Printed from https://ideas.repec.org/n/nep-fmk/2006-04-29.html
Report NEP-FMK-2006-04-29
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:
- Masami Imai, 2006, "The Emergence of Market Monitoring in Japanese Banks: Evidence from the Subordinated Debt Market," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2006-008, Jan, DOI: 10.1016/j.jbankfin.2006.07.007.
- David R. Skeie, 2008, "Banking with nominal deposits and inside money," Staff Reports, Federal Reserve Bank of New York, number 242.
- Item repec:lic:licosd:17106 is not listed on IDEAS anymore
- Joel F. Houston & Kevin J. Stiroh, 2006, "Three decades of financial sector risk," Staff Reports, Federal Reserve Bank of New York, number 248.
- Rogoff, Kenneth & Bacchetta, Philippe & Aghion, Philippe & Rancière, Romain, 2006, "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5629, Apr.
- J. H. Nilsen & R. Rovelli, 2000, "Investor Risk Aversion and Financial Fragility in Emerging Economies," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 380.
- Levy Yeyati, Eduardo & Schmukler, Sergio L. & Van Horen, Neeltje, 2006, "International financial integration through the law of one price," Policy Research Working Paper Series, The World Bank, number 3897, Apr.
- Adam B. Ashcraft, 2006, "Does the market discipline banks? New evidence from the regulatory capital mix," Staff Reports, Federal Reserve Bank of New York, number 244.
- Dániel Holló & Márton Nagy, 2006, "Bank Efficiency in the Enlarged European Union," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/3.
- R. Andergassen, 2002, "financial contagion and asset price dynamics," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 448.
- Todd Keister, 2006, "Expectations and contagion in self-fulfilling currency attacks," Staff Reports, Federal Reserve Bank of New York, number 249.
- Hui Guo & Robert Savickas, 2006, "Understanding stock return predictability," Working Papers, Federal Reserve Bank of St. Louis, number 2006-019, DOI: 10.20955/wp.2006.019.
- Jorge Farinha & Miguel Sôro, 2005, "Ex-dividend pricing, taxes and arbitrage opportunities: the case of the Portuguese stock exchange," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 0508, Dec.
- Item repec:col:001043:002468 is not listed on IDEAS anymore
- M. E. Bontempi & R. Golinelli, 2001, "Is financial leverage mean-reverting? Unit root tests and corporate financing models," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 422.
- Iván Major, 2006, "Why do (or do not) banks share customer information? A comparison of mature private credit markets and markets in transition," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 0603, Apr, revised 24 Apr 2006.
- Friedman, Felice B. & Grose, Claire, 2006, "Promoting access to primary equity markets : a legal and regulatory approach," Policy Research Working Paper Series, The World Bank, number 3892, Apr.
- Peter Bossaerts & Charles Plott & William R. Zame, 2006, "Prices and Portfolio Choices in Financial Markets: Theory and Experiment," Levine's Bibliography, UCLA Department of Economics, number 122247000000001322, Apr.
- Menkhoff, Lukas & Schmeling, Maik, 2006, "Local Information in Foreign Exchange Markets," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-331, Apr.
- Item repec:dgr:vuarem:2006-5 is not listed on IDEAS anymore
- Erik Feijen & Enrico Perotti, 2006, "The Political Economy of Financial Fragility," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-160, Mar.
- Giang Ho & Anthony Pennington-Cross, 2006, "Predatory lending laws and the cost of credit," Working Papers, Federal Reserve Bank of St. Louis, number 2006-022, DOI: 10.20955/wp.2006.022.
- Item repec:dnb:dnbwpp:098 is not listed on IDEAS anymore
- Item repec:sds:wpaper:0003 is not listed on IDEAS anymore
- Item repec:dgr:vuarem:2006-4 is not listed on IDEAS anymore
- Humpage, Owen F. & Ragnartz, Javiera, 2006, "Swedish Intervention and the Krona Float, 1993-2002," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 192, Apr.
- Peter Bossaerts & William R. Zame, 2006, "Risk Aversion in Laboratory Asset Markets," Levine's Bibliography, UCLA Department of Economics, number 122247000000001317, Apr.
- Item repec:dgr:vuarem:2006-3 is not listed on IDEAS anymore
- Pierre Gosselin & Aileen Lotz & Charles Wyplosz, 2006, "How Much Information should Interest Rate-Setting Central Banks Reveal?," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 08-2006, Apr.
- Item repec:col:001043:002470 is not listed on IDEAS anymore
- Oscar Bernal Diaz, 2006, "Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 06-03.RS, Apr.
- Hirofumi Uchida & Gregory F. Udell & Nobuyoshi Yamori, 2006, "SME financing and the choice of lending technology," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 06025, Apr.
- Franklin Allen & Elena Carletti & Robert Marquez, 2006, "Credit market competition and capital regulation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-11.
- Masami Imai, 2006, "Market Discipline and Deposit Insurance Reform in Japan," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2006-007, Jan, DOI: 10.1016/j.jbankfin.2006.01.009.
- Item repec:dgr:vuarem:2006-6 is not listed on IDEAS anymore
- Antonio Montanés & Marcos Sanso-Navarro, , "Another look at long-horizon uncovered interest parity," Studies on the Spanish Economy, FEDEA, number 221.
- Rodolfo Apreda, 2006, "Dual Governance in State-Owned Banks," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 319, Apr.
- Edward J. Kane, 2006, "Inadequacy of Nation-Based and VaR-Based Safety Nets in the European Union," NBER Working Papers, National Bureau of Economic Research, Inc, number 12170, Apr.
- Jose Manuel Campa & Linda S. Goldberg, 2006, "Distribution margins, imported inputs, and the sensitivity of the CPI to exchange rates," Staff Reports, Federal Reserve Bank of New York, number 247, Apr.
- Frömmel, Michael, 2006, "Volatility Regimes in Central and Eastern European Countries' Exchange Rates," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-333, Apr.
- Item repec:occ:wpaper:6 is not listed on IDEAS anymore
- Giuseppe RICCIARDO LAMONICA, 2006, "Il CAPM: il caso dell'Italia," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 256, Mar.
- Susanto Basu & J. Christina Wang, 2005, "Risk bearing, implicit financial services, and specialization in the financial industry," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 06-3.
- E. Agliardi & R. Andergassen, 2003, "Incentives of Stock Options Based Compensation," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 458.
- Asani Sarkar & Robert A. Schwartz, 2006, "Two-sided markets and intertemporal trade clustering: insights into trading motives," Staff Reports, Federal Reserve Bank of New York, number 246.
- Item repec:iim:iimawp:2006-03-07 is not listed on IDEAS anymore
- L. Lambertini & R. Rovelli, 2002, "Optimal Fiscal Stabilization Policy With Credible Central Bank Independence," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 460.
- Item repec:ecb:ecbwps:20060595 is not listed on IDEAS anymore
- Justin Wolfers & Eric Zitzewitz, 2006, "Interpreting Prediction Market Prices as Probabilities," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-11, Apr, DOI: 10.24148/wp2006-11.
- Matthew Pritsker, 2006, "A fully-rational liquidity-based theory of IPO underpricing and underperformance," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-12.
- Jeffrey Arnold & Morten L. Bech & Walter E. Beyeler & Robert J. Glass & Kimmo Soramaki, 2006, "The topology of interbank payment flows," Staff Reports, Federal Reserve Bank of New York, number 243.
- Item repec:hhb:aaracc:06-002 is not listed on IDEAS anymore
- Aoun, Dany & Heshmati, Almas, 2006, "The Causal Relationship between Capital Structure and Cost of Capital: Evidence from ICT Companies Listed at NASDAQ," Ratio Working Papers, The Ratio Institute, number 87, Apr.
- Erik Hjalmarsson, 2006, "Should we expect significant out-of-sample results when predicting stock returns?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 855.
- L. Bottazzi & P. Manasse, 2002, "Asymmetric Information and Monetary Policy in Common Currency Areas," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 444.
- Item repec:hhb:aaracc:07-003 is not listed on IDEAS anymore
- Robert A. Eisenbeis & W. Scott Frame & Larry D. Wall, 2006, "An analysis of the systemic risks posed by Fannie Mae and Freddie Mac and an evaluation of the policy options for reducing those risks," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-02.
