Report NEP-FMK-2006-01-01

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:

• Item repec:ecb:ecbops:20050042 is not listed on IDEAS anymore

• Fernando N. de Oliveira & Walter Novaes, 2005, "The Market of Foreign Exchange Hedge in Brazil: Reactions of Financial Institutions to Interventions of the Central Bank," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2005-13, Dec.
• Benjamin Y. Zhang & Hao Zhou & Haibin Zhu, 2005, "Explaining credit default swap spreads with the equity volatility and jump risks of individual firms," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-63.
• Berger, Allen N. & Udell, Gregory F., 2005, "A more complete conceptual framework for financing of small and medium enterprises," Policy Research Working Paper Series, The World Bank, number 3795, Dec.
• Aristeidis Samitas & Dimitris Kenourgios, 2005, "Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies," Finance, University Library of Munich, Germany, number 0512022, Dec.
• Eduardo Levy Yeyati & Martín González Rozada, 2005, "Global Factors and Emerging Market Spreads," Business School Working Papers, Universidad Torcuato Di Tella, number globalfactorsspreads.
• Serafín Frache & Gabriel Katz, 2004, "Estimating a Risky Term Structure of Uruguayan Sovereign Bonds," Documentos de Trabajo (working papers), Department of Economics - dECON, number 0304, May.
• Cédric Tille, 2005, "Financial integration and the wealth effect of exchange rate fluctuations," Staff Reports, Federal Reserve Bank of New York, number 226.
• Aart Kraay & Norman Loayza & Luis Servén & Jaume Ventura, 2000, "Country portfolios," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 913, Oct.
• Giuseppe Bruno & Ernesto Maurizio Ordine & Antonio Scalia, 2005, "Banks� participation in the Eurosystem auctions and money market integration," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 562, Sep.
• Fadil Govori, 2005, "Financial Markets And Institutions: Important Functions," Finance, University Library of Munich, Germany, number 0512025, Dec.
• Alberto Martin, 2004, "Endogenous credit cycles," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 916, Nov, revised Aug 2008.
• Mamie Marcuss, 2005, "International remittances: information for New England financial institutions," Public and Community Affairs Discussion Papers, Federal Reserve Bank of Boston, number 2005-1.
• Fatih Ozatay & Guven Sak, 2003, "Banking Sector Fragility and Turkey�s 2000�01 Financial Crisis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0308.
• Linda S. Goldberg & Michael W. Klein, 2005, "Establishing credibility: evolving perceptions of the European Central Bank," Staff Reports, Federal Reserve Bank of New York, number 231.
• Yuksel Gormez & Christopher Houghton Budd, 2003, "Electronic Money Free Banking and Some Implications for Central Banking," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0303.
• Knill, April M., 2008, "Does foreign portfolio investment reach small listed firms ?," Policy Research Working Paper Series, The World Bank, number 3796, Aug.
• Godwin Nwaobi, 2005, "Securities Markets And Social Capital Integration In Africa: Risks And Policy Options," Finance, University Library of Munich, Germany, number 0512019, Dec.
• Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2005, "International Stock Return Comovements," NBER Working Papers, National Bureau of Economic Research, Inc, number 11906, Dec.
• Leonardo Gambacorta & Simonetta Iannotti, 2005, "Are there asymmetries in the response of bank interest rates monetary shocks?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 566, Nov.
• Ferhan Salman, 2005, "Risk Aversion, Sovereign Bonds and Risk Premium," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0514.
• Leonardo Bartolini & R. Spence Hilton & Alessandro Prati, 2005, "Money market integration," Staff Reports, Federal Reserve Bank of New York, number 227.
• Ingrid Lo & Stephen Sapp, 2005, "Order Submission: The Choice between Limit and Market Orders," Staff Working Papers, Bank of Canada, number 05-42, DOI: 10.34989/swp-2005-42.
• Liuren Wu & Frank X. Zhang, 2005, "A no-arbitrage analysis of economic determinants of the credit spread term structure," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-59.
• Ross Levine & Sergio Schmukler, 2005, "Internationalization and Stock Market Liquidity," NBER Working Papers, National Bureau of Economic Research, Inc, number 11894, Dec.
• Lubos Pastor & Pietro Veronesi, 2005, "Technological Revolutions and Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 11876, Dec.
• Item repec:dgr:umamet:2005053 is not listed on IDEAS anymore

• Beverly Hirtle & Kevin J. Stiroh, 2005, "The return to retail and the performance of U.S. banks," Staff Reports, Federal Reserve Bank of New York, number 233.
• Dimitris Kenourgios & Aristeidis Samitas & Panagiotis Drosos, 2005, "Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract," Finance, University Library of Munich, Germany, number 0512018, Dec.
• Marcus Noland, 2005, "South Korea's Experience with International Capital Flows," Working Paper Series, Peterson Institute for International Economics, number WP05-4, Jun.
• Massimo Guidolin & Giovanna Nicodano, 2007, "Small caps in international equity portfolios: the effects of variance risk," Working Papers, Federal Reserve Bank of St. Louis, number 2005-075, DOI: 10.20955/wp.2005.075.
• Luca Casolaro & Leonardo Gambacorta & Luigi Guiso, 2005, "Regulation, formal and informal enforcement and the development of the household loan market. Lessons from Italy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 560, Sep.
• Andrew Ang & Joseph Chen, 2005, "CAPM Over the Long Run: 1926-2001," NBER Working Papers, National Bureau of Economic Research, Inc, number 11903, Dec.
• Dollar, David & Kraay, Aart, 2005, "Neither a borrower nor a lender : does China's zero net foreign asset position make economic sense?," Policy Research Working Paper Series, The World Bank, number 3801, Dec.
• Ingyu Chiou & James Jordan- Wagner & Hai-Chin Yu, 2005, "How do Currency Markets Interact? Evidence from the Yen-Dollar Exchange Rates in Tokyo, London, and New York," Finance, University Library of Munich, Germany, number 0512024, Dec.
• Michael S. Gibson, 2005, "Measuring counterparty credit exposure to a margined counterparty," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-50.
• James Dow & Itay Goldstein & Alexander Guembel, 2005, "Commitment to Overinvest and Price Informativeness," OFRC Working Papers Series, Oxford Financial Research Centre, number 2005fe18.
• Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein, 2005, "Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 11861, Dec.
• Owen A. Lamont & Jeremy C. Stein, 2005, "Investor Sentiment and Corporate Finance: Micro and Macro," NBER Working Papers, National Bureau of Economic Research, Inc, number 11882, Dec.
• Michael D. Bordo & Christopher M. Meissner, 2005, "The Role of Foreign Currency Debt in Financial Crises: 1880-1913 vs. 1972-1997," NBER Working Papers, National Bureau of Economic Research, Inc, number 11897, Dec.
• Ferhan Salman, 2005, "Information, Capital Gains Taxes & New York Stock Exchange," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0513.
• Oren Sussman & Alexander Guembel, 2005, "Sovereign Debt Without Default Penalties," OFRC Working Papers Series, Oxford Financial Research Centre, number 2005fe17.
• Hui Guo & Jason Higbee, 2006, "Market timing with aggregate and idiosyncratic stock volatilities," Working Papers, Federal Reserve Bank of St. Louis, number 2005-073, DOI: 10.20955/wp.2005.073.
• Gunther Schnabl, 2005, "The Russian Currency Basket: The Rising Role of the Euro for Russia’s Exchange Rate Policies," International Finance, University Library of Munich, Germany, number 0512005, Dec.
• Zelal Aktas & Neslihan Kaya & Umit Ozlale, 2005, "The Price Puzzle in Emerging Markets : Evidence from the Turkish Economy Using Model Based Risk Premium Derived from Domestic Fundamentals," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0502.
• Dimitris Kenourgios & Spyros Papathanasiou & Emmanouil Rafail Melas, 2005, "Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription," Finance, University Library of Munich, Germany, number 0512023, Dec.
• Frederic Mishkin, 2005, "Is Financial Globalization Beneficial?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11891, Dec.
• Hélène David-Benz & Idrissa Wade & Johny Egg, 2005, "Market Information and Price Instability : An Insight into Vegetable Markets in Senegal," Microeconomics, University Library of Munich, Germany, number 0512005, Dec.
• Edward J. Kane, 2005, "Confronting Divergent Interests in Cross-Country Regulatory Arrangements," NBER Working Papers, National Bureau of Economic Research, Inc, number 11865, Dec.
• Sarmistha Pal, 2005, "Do External Funds Yield Lower Returns? Recent Evidence From East Asian Economies," Development and Comp Systems, University Library of Munich, Germany, number 0512021, Dec.
• Item repec:sca:scaewp:0518 is not listed on IDEAS anymore

• Frode Brevik & Stefano d'Addona, 2005, "Information Quality and Stock Returns Revisited," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-24, Dec.
• Owen F. Humpage & Javiera Ragnartz, 2005, "Swedish intervention and the Krona float, 1993–2002," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0514, DOI: 10.26509/frbc-wp-200514.
• Federico Marongiu, 2005, "Towards A New Set Of Leading Indicators Of Currency Crisis For Developing Countries: An Application To Argentina," Public Economics, University Library of Munich, Germany, number 0512011, Dec.
• Mehtap Kesriyeli & Erdal Ozmen & Serkan Yigit, 2005, "Corporate Sector Debt Composition and Exchange Rate Balance Sheet Effect in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0516.
• Vicente Lazen, 2005, "El Mercado Secundario de Deuda en Chile," Finance, University Library of Munich, Germany, number 0512020, Dec.
• Knill, April M., 2005, "Taking the bad with the good : volatility of foreign portfolio investment and financial constraints of small firms," Policy Research Working Paper Series, The World Bank, number 3797, Dec.
• Michelle L. Barnes & Jose A. Lopez, 2005, "Alternative measures of the Federal Reserve banks' cost of equity capital," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 05-2.
• Laurence Ales & Francesca Carapella & Pricila Maziero & Warren E. Weber, 2006, "A model of banknote discounts," Working Papers, Federal Reserve Bank of Minneapolis, number 641.
• Marianne Bertrand & Dean Karlin & Sendhil Mullainathan & Eldar Shafir & Jonathan Zinman, 2005, "What's Psychology Worth? A Field Experiment in the Consumer Credit Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 11892, Dec.
• Ana Maria Herrera & Pinar Ozbay, 2005, "A Dynamic Model of Central Bank Intervention," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0501.
• Richard J. Rosen & Scott B. Smart & Chad J. Zutter, 2005, "Why do firms go public? evidence from the banking industry," Working Paper Series, Federal Reserve Bank of Chicago, number WP-05-17.
• Yongfu Huang, 2005, "What determines financial development?," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 05/580, Dec.
• Walter Novaes & Fernando N. de Oliveira, 2005, "Demanda de Derivativos de Câmbio no Brasil: Hedge ou Especulação," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2005-14, Dec.
• Karen E. Dynan & Douglas W. Elmendorf & Daniel E. Sichel, 2005, "Can financial innovation help to explain the reduced volatility of economic activity?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-54.
• Bjuggren, Per-Olof & Wiberg, Daniel, 2005, "Industry Specific Effects in Investment Performance and Valuation of Firms - Marginal q in a Stock Market Bubble," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 45, Dec.
• Hamdi KHALFAOUI, 2005, "Question de causalité entre développement réel et développement financier : Une notion encore embarrassée," Development and Comp Systems, University Library of Munich, Germany, number 0512020, Dec.
• Jean-Pierre Danthine & John B. Donaldson & Paolo Siconolfi, 2005, "Distribution Risk and Equity Returns," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 05.10, Nov.
• Lasagabaster, Esperanza & Maimbo, Samuel Munzele & Hulugalle, Sriyani, 2005, "Sri Lanka's migrant labor remittances : enhancing the quality and outreach of the rural remittance infrastructure," Policy Research Working Paper Series, The World Bank, number 3789, Dec.
• Gürkaynak, Refet S. & Wolfers, Justin, 2005, "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1899, Dec.
• Jayati Sarkar & Subrata Sarkar, 2005, "Debt and corporate governance in emerging economies: Evidence from India," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2005-007, Nov.
• Enrique Schroth & Dezsö Szalay, 2005, "Cash breeds Success: The Role of Financing Constraints in Patent Races," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 05.11, May.
• Paul Castillo & Diego Winkelried, 2005, "Dollarization Persistence and Individual Heterogeneity," Macroeconomics, University Library of Munich, Germany, number 0512014, Dec, revised 31 Dec 2005.
• Item repec:bon:bonedp:bgse37_2005 is not listed on IDEAS anymore

• Ozge Akinci & Olcay Yucel Culha & Umit Ozlale & Gulbin Sahinbeyoglu, 2005, "The Effectiveness of Foreign Exchange Interventions for the Turkish Economy : A Post-Crisis Period Analysis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0506.
• Hamdi KHALFAOUI, 2005, "Libéralisation financière : Impacts et conditions de réussite Un essai d'application pour les pays du Maghreb," International Finance, University Library of Munich, Germany, number 0512006, Dec.
• André SCHMITT & Sandrine SPAETER, 2005, "Hedging Strategies and the Financing of the 1992 International Oil Pollution Compensation Fund," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2005-12.
• David C. Mills, 2005, "Alternative central bank credit policies for liquidity provision in a model of payments," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-55.
• Fumiko Hayashi & Stuart E. Weiner, 2005, "Competition and credit and debit card interchange fees: a cross-country analysis," Payments System Research Working Paper, Federal Reserve Bank of Kansas City, number PSR WP 05-03.
• Item repec:sca:scaewp:0517 is not listed on IDEAS anymore

• Ozge Akinci & Yasemin Barlas Ozer & Bulent Usta, 2005, "Dolarizasyon Endeksleri : Turkiye�deki Dolarizasyon Surecine Iliskin Gostergeler," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0517.
• Melike Altinkemer, 2003, "Recent Experiences With Capital Controls : Is There A Lesson for Turkey?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0305.
• Gianni La Cava, 2005, "Financial Constraints, the User Cost of Capital and Corporate Investment in Australia," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2005-12, Dec.
• Eduardo Siandra, 2005, "Uruguay Capital Market: Law-in-the-books or Law-in-action?," Documentos de Trabajo (working papers), Department of Economics - dECON, number 0205, May.
• anonymous, 2005, "Assessing the impact of electronic benefits transfer on America's communities and the U.S. payment system," Consumer Finance Institute discussion papers, Federal Reserve Bank of Philadelphia, number 05-02.
• Dasgupta, Susmita & Jong Ho Hong & Laplante, Benoit & Mamingi, Nlandu, 2004, "Disclosure of environmental violations and the stock market in the Republic of Korea," Policy Research Working Paper Series, The World Bank, number 3344, Jun.
• Spiros Bougheas & Paul Mizen & Cihan Yalcin, 2004, "Access to External Finance : Theory and Evidence on the Impact of Firm-Specific Characteristics," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0406.

Report NEP-FMK-2006-01-01

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: