiff University, Cardiff Business School, Economics Section.
- Gary S. Shea, 2005. "Understanding financial derivatives during the South Sea Bubble: the case of the South Sea subscription shares," CDMA Working Paper Series 200512, Centre for Dynamic Macroeconomic Analysis.
- Deepak Shah, 2005. "Financial Health of Credit Cooperatives in the state of Maharashtra in India: Case Studies of DCCCBs," Finance 0512007, EconWPA.
- Kuijs, Louis, 2005. "Investment and saving in China," Policy Research Working Paper Series 3633, The World Bank.
- Kellermann, Tom & McNevin, Valerie, 2005. "Capital markets and e-fraud: policy note and concept paper for future study," Policy Research Working Paper Series 3586, The World Bank.
- David Schröder, 2005. "The Implied Equity Risk Premium - An Evaluation of Empirical Methods," Bonn Econ Discussion Papers bgse13_2005, University of Bonn, Germany.
- Love, Inessa & Preve, Lorenzo A. & Sarria-Allende, Virginia, 2005. "Trade credit and bank credit : evidence from recent financial crises," Policy Research Working Paper Series 3716, The World Bank.
- Item repec:bos:macppr:wp2005-015 is not listed on IDEAS anymore
- Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2005. "The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations," RCER Working Papers 523, University of Rochester - Center for Economic Research (RCER).
- Gallardo, Joselito & Ouattara, Korotoumou & Randhawa, Bikki & Steel, William F., 2005. "Comparative review of microfinance regulatory framework issues in Benin, Ghana, and Tanzania," Policy Research Working Paper Series 3585, The World Bank.
- Marcel Boyer & Éric Gravel, 2005. "Évaluation de projets : la valeur actualisée nette optimisée (VAN-O)," CIRANO Working Papers 2005s-37, CIRANO.
- Honohan, Patrick, 2005. "Banking sector crises and inequality," Policy Research Working Paper Series 3659, The World Bank.
- Jack Mintz & Alfons Weichenrieder, 2005. "Taxation and the Financial Structure of German Outbound FDI," CESifo Working Paper Series 1612, CESifo Group Munich.
- Steven Brakman & Harry Garretsen & Charles van Marrewijk, 2005. "Cross-Border Mergers and Acquisitions: On Revealed Comparative Advantage and Merger Waves," CESifo Working Paper Series 1602, CESifo Group Munich.
- Lloyd Blanchard & Bo Zhao & John Yinger, 2005. "Do Credit Market Barriers Exist for Minority and Women Entrepreneurs?," Center for Policy Research Working Papers 74, Center for Policy Research, Maxwell School, Syracuse University.
- Dirk Hackbarth & Junjian Miao & Erwan Morellec, 2005. "Capital Structure, Credit Risk, and Macroeconomic Conditions," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-005, Boston University - Department of Economics.
- 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 0533, CIRPEE.
- Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron, 2005. "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market," NBER Working Papers 11851, National Bureau of Economic Research, Inc.
- 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 11840, National Bureau of Economic Research, Inc.
- Dailami, Mansoor & Masson, Paul R. & Padou, Jean Jose, 2005. "Global monetary conditions versus country-specific factors in the determination of emerging market debt spreads," Policy Research Working Paper Series 3626, The World Bank.
- Klapper, Leora, 2005. "The role of factoring for financing small and medium enterprises," Policy Research Working Paper Series 3593, The World Bank.
- Marc-André Gosselin & Nicolas Parent, 2005. "An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia," Working Papers 05-38, Bank of Canada.
- Sendhil Mullainathan & Andrei Shleifer, 2005. "Persuasion in Finance," NBER Working Papers 11838, National Bureau of Economic Research, Inc.
- Dimitris Kenourgios & Nikolaos Pavlidis, 2005. "Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market," Finance 0512011, EconWPA.
- Kraay, Aart & Ventura, Jaume, 2005. "The dot-com bubble, the Bush deficits, and the U.S. current account," Policy Research Working Paper Series 3672, The World Bank.
- Matos, Joao Amaro de & Lacerda, Ana, 2004. "Dry Markets and Superreplication Bounds of American Derivatives," FEUNL Working Paper Series wp461, Universidade Nova de Lisboa, Faculdade de Economia.
- Nathan M Jensen, 2005. "Measuring Risk: Political Risk Insurance Premiums and Domestic Political Institutions," International Finance 0512002, EconWPA.
- Fadil GOVORI, 2005. "Pavarsia E Bankës Qendrore," Finance 0512008, EconWPA.
- Gavin Cameron & John Muellbauer & Anthony Murphy, 2005. "Booms, Busts and Ripples in British Regional Housing Markets," Macroeconomics 0512003, EconWPA.
- Item repec:iim:iimawp:2005-12-02 is not listed on IDEAS anymore
- Claessens, Stijn, 2005. "Access to financial services: a review of the issues and public policy objectives," Policy Research Working Paper Series 3589, The World Bank.
- Benk, Szilárd & Gillman, Max & Kejak, Michal, 2005. "Credit Shocks in the Financial Deregulatory Era: Not the Usual Suspects," Cardiff Economics Working Papers E2005/13, Cardiff University, Cardiff Business School, Economics Section.
- Lee Chee Tong, 2005. "Does Stock Market Liberalisation Benefit The Economy? Evidence From Industry-Level Data," SCAPE Policy Research Working Paper Series 0516, National University of Singapore, Department of Economics, SCAPE.
- Cull, Robert & Effron, Laurie, 2005. "World Bank lending and financial sector development," Policy Research Working Paper Series 3656, The World Bank.
- Dimitris Kenourgios, 2005. "Price Discovery In The Athens Derivatives Exchange: Evidence For The Ftse/Ase-20 Futures Market," Finance 0512014, EconWPA.
- Gine, Xavier & Klonner, Stefan, 2005. "Credit constraints as a barrier to technology adoption by the poor : lessons from South Indian small-scale fishery," Policy Research Working Paper Series 3665, The World Bank.
- Mikhail Anufriev, 2005. "Wealth-Driven Competition in a Speculative Financial Market: Examples with Maximizing Agents," LEM Papers Series 2005/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Tarun Sabarwal, 2005. "Common Structures of Asset-Backed Securities and Their Risks," Finance 0512012, EconWPA, revised 29 Dec 2005.
- Cerutti, Eugenio & Dell'Ariccia, Giovanni & Martinez Peria, Maria Soledad, 2005. "How banks go abroad : branches or subsidiaries ?," Policy Research Working Paper Series 3753, The World Bank.
- Matos, Joao Amaro de & Fernandes, Marcelo, 2004. "Testing the Markov property with ultra-high frequency financial data," FEUNL Working Paper Series wp462, Universidade Nova de Lisboa, Faculdade de Economia.
- Martin Fukac, 2005. "Should Private Expectations Concern Central Bankers?," CERGE-EI Working Papers wp277, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
- Love, Inessa, 2005. "Finances of Egyptian listed firms," Policy Research Working Paper Series 3639, The World Bank.
- Fiess, Norbert & Shankar, Rashmi, 2005. "Regime-switching in exchange rate policy and balance sheet effects," Policy Research Working Paper Series 3653, The World Bank.
- Stephanou, Constantinos & Mendoza, Juan Carlos, 2005. "Credit risk measurement under Basel II : an overview and implementation issues for developing countries," Policy Research Working Paper Series 3556, The World Bank.
- Gerhard Schroeder, 2005. "Systematics of Advanced Capital Market Models based on Empirical Research," International Finance 0512003, EconWPA.
- Item repec:dgr:eureri:30007805 is not listed on IDEAS anymore
- Beck, Thorsten & Demirguc-Kunt, Asli & Martinez Peria, Maria Soledad, 2005. "Reaching out : access to and use of banking services across countries," Policy Research Working Paper Series 3754, The World Bank.
- Junjian Miao & Neng Wang, 2005. "Investment, Consumption and Hedging under Incomplete Markets," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-011, Boston University - Department of Economics, revised Sep 2006.
- Martin Feldstein, 2005. "Monetary Policy in a Changing International Environment: The Role of Global Capital Flows," NBER Working Papers 11856, National Bureau of Economic Research, Inc.
- Wagstaff, Adam & Lindelow, Magnus, 2005. "Can insurance increase financial risk ? The curious case of health insurance in China," Policy Research Working Paper Series 3741, The World Bank.
- Ricardo Caballero & Arvind Krishnamurthy, 2005. "Financial System Risk and Flight to Quality," NBER Working Papers 11834, National Bureau of Economic Research, Inc.
- Fofack, Hippolyte L., 2005. "Nonperforming loans in Sub-Saharan Africa : causal analysis and macroeconomic implications," Policy Research Working Paper Series 3769, The World Bank.
- Cuong Le Van & Frank H. Page, Jr. & Myrna Wooders, 2005. "Risky Arbitage, Asset Prices, and Externalities," Vanderbilt University Department of Economics Working Papers 0524, Vanderbilt University Department of Economics.
- Albert Lee Chun, 2005. "Expectations, Bond Yields and Monetary Policy," Finance 0512006, EconWPA.
- 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) 200505, French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse).
- Axel Boersch-Supan & Alexander Ludwig & Joachim Winter, 2005. "Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation Model," NBER Working Papers 11850, National Bureau of Economic Research, Inc.
- Beck, Thorsten & Crivelli, Juan Miguel & Summerhill, William, 2005. "State bank transformation in Brazil - choices and consequences," Policy Research Working Paper Series 3619, The World Bank.
- Andrés Rivas & Rahul Verma & Antonio Rodriguez & Pedro H. Albuquerque, 2005. "Do European Stock Markets Affect Latin American Stock Markets?," Finance 0512017, EconWPA.
- Greg Caldwell, 2005. "Subordinated Debt and Market Discipline in Canada," Working Papers 05-40, Bank of Canada.
- Aleksander Berentsen & Gabriele Camera & Christopher Waller, 2005. "Money, Credit and Banking," CESifo Working Paper Series 1617, CESifo Group Munich.
- Ishihara, Yoichiro, 2005. "Quantitative analysis of crisis: crisis identification and causality," Policy Research Working Paper Series 3598, The World Bank.
- Stephanou, Constantinos, 2005. "Supervision of financial conglomerates : the case of Chile," Policy Research Working Paper Series 3553, The World Bank.
- Dimitris Kenourgios & Aristeidis Samitas, 2005. "Testing Efficiency Of The Copper Futures Market: New Evidence From London Metal Exchange," Finance 0512010, EconWPA.
- Demirguc-Kunt, Asli & Detragiache, Enrica, 2005. "Cross-country empirical studies of systemic bank distress : a survey," Policy Research Working Paper Series 3719, The World Bank.
- Nakane, Marcio I. & Weintraub, Daniela B., 2005. "Bank privatization and productivity : evidence for Brazil," Policy Research Working Paper Series 3666, The World Bank.
- Item repec:deu:dpaper:0705 is not listed on IDEAS anymore
- Herrero, Alicia Garcia & Martinez Peria, Maria Soledad, 2005. "The mix of international banks'foreign claims : determinants and implications," Policy Research Working Paper Series 3755, The World Bank.
- Agnès Bénassy-Quéré & Valérie Mignon & Alexis Penot, 2005. "China and the Relationship Between the Oil Price and the Dollar," Working Papers 2005-16, CEPII research center.
- Nava Ashraf & Dean Karlan & Wesley Yin, 2005. "Deposit Collectors," Working Papers 930, Economic Growth Center, Yale University.
- Item repec:dgr:eureri:30007807 is not listed on IDEAS anymore
- Yamin Ahmad & Pietro Cova & Rodrigo Harrison, 2004. "Foreign Direct Investment versus Portfolio Investment : A Global Games Approach," Working Papers 05-03, UW-Whitewater, Department of Economics.
- Dimitris Kenourgios, 2005. "Testing Efficiency And The Unbiasedness Hypothesis Of The Emerging Greek Futures Market," Finance 0512015, EconWPA.
- Item repec:pqs:wpaper:0342005 is not listed on IDEAS anymore
- Fadil GOVORI, 2005. "Tendencat Në Procesin E Financimit Të Aktivitetit," Finance 0512009, EconWPA.
- Claessens, Stijn, 2005. "Taking stock of risk management techniques for sovereigns," Policy Research Working Paper Series 3570, The World Bank.
- Rasmus Fatum & Barry Scholnick, . "Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?," EPRU Working Paper Series 05-14, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Nov 2005.