Report NEP-FMK-2006-04-08

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:cfs:cfswop:wp200525 is not listed on IDEAS anymore

• Dairo Estrada & Daniel Osorio, 2006, "A Market Risk Approach to Liquidity Risk and Financial Contagion," Borradores de Economia, Banco de la Republica de Colombia, number 384, Mar, DOI: 10.32468/be.384.
• Item repec:cfs:cfswop:wp200522 is not listed on IDEAS anymore

• Wolfers, Justin & Zitzewitz, Eric, 2006, "Prediction Markets in Theory and Practice," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5578, Mar.
• Wolfers, Justin & Zitzewitz, Eric, 2006, "Five Open Questions About Prediction Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5562, Mar.
• Albuquerque, Rui & Vega, Clara, 2006, "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5598, Mar.
• Item repec:cfs:cfswop:wp200529 is not listed on IDEAS anymore

• Foucault, Thierry & Menkveld, Albert J., 2006, "Competition for Order Flow and Smart Order Routing Systems," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5523, Mar.
• Wolfers, Justin & Zitzewitz, Eric & Snowberg, Erik, 2006, "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5591, Apr.
• Sussman, Nathan & Yafeh, Yishay & Mauro, Paolo, 2006, "Bloodshed or Reforms? The Determinants of Sovereign Bond Spreads in 1870-1913 and Today," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5528, Mar.
• Item repec:cfs:cfswop:wp200532 is not listed on IDEAS anymore

• Item repec:cfs:cfswop:wp200527 is not listed on IDEAS anymore

• Item repec:cfs:cfswop:wp200526 is not listed on IDEAS anymore

• Eijffinger, Sylvester & Geraats, Petra & van der Cruijsen, Carin, 2006, "Does Central Bank Transparency Reduce Interest Rates?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5526, Mar.
• Item repec:tud:ddpiec:168 is not listed on IDEAS anymore

• Michael Bleaney, 2006, "The Currency Denomination Of Sovereign Debt," Discussion Papers, University of Nottingham, School of Economics, number 06/02, Feb.
• Item repec:cfs:cfswop:wp200533 is not listed on IDEAS anymore

• Minford, Patrick & Peel, David, 2006, "On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5611, Apr.
• Duffie, Darrell & Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan, 2006, "Valuation in Over-the-Counter Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5491, Feb.
• Albuquerque, Rui & Marques, Luis & de Francisco, Eva, 2006, "Marketwide Private Information in Stocks: Forecasting Currency Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5604, Mar.
• Boot, Arnoud & Marinc, Matej, 2006, "Competition and Entry in Banking: Implications for Stability and Capital Regulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5518, Feb.
• Hsieh, David A & Fung, William & Naik, Narayan, 2006, "Hedge Funds: Performance, Risk and Capital Formation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5565, Mar.
• Galina Hale & Assaf Razin & Hui Tong, 2006, "Institutional Weakness and Stock Price Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 12127, Mar.
• Benigno, Gianluca & Thoenissen, Christoph, 2006, "Consumption and Real Exchange Rates with Incomplete Markets and Non-Traded Goods," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5580, Mar.
• Item repec:tud:ddpiec:166 is not listed on IDEAS anymore

• Item repec:cfs:cfswop:wp200523 is not listed on IDEAS anymore

• Miquel Faig, 2006, "Divisible Money In An Economy With Villages," Working Papers, University of Toronto, Department of Economics, number tecipa-216, Mar.
• Michael Bleaney, 2006, "Fundamentals And Exchange Rate Volatility," Discussion Papers, University of Nottingham, School of Economics, number 06/03, Mar.
• Gavin Cameron & Kang Yong Tan & Prasanna Gai & Â, 2006, "Sovereign Risk in the Classical Gold Standard Era," Economics Series Working Papers, University of Oxford, Department of Economics, number 258, Mar.
• Item repec:sca:scaewp:0607 is not listed on IDEAS anymore

• Philippe Aghion & Philippe Bacchetta & Romain Ranciere & Kenneth Rogoff, 2006, "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," NBER Working Papers, National Bureau of Economic Research, Inc, number 12117, May.
• Item repec:tud:ddpiec:167 is not listed on IDEAS anymore

• Baeyens,K. & Manigart,S., 2006, "Follow-on financing of venture capital backed companies: the choice between debt, equity, existing and new investors," Vlerick Leuven Gent Management School Working Paper Series, Vlerick Leuven Gent Management School, number 2006-05, Mar.
• Ettore Damiano & Hao Li & Wing Suen, 2006, "Credible Ratings," Working Papers, University of Toronto, Department of Economics, number tecipa-219, Jan.
• John C. Bluedorn & Christopher Bowdler, 2005, "Monetary Policy and Exchange Rate Dynamics: New Evidence from the Narrative Approach to Shock Identification," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W18, Aug.
• Sarno, Lucio & Valente, Giorgio & Leon, Hyginus, 2006, "Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5527, Mar.
• Suhejla Hoiti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2005, "Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 14, Oct.
• Item repec:hum:wpaper:sfb649dp2006-020 is not listed on IDEAS anymore

• Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2006, "Optimal Asset Allocation and Risk Shifting in Money Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5524, Mar.
• Reichlin, Pietro, 2006, "Relating Output and Volatility in a Model of International Risk-Sharing with Limited Commitment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5557, Mar.
• Takatoshi Ito & Yuko Hashimoto, 2006, "Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-407, Mar.
• Helge Berger, 2006, "Optimal Central Bank Design: Benchmarks for the ECB," CESifo Working Paper Series, CESifo, number 1697.
• Kjellberg, David, 2006, "Measuring Expectations," Working Paper Series, Uppsala University, Department of Economics, number 2006:9, Feb.
• Impavido, Gregorio & Rocha, Roberto, 2006, "Competition and performance in the Hungarian second pillar," Policy Research Working Paper Series, The World Bank, number 3876, Apr.
• Moritz Schularick & Thomas Steger, 2006, "Does Financial Integration Spur Economic Growth? New Evidence from the First Era of Financial Globalization," CESifo Working Paper Series, CESifo, number 1691.
• Pijoan-Mas, Josep, 2006, "Pricing Risk in Economies with Heterogenous Agents and Incomplete Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5602, Mar.
• Coricelli, Fabrizio & Revoltella, Debora & Mucci, Fabio, 2006, "Household Credit in the New Europe," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5520, Mar.
• Patrícia Teixeira Lopes & Lúcia Lima Rodrigues, 2006, "Accounting for Financial Instruments: An Analysis of the Determinants of Disclosure in the Portuguese Stock Exchange," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 209, Apr.
• Helge Berger & Jan-Egbert Sturm, 2006, "Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication," CESifo Working Paper Series, CESifo, number 1652.
• Kollmann, Robert, 2006, "International Portfolio Equilibrium and the Current Account," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5512, Feb.
• Caballero, Ricardo & Gourinchas, Pierre-Olivier & Farhi, Emmanuel, 2006, "An Equilibrium Model of 'Global Imbalances' and Low Interest Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5573, Mar.
• Saggi, Kamal & Limão, Nuno, 2006, "Tariff Retaliation versus Financial Compensation in the Enforcement of International Trade Agreements," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5560, Mar.
• Brücker, Herbert & Schröder, Philipp J. H., 2006, "International Migration with Heterogeneous Agents: Theory and Evidence," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2049, Mar.
• Item repec:cfs:cfswop:wp200521 is not listed on IDEAS anymore

• Lettau, Martin & Ludvigson, Sydney & Wachter, Jessica, 2006, "The Declining Equity Premium: What Role Does Macroeconomic Risk Play?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5519, Mar.
• Monacelli, Tommas & Faia, Ester, 2006, "Optimal Monetary Policy in a Small Open Economy with Home Bias," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5522, Mar.
• Aoki, Kosuke, 2006, "Price-Level Determination Under Dispersed Information and Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5570, Mar.
• Item repec:col:001043:002426 is not listed on IDEAS anymore

• Miquel Faig & Pauline Shum, 2006, "What Explains Household Stock Holdings?," Working Papers, University of Toronto, Department of Economics, number tecipa-218, Mar.
• Kirchsteiger, Georg & Alos-Ferrer, Carlos & Walzl, Markus, 2006, "On the Evolution of Market Institutions: The Platform Design Paradox," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5538, Mar.
• Gebhardt, Georg & Schmidt, Klaus M., 2006, "Conditional Allocation of Control Rights in Venture Capital Finance," Discussion Papers in Economics, University of Munich, Department of Economics, number 909, Mar.
• Chin-Shien Lin & Haider A. Khan & Ying-Chieh Wang & Ruei-Yuan Chang, 2006, "A New Approach to Modeling Early Warning Systems for Currency Crises : can a machine-learning fuzzy expert system predict the currency crises effectively?," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-411, Apr.
• Hernando Vargas Herrera & Dpto de Estabilidad Financiera, 2006, "El Riesgo de Mercado de la Deuda Pública: ¿Una Restricción a la Política Monetaria? El Caso Colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 382, Mar, DOI: 10.32468/be.382.
• Svensson, Roger, 2006, "Innovation Performance and Government Financing," Working Paper Series, Research Institute of Industrial Economics, number 664, Feb, revised 30 Sep 2006.
• von Hagen, Jurgen & Zhou, Jizhong, 2006, "The Interaction Between Capital Controls and Exchange Rate Regimes: Evidence from Developing Countries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5537, Mar.
• Linda S. Goldberg & José Manuel Campa, 2006, "Distribution Margins, Imported Inputs, and the Sensitivity of the CPI to Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 12121, Mar.
• Item repec:bir:birmec:04-11r is not listed on IDEAS anymore

• Yin-Wong Cheung, 2006, "An Empirical Model of Daily Highs and Lows," CESifo Working Paper Series, CESifo, number 1695.
• Pinar Ayse Yesin, 2006, "Financing Government Expenditures Optimally," Working Papers, Swiss National Bank, Study Center Gerzensee, number 06.01, Jan.
• Item repec:hum:wpaper:sfb649dp2006-022 is not listed on IDEAS anymore

• Mauricio Avella Gómez, 2006, "El Acceso De Colombia Al Financiamiento Externo Durante El Siglo Xx. Una Sintesis," Borradores de Economia, Banco de la Republica de Colombia, number 387, Mar, DOI: 10.32468/be.387.
• Panunzi, Fausto & Burkart, Mike, 2006, "Takeovers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5572, Mar.
• Item repec:cfs:cfswop:wp200520 is not listed on IDEAS anymore

• Julian Pérez Amaya, 2006, "Evaluación de Reglas de Tasa de Interés en un Modelo de Economía Pequeña y Abierta," Borradores de Economia, Banco de la Republica de Colombia, number 385, Mar, DOI: 10.32468/be.385.
• Pavlo Blavatskyy & Ganna Pogrebna, 2006, "Risk Aversion When Gains Are Likely and Unlikely: Evidence from a Natural Experiment with Large Stakes," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 278, Mar.
• Item repec:hal:papers:halshs-00009834_v1 is not listed on IDEAS anymore

• Fernando Tenjo G. & Enrique López E. & Nancy Zamudio, 2006, "Determinantes de la estructura de capital de las empresas colombianas (1996-2002)," Borradores de Economia, Banco de la Republica de Colombia, number 380, Mar, DOI: 10.32468/be.380.
• Item repec:cfs:cfswop:wp200524 is not listed on IDEAS anymore

• Item repec:hal:papers:halshs-00009833_v1 is not listed on IDEAS anymore

• Flandreau, Marc & Jobst, Clemens, 2006, "The Empirics of International Currencies: Historical Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5529, Mar.
• M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006, "Learning, Structural Instability and Present Value Calculations," CESifo Working Paper Series, CESifo, number 1650.
• Item repec:hal:papers:halshs-00009836_v1 is not listed on IDEAS anymore

• Amy Finkelstein & James Poterba, 2006, "Testing for Asymmetric Information Using 'Unused Observables' in Insurance Markets: Evidence from the U.K. Annuity Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 12112, Mar.
• John C. Bluedorn, 2005, "Hurricanes: Intertemporal Trade and Capital Shocks," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W22, May.
• von Hagen, Jurgen & Zhou, Jizhong, 2006, "Fear of Floating and Fear of Pegging: An Empirical Analysis of De Facto Exchange Rate Regimes in Developing Countries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5530, Mar.
• Vasconcelos, Helder & Fumagalli, Eileen, 2006, "Cross-Border Merger Waves," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5601, Mar.
• Item repec:col:001043:002427 is not listed on IDEAS anymore

Report NEP-FMK-2006-04-08

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: