Report NEP-FMK-2006-03-18

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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Kenneth M. Kletzer, 2005, "Sovereign Debt, Volatility, and Insurance," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-05, Feb, DOI: 10.24148/wp2006-05.
• Maciej Firla-Cuchra, 2005, "Explaining Launch Spreads on Structured Bonds," Economics Series Working Papers, University of Oxford, Department of Economics, number 230, Mar.
• Marta Gomez Puig, 2006, "The Impact of Monetary Union on EU-15 Sovereign Debt Yield Spreads," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 147.
• Kazuhiko NISHINA & Tatsuro Nabil MAGHREBI & Moo-Sung KIM, 2006, "Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-09, Mar.
• Adrien Verdelhan & Hanno Lustig, 2005, "The Cross-Section Of Foreign Currency Risk Premia And Consumption Growth Risk," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-019, Jun.
• Annamaria Lusardi & Olivia S. Mitchell, 2005, "Financial Literacy and Planning: Implications for Retirement Wellbeing," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 46, Dec.
• Item repec:hal:papers:halshs-00009595_v1 is not listed on IDEAS anymore

• Long Chen & Hui Guo & Lu Zhang, 2006, "Equity market volatility and expected risk premium," Working Papers, Federal Reserve Bank of St. Louis, number 2006-007, DOI: 10.20955/wp.2006.007.
• Gary Gorton & Ping He & Lixin Huang, 2006, "Asset Prices When Agents are Marked-to-Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 12075, Mar.
• Item repec:dgr:eureri:30008041 is not listed on IDEAS anymore

• Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2006, "Market-Based Measures of Monetary Policy Expectations," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-04, Jan, DOI: 10.24148/wp2006-04.
• Fourçans, André & Vranceanu, Radu, 2006, "Is the ECB so special? A qualitative and quantitative analysis," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 06004, Mar.
• Massimo Guidolin & Giovanna Nicodano, 2005, "Small Caps in International Equity Portfolios: The Effects of Variance Risk," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 41, Feb.
• Hui Guo & Christopher J. Neely, 2006, "Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model," Working Papers, Federal Reserve Bank of St. Louis, number 2006-006, DOI: 10.20955/wp.2006.006.
• Pierre Perron† & Tatsuma Wada, 2005, "Let’s Take a Break: Trends and Cycles in US Real GDP?," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-031, Jan, revised Oct 2005.
• Henrik Cronqvist, 2005, "Advertising and Portfolio Choice," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 44, Nov.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2005, "Investing for the Long-Run in European Real Estate. Does Predictability Matter?," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 40, Mar.
• Peter N. Ireland, 2005, "The monetary transmission mechanism," Working Papers, Federal Reserve Bank of Boston, number 06-1.
• Justin Wolfers & Eric Zitzewitz, 2006, "Five Open Questions about Prediction Markets," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-06, Jan, DOI: 10.24148/wp2006-06.
• Michele Cavallo & Cédric Tille, 2006, "Could capital gains smooth a current account rebalancing?," Staff Reports, Federal Reserve Bank of New York, number 237.
• Samuel Malone, 2005, "Managing Default Risk for Commodity Dependent Countries: Price Hedging in an Optimizing Model," Economics Series Working Papers, University of Oxford, Department of Economics, number 246, Oct.
• Margus Kõomägi & Priit Sander, 2006, "Venture Capital Investments And Financing In Estonia: A Case Study Approach," University of Tartu - Faculty of Economics and Business Administration Working Paper Series, Faculty of Economics and Business Administration, University of Tartu (Estonia), number 44.
• Alvaro Cartea & Diego del-Castillo-Negrete, 2006, "Fractional Diffusion Models of Option Prices in Markets with Jumps," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0604, Apr.
• Item repec:fip:fedccf:12 is not listed on IDEAS anymore

• Patrick Van Roy, 2006, "Is there a difference between solicited and unsolicited bank ratings and if so, why ?," Working Paper Research, National Bank of Belgium, number 79, Mar.
• Matias Braun & Borja Larrain, 2005, "Supply matters for asset prices: evidence from IPOs in emerging markets," Working Papers, Federal Reserve Bank of Boston, number 06-4.
• Claudio Campanale, 2005, "Increasing Returns to Saving and Wealth Inequality," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 45, Nov.
• Philip Bond & David K. Musto & Bilge Yilmaz, 2006, "Predatory lending in rational world," Working Papers, Federal Reserve Bank of Philadelphia, number 06-2.
• Maciej Firla-Cuchra & Tim Jenkinson, 2005, "Security Design in the Real World: Why are Securitization Issues Tranched?," Economics Series Working Papers, University of Oxford, Department of Economics, number 225, Mar.
• Item repec:bos:wpaper:wp2005-038 is not listed on IDEAS anymore

• Keith Sill, 2006, "Macroeconomic volatility and the equity premium," Working Papers, Federal Reserve Bank of Philadelphia, number 06-1.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2005, "The importance of default options for retirement saving outcomes: evidence from the United States," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 43, Nov.
• Dirk Schoenmaker & Charles Goodhart, 2006, "Burden Sharing in a Banking Crisis in Europe," FMG Special Papers, Financial Markets Group, number sp164, Mar.
• Kathryn Graddy, 2006, "Markets,The Fulton Fish Market," Economics Series Working Papers, University of Oxford, Department of Economics, number 254, Jan.
• Julia S. Cheney & Sherrie L. W. Rhine, 2006, "How effective were the financial safety nets in the aftermath of Katrina?," Consumer Finance Institute discussion papers, Federal Reserve Bank of Philadelphia, number 06-01.
• François Gourio, 2005, "Operating Leverage,Stock Market Cyclicality,and the Cross-Section of Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-002, Jan.
• J. Hirschberg & J. Lye & D.J. Slottje, 2005, "Alernative Forms for Restricted Regressions," Department of Economics - Working Papers Series, The University of Melbourne, number 954.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006, "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-08, DOI: 10.24148/wp2006-08.
• A. Chaudhuri & L. Gangadharan & Pushkar Maitra, 2005, "An Experimental Analysis ofGroup Size and Risk Sharing," Department of Economics - Working Papers Series, The University of Melbourne, number 955.
• Joshua Aizenman & Reuven Glick, 2005, "Pegged exchange rate regimes -- a trap?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-07, Sep, DOI: 10.24148/wp2006-07.
• Item repec:bos:wpaper:wp2005-044 is not listed on IDEAS anymore

• Willem THORBECKE, 2006, "The Effect of Exchange Rate Changes on Trade in East Asia," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 06009, Mar.
• Fernando Espinosa Navarro & Klender Cortez & Roman Jordi Adillon Boladeres, 2006, "A comparative Long-memory Analysis between Spanish, Mexican and U.S. interest rates," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 149.
• David Chambers, 2007, "Gentlemanly Capitalism Revisited: A Case Study of the Underpricing of Initial Public Offerings on the London Stock Exchange 1946-86," Economics Series Working Papers, University of Oxford, Department of Economics, number 253, Dec.
• Giang Ho & Anthony Pennington-Cross, 2006, "The impact of local predatory lending laws on the flow of subprime credit," Working Papers, Federal Reserve Bank of St. Louis, number 2006-009, DOI: 10.20955/wp.2006.009.
• Keith Welkes, 2005, "Financial resources for the environment: the unsuccessful attempt to create a private financing intermediary for brownfield redevelopment projects," Community Affairs Discussion Paper, Federal Reserve Bank of Philadelphia, number 05-01.
• Pablo F. Beker & Subir Chattopadhyay, 2005, "Economic Survival when Markets are Incomplete," Levine's Working Paper Archive, David K. Levine, number 784828000000000422, Sep.
• Luis-Felipe Zanna, 2006, "Fighting against currency depreciation, macroeconomic instability and sudden stops," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 848.
• George Gelauff & Herman Stolwijk & Paul Veenendaal, 2005, "Europe's financial perspectives in perspective," CPB Document, CPB Netherlands Bureau for Economic Policy Analysis, number 101, Nov.
• Michela Cella, 2005, "Risky Allocations from a Risk-Neutral Informed Principal," Economics Series Working Papers, University of Oxford, Department of Economics, number 234, Apr.
• Item repec:hal:papers:halshs-00009596_v1 is not listed on IDEAS anymore

Report NEP-FMK-2006-03-18

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: