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. Carolina Valiente 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:

• 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 88, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• 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 95, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Carlos F. Alves & Victor Mendes, 2006. "Mutual fund flows’ performance reaction: does convexity apply to small markets?," FEP Working Papers 204, Universidade do Porto, Faculdade de Economia do Porto.
• Item repec:lic:licosd:16606 is not listed on IDEAS anymore

• Francesco Menoncin, 2006. "The role of longevity bonds in optimal portfolios," Working Papers 0601, University of Brescia, Department of Economics.
• 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 WP06-1, Peterson Institute for International Economics.
• Christian Pierdzioch & Andrea Schertler, 2006. "Investing in European Stock Markets for High-Technology Firms," Kiel Working Papers 1265, Kiel Institute for the World Economy.
• Evelyn Hayden & Daniel Porath & Natalja von Westernhagen, 2006. "Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios," Working Papers 110, Oesterreichische Nationalbank (Austrian Central Bank).
• Juthathip Jongwanich, 2006. "Exchange Rate Regimes, Capital Account Opening and Real Exchange Rates: Evidence from Thailand," Departmental Working Papers 2006-01, The Australian National University, Arndt-Corden Department of Economics.
• Markku Lanne & Pentti Saikkonen, 2005. "Modeling Conditional Skewness in Stock Returns," Economics Working Papers ECO2005/14, European University Institute.
• Markus Baltzer, 2006. "European Financial Market Integration in the Gründerboom and Gründerkrach: Evidence from European Cross-Listings," Working Papers 111, Oesterreichische Nationalbank (Austrian Central Bank).
• Elena Corallo, 2005. "The "news" effect on some financial variables," LIUC Papers in Economics 172, Cattaneo University (LIUC).
• Andre Oliveira SANTOS, "undated". "Capital Asset Pricing Model and Changes in Volatility," FAME Research Paper Series rp4, International Center for Financial Asset Management and Engineering.
• Ignacio Briones & André Villela, 2006. "European Banks and their Impact on the Banking Industry in Chile," Working Papers 108, Oesterreichische Nationalbank (Austrian Central Bank).
• Michael Graff, 2006. "Myths and Truths: The "Law and Finance Theory" Revisited," KOF Working papers 06-122, KOF Swiss Economic Institute, ETH Zurich.
• Annamarie Lusardi & Olivia S. Mitchell, 2005. "Financial Literacy and Planning: Implications for Retirement Wellbeing," Working Papers wp108, University of Michigan, Michigan Retirement Research Center.
• Rodrik, Dani, 2006. "The Social Cost of Foreign Exchange Reserves," CEPR Discussion Papers 5483, C.E.P.R. Discussion Papers.
• Francesco Menoncin, 2005. "Cyclical risk exposure of pension funds: a theoretical framework," Working Papers ubs0503, University of Brescia, Department of Economics.
• Francisco J. Pueyo, 2006. "Interlocking directorates in Spanish banking in the twentieth century," Economics Working Papers 931, Department of Economics and Business, Universitat Pompeu Fabra.
• Bilbiie, Florin O. & Meier, André & Müller, Gernot J., 2006. "What accounts for the changes in U.S. fiscal policy transmission?," Working Paper Series 0582, European Central Bank.
• Michele Fratianni & Franco Spinelli, 2006. "Did Genoa and Venice Kick a Financial Revolution in the Quattrocento?," Working Papers 112, Oesterreichische Nationalbank (Austrian Central Bank).
• Weber, Enzo, 2006. "British interest rate convergence between the US and Europe: A recursive cointegration analysis," SFB 649 Discussion Papers 2006-005, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Afonso, António & Schuknecht, Ludger & Tanzi, Vito, 2006. "Public sector efficiency: evidence for new EU member states and emerging markets," Working Paper Series 0581, European Central Bank.
• Giancarlo Corsetti, 2005. "Openness and the case for flexible exchange rates," Economics Working Papers ECO2005/21, European University Institute.
• Kristina Kittelmann & Marcel Tirpak & Rainer Schweickert & Lúcio Vinhas de Souza, 2006. "From Transition Crises to Macroeconomic Stability? Lessons from a Crises Early Warning System for Eastern European and CIS Countries," Kiel Working Papers 1269, Kiel Institute for the World Economy.
• Sanne Zwart, 2005. "Liquidity runs with endogenous information acquisition," Economics Working Papers ECO2005/18, European University Institute.
• Carlos F. Alves & Victor Mendes, 2006. "Are mutual fund investors in jail?," FEP Working Papers 203, Universidade do Porto, Faculdade de Economia do Porto.
• 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 93, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• 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 932, Department of Economics and Business, Universitat Pompeu Fabra.
• Michiel Bijlsma & Cora Zonderland & Machiel van Dijk & Marc Pomp, 2005. "Competition in markets for life insurance," CPB Document 96, CPB Netherlands Bureau for Economic Policy Analysis.
• Fernandez, Pablo, 2005. "Valuing companies with a fixed book-value leverage ratio," IESE Research Papers D/614, IESE Business School.
• Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2005. "DSGE Models of High Exchange-Rate Volatility and Low Pass-Through," Economics Working Papers ECO2005/23, European University Institute.
• 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) 2006-06, Groupement de Recherches Economiques et Sociales.
• Lengwiler, Yvan & Wolfstetter, Elmar G., 2006. "Corruption in Procurement Auctions," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 90, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Manoel F. Meyer Bittencourt, 2006. "Financial Development and Inequality: Brazil 1985-99," Bristol Economics Discussion Papers 06/582, School of Economics, University of Bristol, UK.
• Willem Boshoff, 2005. "The properties of cycles in South African financial variables and their relation to the business cycle," Working Papers 02/2005, Stellenbosch University, Department of Economics.
• Torsten Persson & Guido Tabellini, 2006. "Democracy and Development: The Devil in the Details," Working Papers 302, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Roberto Casarin, 2005. "Stochastic Processes in Credit Risk Modelling," Working Papers ubs0505, University of Brescia, Department of Economics.
• Thomas Borek & Stefan Buehler & Armin Schmutzler, 2004. "Mergers under Asymmetric Information � Is there a Lemons Problem?," SOI - Working Papers 0408, Socioeconomic Institute - University of Zurich.
• 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 0401, Socioeconomic Institute - University of Zurich, 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 d05-131, Institute of Economic Research, Hitotsubashi University.
• Item repec:col:001049:002386 is not listed on IDEAS anymore

• Mauro Mastrogiacomo, 2006. "Testing consumers' asymmetric reaction to wealth changes," CPB Discussion Paper 53, CPB Netherlands Bureau for Economic Policy Analysis.
• Manganelli, Simone, 2006. "A new theory of forecasting," Working Paper Series 0584, European Central Bank.
• Item repec:lic:licosd:16205 is not listed on IDEAS anymore

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