- Ariño, Miguel A. & Canela, Miguel A., 2006, "Study of the dollar-euro exchange rate," IESE Research Papers, IESE Business School, number D/620, Mar, revised 30 Mar 2006.
- M. Marzo, 2001, "Evaluating Monetary Policy Regimes: the Role of Nominal Rigidities," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 411.
- Mark Furletti & Christopher Ody, 2006, "Measuring U.S. credit card borrowing: an analysis of the G.19's estimate of consumer revolving credit," Consumer Finance Institute discussion papers, Federal Reserve Bank of Philadelphia, number 06-03.
- Marco Castellani & Emanuel Santos, 2006, "Forecasting Long-Term Government Bond Yields: An Application of Statistical and AI Models," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2006/04.
- Narayana R. Kocherlakota & Luigi Pistaferri, 2006, "Household heterogeneity and real exchange rates," Staff Report, Federal Reserve Bank of Minneapolis, number 372.
- F. Bonaglia & L. Picci, 2000, "Lo stock di capitale nelle Regioni Italiane," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 374.
- Elizabeth C. Klee, 2006, "Paper or plastic? the effect of time on the use of check and debit cards at grocery stores," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-02.
- M. Baldini & L. Lambertini, 2002, "Profit Taxation and Capital Accumulation in Dynamic Oligopoly Models," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 435.
- Item repec:hal:papers:halshs-00010330_v1 is not listed on IDEAS anymore
- G. Chiesa, 2001, "Incentive-Based Lendig Capacity, Competition and Regulation in Banking," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 397.
- Zekeriya Eser & Joe Peek, 2006, "Reciprocity and Network Coordination: Evidence from Japanese Banks," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-157, Mar.
- Yosha, Oved & Sørensen, Bent E & Kalemli-Özcan, Sebnem & Reshef, Ariell, 2006, "Why Does Capital Flow to Rich States?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5635, Apr.
- Etsuro Shioji, 2006, "Chinese Exchange Rate Regimes and the Optimal Basket Weights for the Rest of East Asia," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 06024, Apr.
- Claude Montmarquette, 2006, "Le Remboursement Proportionnel au Revenu (RPR) : Un système pour les prêts d'études alliant efficacité et accessibilité," CIRANO Project Reports, CIRANO, number 2006rp-08, Apr.
- Item repec:dgr:umamet:2006015 is not listed on IDEAS anymore
- Fernandez, Pablo & Martinez, Jon, 2006, "Rentabilidad y creación de valor para los accionistas de las empresas españolas y del IBEX 35. 1993-2005," IESE Research Papers, IESE Business School, number D/617, Mar.
- Item repec:hhb:aaracc:91-004 is not listed on IDEAS anymore
- Patrick Eugster & Peter Zweifel, 2006, "Correlated Risks: A Conflict of Interest Between Insurers and Consumers and Its Resolution," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0604, Apr.
- Item repec:hhb:aaracc:93-012 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00010371_v1 is not listed on IDEAS anymore
- Felix Kubler & Paul S. Willen, 2006, "Collateralized borrowing and life-cycle portfolio choice," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 06-4.
- Souphala Chomsisengphet & Anthony Pennington-Cross, 2006, "Subprime refinancing: equity extraction and mortgage termination," Working Papers, Federal Reserve Bank of St. Louis, number 2006-023, DOI: 10.20955/wp.2006.023.
- Kim, Hyesung & Heshmati, Almas & Aoun, Dany, 2006, "Dynamics of Capital Structure: The Case of Korean Listed Manufacturing Companies," Ratio Working Papers, The Ratio Institute, number 93, Apr.
- Pesaran, M.H. & Smith, R.P & Yamagata. T. & Hvozdyk, L., 2006, "Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0634, Apr.
- Kang, Jae-Won & Heshmati, Almas & Choi, Gyong-Gyu, 2006, "The Effect of Credit Guarantees on Survival and Performance of SMEs in Korea," Ratio Working Papers, The Ratio Institute, number 92, Apr.
- Item repec:occ:wpaper:8 is not listed on IDEAS anymore
- Item repec:hhb:aaracc:91-005 is not listed on IDEAS anymore
- R. Cesari, 2001, "A Simple Approach to CAPM and Option Pricing," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 418.