Report NEP-FMK-2006-04-22

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:

• Hernando Vargas & Rocío Betnacourt, 2006, "Pension Fund Managers Behavior In The Foreign Exchange Market," Borradores de Economia, Banco de la Republica de Colombia, number 391, Apr, DOI: 10.32468/be.391.
• Minford, Patrick & Peel, David & Meenagh, David, 2006, "Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5614, Apr.
• Item repec:col:001043:002453 is not listed on IDEAS anymore

• Michael Bleaney & R. Todd Smith, 2006, "Closed-End Fund Betas," Discussion Papers, University of Nottingham, School of Economics, number 06/04, Apr.
• Item repec:dgr:uvatin:20060029 is not listed on IDEAS anymore

• Item repec:col:001043:002462 is not listed on IDEAS anymore

• Dirk Baur & Brian M. Lucey, 2006, "Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp122, Apr.
• Thomas Lagoarde-Segot & Brian Lucey, 2006, "Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp114, Apr.
• Seppo Pynnönen & Warren P. Hogan & Jonathan A. Batten, 2006, "Dynamic equilibrium correction modelling of yen Eurobond credit spreads," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp127, Apr.
• Philipp Paulus, 2006, "Brüssel, Frankfurt oder Basel - Wo muss das Problem steigender Staatsschulden in der Europäischen Währungsunion gelöst werden?," Otto-Wolff-Institut Discussion Paper Series, Otto-Wolff-Institut für Wirtschaftsordnung, Köln, Deutschland, number 01/2006, Mar.
• Mauro Mastrogiacomo & R.P. Berben & K. Bernoth, 2006, "Households' response to wealth changes; do gains or losses make a difference," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 63, Mar.
• Bertrand BLANCHETON (CMHE-IFReDE-GRES) & Samuel MAVEYRAUD-TRICOIRE (Université Bordeaux IV), 2006, "The indicators of international financial integration: A set of convergent measures (In French)," Cahiers du GRES (2002-2009), Groupement de Recherches Economiques et Sociales, number 2006-13.
• Item repec:dgr:uvatin:20060015 is not listed on IDEAS anymore

• Guonan Ma, 2006, "Who Pays China’s Bank Restructuring Bill?," Working Papers, CEPII research center, number 2006-04, Feb.
• Item repec:dgr:kubtil:20067 is not listed on IDEAS anymore

• Item repec:fra:franaf:163 is not listed on IDEAS anymore

• Item repec:dnb:dnbwpp:095 is not listed on IDEAS anymore

• Item repec:sca:scaewp:0608 is not listed on IDEAS anymore

• Michael B. Devereux & Makoto Saito, 2006, "A Portfolio Theory of International Capital Flows," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp124, Apr.
• Item repec:pse:psecon:2006-10 is not listed on IDEAS anymore

• Item repec:hum:wpaper:sfb649dp2006-026 is not listed on IDEAS anymore

• Item repec:dnb:dnbwpp:097 is not listed on IDEAS anymore

• Ricardo J. Caballero & Takeo Hoshi & Anil K. Kashyap, 2006, "Zombie Lending and Depressed Restructuring in Japan," NBER Working Papers, National Bureau of Economic Research, Inc, number 12129, Apr.
• Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2006, "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Discussion Paper Series, Department of Economics, Loughborough University, number 2006_6, Mar, revised Mar 2006.
• Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006, "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp123, Apr.
• Peter G. Szilagyi & Jonathan A. Batten, 2006, "Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp128, Apr.
• Corsetti, Giancarlo, 2006, "Openness and the Case for Flexible Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5612, Apr.
• J.H. Dreze & E. Minelli & M. Tirelli, 2006, "Production and Financial Policies under Asymmetric Information," Working Papers, University of Brescia, Department of Economics, number ubs0608.
• Item repec:idb:wpaper:1020 is not listed on IDEAS anymore

• R. Anton Braun & Max Gillman, 2006, "Banking in General Equilibrium with an Application to Japan," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-412, Apr.
• Item repec:dgr:uvatin:20060011 is not listed on IDEAS anymore

• Philippe Bacchetta & Eric van Wincoop, 2005, "Incomplete Information Processing: A Solution to the Forward Discount Puzzle," Working Papers, Swiss National Bank, Study Center Gerzensee, number 05.03, Sep.
• Clemens Sialm, 2006, "Investment Taxes and Equity Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 12146, Apr.
• Christopher F. Baum & Mustafa Caglayan, 2006, "On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty," Boston College Working Papers in Economics, Boston College Department of Economics, number 641, Apr, revised 06 Feb 2008.
• John Y. Campbell, 2006, "Household Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 12149, Apr.
• Item repec:pas:camaaa:2006-12 is not listed on IDEAS anymore

• Takatoshi Ito & Kiyotaka Sato, 2006, "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 06018, Apr.
• Ricardo J. Caballero & Arvind Krishnamurthy, 2006, "Flight to Quality and Collective Risk Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 12136, Apr.
• Paolo Panteghini, 2006, "The Capital Structure of Multinational Companies Under Tax Competition," Working Papers, University of Brescia, Department of Economics, number ubs0606.
• Philip R. Lane & Gian Maria Milesi-Ferretti, 2006, "The External Wealth of Nations Mark II: Revised and Extended Estimates of Foreign Assets and Liabilities,1970–2004," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp126, Apr.
• Li Gan & Qinghua Zhang, 2006, "The Thick Market Effect on Housing Markets Transactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 12134, Apr.
• Alessandro Bucciol & Raffaele Miniaci, 2006, "Optimal asset allocation based on utility maximization in the presence of market frictions," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0012, Mar.
• Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen, 2006, "Optimal Decentralized Investment Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 12144, Apr.
• Alessandro Bucciol & Raffaele Miniaci, 2006, "Optimal Asset Allocation Based on Utility Maximization in the Presence of Market Frictions," Working Papers, University of Brescia, Department of Economics, number ubs0605.
• Yoshiyasu Ono & Akihisa Shibata, 2006, "Capital Income Taxation and Specialization Patterns: Investment Tax vs. Saving Tax," KIER Working Papers, Kyoto University, Institute of Economic Research, number 613, Mar.
• Larry Epstein & Martin Schneider, 2006, "Learning Under Ambiguity," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 527, Apr.
• Enrico Minelli & Salvatore Modica, 2006, "Credit Market Failures and Policy," Working Papers, University of Brescia, Department of Economics, number ubs0607.
• Robert Engle & Robert Ferstenberg, 2006, "Execution Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 12165, Apr.
• Item repec:hal:papers:halshs-00009840_v1 is not listed on IDEAS anymore

• Jay C. Shambaugh & Julian di Giovanni, 2006, "The Impact of Foreign Interest Rates on the Economy: The Role of the Exchange Rate Regime," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp116, Apr.
• Quoreshi, Shahiduzzaman, 2006, "A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data," Umeå Economic Studies, Umeå University, Department of Economics, number 674, Apr.
• Item repec:hum:wpaper:sfb649dp2006-025 is not listed on IDEAS anymore

• Muellbauer, John & Murphy, Anthony & Cameron, Gavin, 2006, "Was There a British House Price Bubble? Evidence from a Regional Panel," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5619, Apr.
• Maican, Florin G. & Sweeney, Richard J., 2006, "Real Exchange Rate Adjustment In European Transition Countries," Working Papers in Economics, University of Gothenburg, Department of Economics, number 202, Feb.
• Roberto Casarin & Carmine Trecroci, 2006, "Business Cycle and Stock Market Volatility: A Particle Filter Approach," Working Papers, University of Brescia, Department of Economics, number ubs0603.
• Francois-Éric Racicot & Raymond Théoret, 2006, "La simulation de Monte Carlo: forces et faiblesses (avec applications Visual Basic et Matlab et présentation d’une nouvelle méthode QMC)," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp052006, Apr.
• Quoreshi, Shahiduzzaman, 2006, "Time Series Modelling Of High Frequency Stock Transaction Data," Umeå Economic Studies, Umeå University, Department of Economics, number 675, Apr.
• Item repec:col:001043:002451 is not listed on IDEAS anymore

• Item repec:hal:papers:halshs-00009839_v1 is not listed on IDEAS anymore

• Eugene N. White, 2006, "Bubbles and Busts: The 1990s in the Mirror of the 1920s," NBER Working Papers, National Bureau of Economic Research, Inc, number 12138, Apr.
• Item repec:col:001043:002457 is not listed on IDEAS anymore

• Item repec:col:001043:002449 is not listed on IDEAS anymore

• Eiji Ogawa & Michiru Sakane, 2006, "The Chinese Yuan after the Chinese Exchange Rate System Reform," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 06019, Apr.
• Sebastian Edwards, 2006, "The Relationship Between Exchange Rates and Inflation Targeting Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 12163, Apr.
• Ravi Jagannathan & Ann E. Sherman, 2006, "Why Do IPO Auctions Fail?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12151, Apr.
• Item repec:hal:papers:halshs-00009842_v1 is not listed on IDEAS anymore

• Item repec:hal:papers:halshs-00009841_v1 is not listed on IDEAS anymore

• Item repec:hal:papers:halshs-00009930_v1 is not listed on IDEAS anymore

• Guillaume Gaulier & Amina Lahrèche-Révil & Isabelle Méjean, 2006, "Exchange-Rate Pass-Trough at the Product Level," Working Papers, CEPII research center, number 2006-02, Feb.
• Elke Holst & Mechthild Schrooten, 2006, "Migration and Money - What Determines Remittances?: Evidence from Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 566.
• Donald Lien & David A. Hennessy, 2005, "Evaluating the Saskatchewan Short-Term Hog Loan Program," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 05-wp385, Feb.
• Item repec:col:001043:002461 is not listed on IDEAS anymore

• Item repec:idb:wpaper:1019 is not listed on IDEAS anymore

• Orazio Attanasio & Laura Blow & Robert Hamilton & Andrew Leicester, 2005, "Booms and busts: consumption, house prices and expectations," IFS Working Papers, Institute for Fiscal Studies, number W05/24, Nov.
• Sebastian Edwards, 2006, "The U.S. Current Account Deficit: Gradual Correction or Abrupt Adjustment?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12154, Apr.
• Item repec:ias:fpaper:05-bp44 is not listed on IDEAS anymore

• Chad E. Hart & Bruce A. Babcock, 2005, "Loan Deficiency Payments versus Countercyclical Payments: Do We Need Both for a Price Safety Net?," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 05-bp44, Feb.

Report NEP-FMK-2006-04-22

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: