Report NEP-FMK-2006-03-05

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:imf:imfwpa:06/32 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:05/222 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:05/232 is not listed on IDEAS anymore

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• Item repec:imf:imfwpa:06/33 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:05/231 is not listed on IDEAS anymore

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• Item repec:imf:imfwpa:06/18 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:05/226 is not listed on IDEAS anymore

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• Item repec:imf:imfwpa:06/26 is not listed on IDEAS anymore

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• Item repec:imf:imfwpa:06/35 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:05/196 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/13 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:05/206 is not listed on IDEAS anymore

• Hugh Gravelle & Matt Sutton, 2006, "Income, Relative Income, and Self-Reported Health in Britain 1979-2000," Discussion Papers, Department of Economics, University of York, number 06/06, Mar.
• Item repec:imf:imfwpa:05/216 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/5 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:05/202 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/6 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:05/234 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/30 is not listed on IDEAS anymore

• Lea Zicchino, 2005, "A model of bank capital, lending and the macro economy: Basel I versus Basel II," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 88, Sep.
• Item repec:imf:imfwpa:05/229 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:05/217 is not listed on IDEAS anymore

• Berger, Allen N. & Klapper,Leora & Martinez Peria,Maria Soledad & Zaidi, Rida & Berger, Allen N. & Klapper, Leora F. & Martinez Peria,Maria Soledad & Zaidi, Rida, 2006, "Bank ownership type and banking relationships," Policy Research Working Paper Series, The World Bank, number 3862, Mar.
• Item repec:imf:imfwpa:01/56 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/37 is not listed on IDEAS anymore

• Georgios Kouretas & Eleni Constantinou & Robert Georgiades & Avo Kazandjian, 2005, "Mean and variance causality between the Cyprus Stock Exchange and major equity markets," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 24, Sep.
• Item repec:imf:imfwpa:01/44 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/04 is not listed on IDEAS anymore

• Professor George M Constantinides, 2005, "Market Oganization and the prices of financial Assets," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 49, Sep.
• Item repec:imf:imfwpa:05/240 is not listed on IDEAS anymore

• Klaus Schaeck & Simon Wolfe, 2005, "Identifying "Problem Banks" in the German Co-operative and Savings Bank Sector: An Econometric Analysis," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 44, Sep.
• Patricia Chelley-Steeley & Antonios Siganos, 2005, "Momentum Profits in Alternative Stock Market Structures," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 63, Sep.
• Phillip Lawler & Jonathan James, 2005, "Macroeconomic Shocks and Central Bank Disclosure Policy: Is increased Transparency Necessarily Beneficial?," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 27, Sep.
• Jérôme Héricourt & Julien Reynaud, 2006, "La crise monétaire turque de 2000/2001 : analyse de l'échec du plan de stabilisation par le change du FMI," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla06009, Jan.
• Item repec:imf:imfwpa:06/9 is not listed on IDEAS anymore

• Peter N Smith & S Sorensen & M R Wickens, 2005, "The asymmetric effect of the business cycle on the relation between stock market returns and their volatility," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 47, Sep.
• Item repec:imf:imfwpa:05/233 is not listed on IDEAS anymore

• George Milunovich & Susan Thorp, 2005, "Valuing Volatility Spillovers," Research Papers, Macquarie University, Department of Economics, number 0506, May.
• Item repec:imf:imfwpa:05/213 is not listed on IDEAS anymore

• Caterina Mendicino, 2005, "Credit Market Development, Asset Prices and Business Cycle," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 74, Sep.
• Kirsten Lommatzsch & Balazs Egert & Amina Lahreche-Revil, 2005, "The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies:," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 14, Sep.
• Ugo Albertazzi, 2006, "Incentives in universal banks," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 572, Jan.
• Item repec:dnb:dnbwpp:089 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/29 is not listed on IDEAS anymore

• Anne Lavigne & Charlie Berger, 2005, "The French Pension Trust Fund: Can it cope with the Expected Financial Unsustainability of the PAYG Pension System?," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 7, Sep.
• Item repec:dnb:dnbwpp:090 is not listed on IDEAS anymore

• Stéphane Mussard & Virginie Terraza, 2006, "The Shapley decomposition for portfolio risk," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 06-09.
• Micco, Alejandro & Panizza, Ugo, 2006, "Bank Ownership and Lending Behavior," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 61, Feb.
• Thomas Nitschka, 2005, "The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 22, Sep.
• Katrin Tinn, 2005, "Optimal research in financial markets with heterogeneous private information; a rational expectations model," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 6, Sep.
• Massimiliano De Santis, 2005, "Interpreting Aggregate Stock Market Behavior: How Far Can the Standard Model Go?," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 5, Sep.
• Item repec:imf:imfwpa:05/199 is not listed on IDEAS anymore

• Monica Paiella, 2006, "The Foregone Gains of Incomplete Portfolios," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 156, Feb.
• Bettina Becker & Stephan G Hall, 2005, "Non-Linear Properties of Currency Crises in Emerging Markets," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 13, Sep.
• Item repec:imf:imfwpa:05/205 is not listed on IDEAS anymore

• Roberto Guimaraes & Cem Karacadag, 2005, "The Empirics of Foreign Exchange Intervention in Emerging Market Countries The Cases of Mexico and Turkey," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 68, Sep.
• Fabrice Hervé, 2006, "Les fonds de pension protègent-ils les investisseurs des évolutions du marché?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1060101, Jan.
• Clemens J M Kool & Tom Van Veen & Bertrand Chandelon & Katharina Raabe, 2005, "The Feasibility of a Fixed Exchange Rate Regime for New EU-members Evidence from Real Exchange Rates," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 20, Sep.
• Item repec:imf:imfwpa:06/31 is not listed on IDEAS anymore

• Ioannis Lazopoulos, 2005, "Cycles And Banking Crisis," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 15, Sep.
• Joshua Kirkwood & Daehoon Nahm, 2005, "Australian Banking Efficiency and its Relation to Stock Returns," Research Papers, Macquarie University, Department of Economics, number 0508, May.
• Sean Turnell, 2005, "The Rise and Fall of Cooperative Credit in Colonial Burma," Research Papers, Macquarie University, Department of Economics, number 0509, Jun.
• Ronald Ripple & Imad Moosa, 2005, "Futures Maturity and Hedging Effectiveness - The Case of Oil Futures," Research Papers, Macquarie University, Department of Economics, number 0513, Nov.
• Anja Shortland & Sourafel Girma, 2005, "The Political Economy of Financial Liberalisation," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 39, Sep.
• Marina Tomova, 2005, "Efficiency of European Banking - Inequality and Integration," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 89, Sep.
• Charles Grant & Mario Padula, 2006, "Informal Credit Markets, Judicial Costs and Consumer Credit: Evidence from Firm Level Data," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 155, Feb.
• Christos Savva & Denise R Osborn & Len Gill, 2005, "Volatility, spillover Effects and Correlations in US and Major European Markets," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 23, Sep.
• Mario Cerrato & Neil Kellard & Nicholas Sarantis, 2005, "The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 34, Sep.
• Kleopatra Nikolaou & Lucio Sarno, 2005, "New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 77, Sep.
• Francesco Menoncin, , "Risk management for pension funds," Working Papers, University of Brescia, Department of Economics, number ubs0403.
• Andrea Pescatori & Caterino Mendicino, 2005, "Credit Frictions, Housing Prices and Optimal Monetary Policy Rules," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 67, Sep.
• Valentina Meliciani & Stefania Cosci, 2005, "Multiple banking Relationships and Over-Leverage in Italian Manufacturing Firms," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 87, Sep.
• Michael Arghyrou & Virginie Boinet & Christopher Martin, 2005, "Beyond Purchasing Power Parity: Nominal exchange rates, output shocks and non linear/asymmetric equilibrium adjustment in Central Europe," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 35, Sep.
• Francesco Menoncin & Marco Tronzano, , "Optimal real exchange rate targeting: a stochastic analysis," Working Papers, University of Brescia, Department of Economics, number ubs0401.
• Gianluca Di Lorenzo & Giuseppe Marotta, 2006, "Multiple breaks in lending rate pass-through A cross country study for the euro area," Heterogeneity and monetary policy, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica, number 0602, Feb.
• Radu Tunaru & Ephraim Clark, 2005, "The Evolution of International Political Risk 1956-2001," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 37, Sep.
• Francesco Menoncin, , "Risk management for an internationally diversified portfolio," Working Papers, University of Brescia, Department of Economics, number ubs0404.
• Theo Panagiotidis & Mark J Holmes, 2005, "Sustainability and Asymmetric Adjustment: Some New Evidence Concerning Behaviour of the US Current Account," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 29, Sep.
• Simon Grant & John Quiggin, 2004, "The risk premium for equity: implications for resource allocation, welfare and policy," Risk & Uncertainty Working Papers, Risk and Sustainable Management Group, University of Queensland, number WPR04_8, Aug.
• Sailesh Tanna & Kyriaki Kosmidou & Fotios Pasiouras, 2005, "Determinants of profitability of domestic UK commercial banks: panel evidence from the period 1995-2002," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 45, Sep.
• Kaminski, Bartlomiej, 2006, "Bulgaria's institutions and policies : integrating into Pan-European markets," Policy Research Working Paper Series, The World Bank, number 3864, Mar.
• Claude Fluet, 2006, "Liability Rules under Evidentiary Uncertainty," Cahiers de recherche, CIRPEE, number 0606.
• Micco, Alejandro & Panizza, Ugo & Yañez, Monica, 2006, "Bank Ownership and Performance Does Politics Matter?," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 62, Feb.
• Cal Muckley & Raj Aggarwal & Brian Lucey, 2005, "Dynamics of Equity Markets Integration in Europe: Evidence of Change with Events and over Time," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 48, Sep.
• Paola Zerilli, 2005, "Option pricing and spikes in volatility: theoretical and empirical analysis," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 76, Sep.
• Dirk Nitzsche & Keith Cuthbertson & Niall O'Sullivan, 2005, "Mutual Fund Performance: Skill Or Luck?," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 4, Sep.
• Georgios Chortareas & George Kapetanios, 2005, "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of convergence to PPP," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 36, Sep.

Report NEP-FMK-2006-03-05

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: