Report NEP-FMK-2006-04-01

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:dgr:kubtil:20061 is not listed on IDEAS anymore

• Guillermo A. Calvo & Alejandro Izquierdo & Ernesto Talvi, 2006, "Phoenix Miracles in Emerging Markets: Recovering without Credit from Systemic Financial Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 12101, Mar.
• Item repec:fip:fedlwp:2006-012 is not listed on IDEAS anymore

• Nicola Cetorelli & Linda S. Goldberg, 2006, "Risks in U.S. bank international exposures," Staff Reports, Federal Reserve Bank of New York, number 240.
• Item repec:pas:camaaa:2006-11 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200611 is not listed on IDEAS anymore

• Shinichi Nishiyama & Tae Okada & Wako Watanabe, 2006, "Do Banks Reduce Lending Preemptively in Response to Capital Losses?," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 06016, Mar.
• Matthieu Wyart & Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters & Michele Vettorazzo, 2006, "Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500067, Mar.
• Item repec:eab:financ:672 is not listed on IDEAS anymore

• Item repec:eab:financ:669 is not listed on IDEAS anymore

• Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2008, "Time-varying risk, interest rates, and exchange rates in general equilibrium," Staff Report, Federal Reserve Bank of Minneapolis, number 371.
• Clive G. Bowsher, 2005, "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W26, Oct.
• Mukesh Ralhan, 2006, "Determinants of Capital Flows: A Cross-Country Analysis," Econometrics Working Papers, Department of Economics, University of Victoria, number 0601, Mar.
• Item repec:umc:wpaper:0604 is not listed on IDEAS anymore

• Paul Söderlind, 2006, "C-CAPM Refinements and the Cross-Section of Returns," University of St. Gallen Department of Economics working paper series 2006, Department of Economics, University of St. Gallen, number 2006-07, Mar.
• Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters, 2004, "Random walks, liquidity molasses and critical response in financial markets," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500063, Jun.
• Paul Levine & Alexandros Mandilaras & Jun Wang, 2006, "Public Debt Maturity and Currency Crises," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0406, Mar.
• Gara Minguez Afonso, 2006, "Imperfect Common Knowledge in First Generation Models of Currency Crises," FMG Discussion Papers, Financial Markets Group, number dp555, Feb.
• Wayne E. Ferson & Andrew F. Siegel, 2006, "Testing Portfolio Efficiency with Conditioning Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 12098, Mar.
• Limao, Nuno & Saggi, Kamal, 2006, "Tariff retaliation versus financial compensation in the enforcement of international trade agreements," Policy Research Working Paper Series, The World Bank, number 3873, Apr.
• Narayana R. Kocherlakota & Luigi Pistaferri, 2006, "Household Heterogeneity and Real Exchange Rates," Levine's Bibliography, UCLA Department of Economics, number 122247000000001275, Mar.
• Christopher Udry & Santosh Anagol, 2006, "The Return to Capital in Ghana," Working Papers, Economic Growth Center, Yale University, number 932, Mar.
• Morten L. Bech & Rod Garratt, 2006, "Illiquidity in the interbank payment system following wide-scale disruptions," Staff Reports, Federal Reserve Bank of New York, number 239.
• Item repec:eab:macroe:682 is not listed on IDEAS anymore

• Neil Shephard, 2005, "Stochastic Volatility," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W17, Jul.
• Chang-Tai Hsieh & Jonathan A. Parker, 2006, "Taxes and Growth in a Financially Underdeveloped Country: Evidence from the Chilean Investment Boom," NBER Working Papers, National Bureau of Economic Research, Inc, number 12104, Mar.
• Gita Gopinath & Roberto Rigobon, 2006, "Sticky Borders," NBER Working Papers, National Bureau of Economic Research, Inc, number 12095, Mar.
• Item repec:hal:papers:halshs-00009788_v1 is not listed on IDEAS anymore

• Item repec:eab:financ:670 is not listed on IDEAS anymore

• Colin Rowat & Jayasri Dutta, 2005, "The road to extinction: Commons with Capital Markets," Discussion Papers, Department of Economics, University of Birmingham, number 05-19, Dec.
• Item repec:ece:dispap:8 is not listed on IDEAS anymore

• Lisa Borland & Jean-Philippe Bouchaud, 2005, "On a multi-timescale statistical feedback model for volatility fluctuations," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500059, Jul.
• Manoj Atolia, 2003, "Productivity-Enhancing Reforms, Private Capital Inflows, and Real Interest Rates in Africa," Working Papers, Department of Economics, Florida State University, number wp2003_10_02, Oct, revised Dec 2008.
• Gunter Stephan & Georg M ller-F rstenberger, 2006, "Discounting The Global Climate When Technological Change is Endogenous," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0603, Mar.
• Hanno Lustig, , "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn)," UCLA Economics Online Papers, UCLA Department of Economics, number 380.
• Valentin Kenndler, 2006, "New York City¿s Role as a Global Hub in the Contemporary Art Market - A Qualitative Analysis on Driving Forces and Success Factors," NEURUS papers, NEURUS - Network of European and US Regional and Urban Studies, number neurusp88, Mar.
• Takatoshi Ito & Kiyotaka Sato, 2006, "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-406, Mar.
• Olivier Guedj & Jean-Philippe Bouchaud, 2004, "Experts' earning forecasts: bias, herding and gossamer information," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500062, Oct.
• Larry Wall & Maria Nieto, 2006, "Precondition for a Successful Implementation of Supervisors' Primpt Corrective Action: Is There a Case for a Banking Standard in the EU?," FMG Special Papers, Financial Markets Group, number sp165, Mar.
• Edward F. Buffie & Manoj Atolia, 2005, "Exchange-Rate-Based Stabilization, Durables Consumption, and the Stylized Facts," Working Papers, Department of Economics, Florida State University, number wp2005_12_01, Dec, revised Jan 2009.
• Lisa Borland & Jean-Philippe Bouchaud & Jean-Francois Muzy & Gilles Zumbach, 2005, "The Dynamics of Financial Markets -- Mandelbrot's multifractal cascades, and beyond," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500061, Jan.
• Joao Correia-da-Silva & Carlos Hervés-Beloso, 2006, "Rational Expectations Equilibrium in Economies with Uncertain Delivery," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 206, Mar.
• Jeanjean, Thomas & Cazavan-Jeny, Anne, 2005, "Levels of voluntary disclosure in IPO prospectuses : an empirical analysis," HEC Research Papers Series, HEC Paris, number 827, Dec.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2005, "Variation, jumps, market frictions and high frequency data in financial econometrics," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W16, Jul.
• Botond Koszegi & Matthew Rabin, 2006, "Reference-Dependent Risk Attitudes," Levine's Bibliography, UCLA Department of Economics, number 122247000000001267, Mar.
• Patrick Bolton & Jose Scheinkman & Wei Xiong, 2006, "Pay for Short-Term Performance: Executive Compensation in Speculative Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12107, Mar.
• Item repec:dgr:kubtil:20065 is not listed on IDEAS anymore

• Grund, Christian & Sliwka, Dirk, 2006, "Performance Pay and Risk Aversion," 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 101, Mar.
• Item repec:eab:macroe:683 is not listed on IDEAS anymore

• Marc Potters & Jean-Philippe Bouchaud & Laurent Laloux, 2005, "Financial Applications of Random Matrix Theory: Old Laces and New Pieces," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500058, Jul.
• Gottschalg, Oliver & Meier, Degenhard, 2005, "Interest alignment and firm performance," HEC Research Papers Series, HEC Paris, number 825, Jan.
• Item repec:dgr:kubtil:20062 is not listed on IDEAS anymore

• Refet S. Gürkaynak & Andrew T. Levin & Eric T. Swanson, 2006, "Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the U.S., U.K., and Sweden," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-09, Mar, DOI: 10.24148/wp2006-09.
• Ali al-Nowaihi & Paul Levine & Alex Mandilaras, 2006, "Central Bank Independence and the `Free Lunch Puzzle': A New Perspective," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0806, Mar.
• Miguel Segoviano, 2006, "Conditional Probabilty of Default Methodolgy," FMG Discussion Papers, Financial Markets Group, number dp558, Mar.
• Item repec:fip:fedgfe:2006-2 is not listed on IDEAS anymore

• Ben R. Craig & William E. Jackson & James B. Thomson, 2006, "Small-firm credit markets, SBA-guaranteed lending, and economic performance in low-income areas," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0601, DOI: 10.26509/frbc-wp-200601.
• Marianne Crowe & Scott Schuh & Joanna Stavins, 2006, "Consumer behavior and payment choice: a conference summary," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 06-1.
• Jane E. Ihrig & Mario Marazzi & Alexander D. Rothenberg, 2006, "Exchange-rate pass-through in the G-7 countries," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 851.
• Nalinaksha Bhattacharyya & Thomas A. Garrett, 2006, "Why people choose negative expected return assets - an empirical examination of a utility theoretic explanation," Working Papers, Federal Reserve Bank of St. Louis, number 2006-014, DOI: 10.20955/wp.2006.014.
• Jan Hanousek & Jan Bena, 2006, "Rent Extraction by Large Shareholders: Evidence Using Dividend Policy in the Czech Republic," FMG Discussion Papers, Financial Markets Group, number dp556, Mar.
• Ding, Yuan & Hervé, Stolowy & Hope, Ole-Kristian & Jeanjean, Thomas, 2005, "Differences between domestic accounting standards and IAS: measurement, determinants and implications," HEC Research Papers Series, HEC Paris, number 826, Mar.
• Christopher Bowdler, 2005, "Openness, exchange rate regimes and the Phillips curve," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W25, Oct.
• Toshihiro Okubo, 2006, "Shake Hands or Shake Apart? Pre-war Global Trade and Currency Blocs--the role of the Japanese Empire," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 05-2006, Mar.
• Gottschalg, Oliver & Berg, Achim, 2005, "Understanding value generation in buyouts," HEC Research Papers Series, HEC Paris, number 824, Jan.
• Item repec:dgr:kubtil:20063 is not listed on IDEAS anymore

• Eric M. Leeper & Shu-Chun Susan Yang, 2006, "Dynamic Scoring: Alternative Financing Schemes," NBER Working Papers, National Bureau of Economic Research, Inc, number 12103, Mar.
• Item repec:eab:microe:671 is not listed on IDEAS anymore

Report NEP-FMK-2006-04-01

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: