Report NEP-FMK-2006-02-12

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:

• Hakenes, Hendrik & Schnabel, Isabel, 2006, "Bank Size and Risk-Taking under Basel II," 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 88, Feb.
• Claeys, Sophie & Hainz, Christa, 2006, "Foreign Banks in Eastern Europe: Mode of Entry and Effects on Bank Interest Rates," 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 95, Feb.
• Carlos F. Alves & Victor Mendes, 2006, "Mutual fund flows’ performance reaction: does convexity apply to small markets?," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 204, Feb.
• Item repec:lic:licosd:16606 is not listed on IDEAS anymore

• Francesco Menoncin, 2006, "The role of longevity bonds in optimal portfolios," Working Papers, University of Brescia, Department of Economics, number 0601.
• Item repec:col:001049:002374 is not listed on IDEAS anymore

• Adam S. Posen, 2006, "Why Central Banks Should Not Burst Bubbles," Working Paper Series, Peterson Institute for International Economics, number WP06-1, Jan.
• Item repec:kie:kieliw:1265 is not listed on IDEAS anymore

• Evelyn Hayden & Daniel Porath & Natalja von Westernhagen, 2006, "Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 110, Jan.
• Juthathip Jongwanich, 2006, "Exchange Rate Regimes, Capital Account Opening and Real Exchange Rates: Evidence from Thailand," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2006-01.
• Markku Lanne & Pentti Saikkonen, 2005, "Modeling Conditional Skewness in Stock Returns," Economics Working Papers, European University Institute, number ECO2005/14.
• Markus Baltzer, 2006, "European Financial Market Integration in the Gründerboom and Gründerkrach: Evidence from European Cross-Listings," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 111, Jan.
• Elena Corallo, 2005, "The "news" effect on some financial variables," LIUC Papers in Economics, Cattaneo University (LIUC), number 172, Jun.
• Andre Oliveira SANTOS, , "Capital Asset Pricing Model and Changes in Volatility," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp4.
• Ignacio Briones & André Villela, 2006, "European Banks and their Impact on the Banking Industry in Chile," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 108, Jan.
• Michael Graff, 2006, "Myths and Truths: The "Law and Finance Theory" Revisited," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 06-122, Jan, DOI: 10.3929/ethz-a-005118203.
• Annamarie Lusardi & Olivia S. Mitchell, 2005, "Financial Literacy and Planning: Implications for Retirement Wellbeing," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp108, Dec.
• Rodrik, Dani, 2006, "The Social Cost of Foreign Exchange Reserves," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5483, Jan.
• Francesco Menoncin, 2005, "Cyclical risk exposure of pension funds: a theoretical framework," Working Papers, University of Brescia, Department of Economics, number ubs0503.
• Francisco J. Pueyo, 2006, "Interlocking directorates in Spanish banking in the twentieth century," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 931, Jan.
• Item repec:ecb:ecbwps:20060582 is not listed on IDEAS anymore

• Michele Fratianni & Franco Spinelli, 2006, "Did Genoa and Venice Kick a Financial Revolution in the Quattrocento?," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 112, Jan.
• Item repec:hum:wpaper:sfb649dp2006-005 is not listed on IDEAS anymore

• Item repec:ecb:ecbwps:20060581 is not listed on IDEAS anymore

• Giancarlo Corsetti, 2005, "Openness and the case for flexible exchange rates," Economics Working Papers, European University Institute, number ECO2005/21.
• Item repec:kie:kieliw:1269 is not listed on IDEAS anymore

• Sanne Zwart, 2005, "Liquidity runs with endogenous information acquisition," Economics Working Papers, European University Institute, number ECO2005/18.
• Carlos F. Alves & Victor Mendes, 2006, "Are mutual fund investors in jail?," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 203, Feb.
• Wolfstetter, Elmar G., 2005, "Procurement of Goods and Services – Scope and Government," 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 93, Dec.
• Item repec:col:001049:002373 is not listed on IDEAS anymore

• Antoni Bosch-Domènech & Joaquim Silvestre, 2006, "Averting risk in the face of large losses: Bernoulli vs. Tversky and Kahneman," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 932, Jan.
• Michiel Bijlsma & Cora Zonderland & Machiel van Dijk & Marc Pomp, 2005, "Competition in markets for life insurance," CPB Document, CPB Netherlands Bureau for Economic Policy Analysis, number 96, Sep.
• Fernandez, Pablo, 2005, "Valuing companies with a fixed book-value leverage ratio," IESE Research Papers, IESE Business School, number D/614, Nov.
• Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2005, "DSGE Models of High Exchange-Rate Volatility and Low Pass-Through," Economics Working Papers, European University Institute, number ECO2005/23.
• Véronique SAINT GES (E3i-IFReDE-GRES & INRA), 2006, "Environmental policies relating to the use of pesticides: proximities and innovations (In French)," Cahiers du GRES (2002-2009), Groupement de Recherches Economiques et Sociales, number 2006-06.
• Lengwiler, Yvan & Wolfstetter, Elmar G., 2006, "Corruption in Procurement Auctions," 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 90, Jan.
• Manoel F. Meyer Bittencourt, 2006, "Financial Development and Inequality: Brazil 1985-99," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 06/582, Jan.
• Willem Boshoff, 2005, "The properties of cycles in South African financial variables and their relation to the business cycle," Working Papers, Stellenbosch University, Department of Economics, number 02/2005.
• Torsten Persson & Guido Tabellini, 2006, "Democracy and Development: The Devil in the Details," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 302.
• Roberto Casarin, 2005, "Stochastic Processes in Credit Risk Modelling," Working Papers, University of Brescia, Department of Economics, number ubs0505.
• Thomas Borek & Stefan Buehler & Armin Schmutzler, 2004, "Mergers under Asymmetric Information � Is there a Lemons Problem?," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0408, Jul.
• Item repec:ros:wpaper:58 is not listed on IDEAS anymore

• Michael Breuer, 2004, "Deductible or Co-Insurance: Which is the Better Insurance Contract under Adverse Selection?," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0401, Jan, revised Oct 2004.
• Eiji Ogawa & Junko Shimizu, 2006, "AMU Deviation Indicator for Coordinated Exchange Rate Policies in East Asia and its Relation with Effective Exchange Rates," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-131, Jan.
• Item repec:col:001049:002386 is not listed on IDEAS anymore

• Mauro Mastrogiacomo, 2006, "Testing consumers' asymmetric reaction to wealth changes," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 53, Jan.
• Item repec:ecb:ecbwps:20060584 is not listed on IDEAS anymore

• Item repec:lic:licosd:16205 is not listed on IDEAS anymore

• Bjørnland, Hilde C. & Hungnes, Håvard, 2005, "The commodity currency puzzle," Memorandum, Oslo University, Department of Economics, number 32/2005, Dec.
• Koedijk, Kees & Tims, Ben & Van Dijk, Mathijs, 2006, "Purchasing Power Parity and Heterogenous Mean Reversion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5473, Jan.
• Selim, Sheikh, 2006, "Current Account Dynamics and Capital Mobility in Asian Small Economies," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/9, Jan.
• Bjørnland, Hilde C., 2005, "Monetary policy and exchange rate interactions in a small open economy," Memorandum, Oslo University, Department of Economics, number 31/2005, Dec.
• Gianni Amisano & Marco Tronzano, 2005, "Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation," Working Papers, University of Brescia, Department of Economics, number ubs0512.
• Nicolas Mougeot, , "Credit Spread Specification and the Pricing of Spread Options," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp14.
• Paolo Panteghini, 2005, "S-Based Taxation under Default Risk," Working Papers, University of Brescia, Department of Economics, number ubs0506.

Report NEP-FMK-2006-02-12

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: