Printed from https://ideas.repec.org/n/nep-fmk/2006-05-20.html
Report NEP-FMK-2006-05-20
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:
- Evan Gatev & Til Schuermann & Philip E. Strahan, 2006, "Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions," NBER Working Papers, National Bureau of Economic Research, Inc, number 12234, May.
- D. Johannes Juttner & David Chung & Wayne Leung, 2004, "Emerging Market Bond Returns – An Investor Perspective," Research Papers, Macquarie University, Department of Economics, number 0406, Aug.
- Edwin M. Truman & Anna Wong, 2006, "The Case for an International Reserve Diversification Standard," Working Paper Series, Peterson Institute for International Economics, number WP06-2, May.
- Martha A. Starr & Rasim Yilmaz, 2006, "Bank Runs in Emerging-Market Economies: Evidence from Turkey’s Special Finance Houses," Working Papers, American University, Department of Economics, number 2006-08, May, DOI: 10.17606/tgsg-p298.
- Schmeling, Maik, 2006, "Institutional and Individual Sentiment: Smart Money and Noise Trader Risk," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-337, May.
- Menkhoff, Lukas & Schmeling, Maik, 2006, "A Prospect-Theoretical Interpretation of Momentum Returns," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-335, May.
- Item repec:dgr:rugccs:2006/02 is not listed on IDEAS anymore
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2006, "A multi-factor model for the valuation and risk managment of demand deposits," Working Paper Research, National Bank of Belgium, number 83, May.
- Item repec:ver:wpaper:25 is not listed on IDEAS anymore
- Nora Lado & Anna Torres & Oscar Licandro, 2006, "Changes in the Importance of Bank Attributes Provoked by a Financial Crisis: A Dynamic Analysis of the Uruguayan Case," Economics Working Papers, European University Institute, number ECO2006/4.
- Item repec:mpc:wpaper:15 is not listed on IDEAS anymore
- D. Johannes Juttner & Wayne Leung, 2004, "Towards Decoding Currency Volatilities," Research Papers, Macquarie University, Department of Economics, number 0405, Aug.
- Michael B. Devereux & Charles Engel, 2006, "Expectations and Exchange Rate Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 12213, May.
- Item repec:hal:papers:halshs-00067742_v1 is not listed on IDEAS anymore
- D. Johannes Juttner & Wayne Leung, 2004, "Currency hedging of global portfolios - a closer examination of some of the ingredients," Research Papers, Macquarie University, Department of Economics, number 0411, Oct.
- Fernandes, José L. B. & Hasman, Augusto & Peña, Juan Ignacio, 2006, "Risk premium: insights over the threshold," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb062808, May.
- Sebastian Edwards, 2006, "Monetary Unions, External Shocks and Economic Performance: A Latin American Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 12229, May.
- Francis A. Longstaff & Arvind Rajan, 2006, "An Empirical Analysis of the Pricing of Collateralized Debt Obligations," NBER Working Papers, National Bureau of Economic Research, Inc, number 12210, May.
- Vinicius Carrasco & João Manoel Pinho de Mello, 2006, "A relational theory of relationship lending under contractual incompleteness," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 520, May, revised Jan 2000.
- Item repec:dgr:uvatin:20060038 is not listed on IDEAS anymore
- Robert A. Blecker, 2006, "The Economic Consequences of Dollar Appreciation for US Manufacturing Investment: A Time-Series Analysis," Working Papers, American University, Department of Economics, number 2006-07, Aug, DOI: 10.17606/pjdx-jc63.
- Bagnoli, Mark & Watts, Susan G., 2006, "Financial Reporting and Supplemental Voluntary Disclosures," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1186, Jan.
- J. David Cummins & Georges Dionne & Robert Gagné & Abdelhakim Nouira, 2006, "Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities," Cahiers de recherche, CIRPEE, number 0616.
- Christian Leuz & Karl V. Lins & Francis E. Warnock, 2006, "Do Foreigners Invest Less in Poorly Governed Firms?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12222, May.
- Item repec:ver:wpaper:24 is not listed on IDEAS anymore
- Item repec:ver:wpaper:21 is not listed on IDEAS anymore
- Fang Cai & Francis E. Warnock, 2006, "International Diversification at Home and Abroad," NBER Working Papers, National Bureau of Economic Research, Inc, number 12220, May.
- Pierpaolo Benigno, 2006, "Are Valuation Effects Desirable from a Global Perspective?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12219, May.
- Bagnoli, Mark & Clement, Michael & Watts, Susan G., 2005, "Around-the-Clock Media Coverage and the Timing of Earnings Announcements," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1184, Dec.
- Michael B. Devereux & Charles Engel, 2006, "Expenditure Switching vs. Real Exchange Rate Stabilization: Competing Objectives for Exchange Rate Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 12215, May.
- Mehtap Kesriyeli & Erdal Ozmen & Serkan Yigit, 2005, "Corporate Sector Debt Composition and Exchange Rate Balance Sheet Effect in Turkey," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 0507, Nov, revised Nov 2005.
- Viviana Fernandez, 2006, "The International CAPM and a Wavelet-Based Decomposition of Value at Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 12233, May.
- Norberg, Peter, 2006, "From Passive Aristocracy to Ethical Activity: Self-regulation in the Swedish Financial Market," SSE/EFI Working Paper Series in Business Administration, Stockholm School of Economics, number 2006:4, May, revised 04 Jan 2008.
- Item repec:cep:stiecm:/2006/501 is not listed on IDEAS anymore
- Trond Borgersen & Dag Einar Sommervoll & Tom Wennemo, 2006, "Endogenous Housing Market Cycles," Discussion Papers, Statistics Norway, Research Department, number 458, May.
- Vinicius Carrasco & Gustavo Manso, 2006, "Syndication and Robust Collusion in Financial Markets," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 522, May.
- Markku Lanne, 2006, "A Mixture Multiplicative Error Model for Realized Volatility," Economics Working Papers, European University Institute, number ECO2006/3.
- Emilie Laffiteau & Jean-Marc Montaud, 2006, "Choix d’un régime monétaire et pauvreté des ménages : l’exemple du currency board argentin," Documents de travail, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV, number 128, May.
- Alberto Humala, 2006, "Depreciation expectations and interest rate differentials: Are there regime switches? The Peruvian case," Working Papers, Banco Central de Reserva del Perú, number 2006-002, Jun.
- Item repec:hal:papers:halshs-00068384_v1 is not listed on IDEAS anymore
- Vinicius Carrasco & João Manoel Pinho de Mello, 2006, "Relationship lending: Is it Incentives or hidden information?," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 519, May.
- Don Harding & Adrian Pagan, 2006, "The Econometric Analysis of Constructed Binary Time Series," Department of Economics - Working Papers Series, The University of Melbourne, number 963.
- Arnaud Féral, 2006, "Merger Control With Transfers from the Capital Gains Tax and Asset Divestments," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2006-05.
- Charles Engel & Akito Matsumoto, 2006, "Portfolio Choice in a Monetary Open-Economy DSGE Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 12214, May.
- Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006, "Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2006/13, May.
- Hagem, Cathrine & Westskog, Hege, 2006, "Distributional constraints and efficiency in a tradable permit market," Memorandum, Oslo University, Department of Economics, number 09/2006, May.
- Reich, Denis & Kliebenstein, James, 2006, "Economics of Breeding, Gestating and Farrowing Hogs in 'Natural Pork' Production; Financial Comparison," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12613, Jan.
- Item repec:rbp:wpaper:2005-008 is not listed on IDEAS anymore
- Marco Vega & Diego Winkelried, 2006, "¿Cambia la Inflación Cuando los Países Adoptan Metas Explícitas de Inflación?," Working Papers, Banco Central de Reserva del Perú, number 2006-001, Mar.
- Célia Firmin, 2006, "Wage and employment in a finance-led economy," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number r06024, Mar.
- Christian Keuschnigg & Soren Bo Nielsen, 2006, "Self-Selection and Advice in Venture Capital Finance," University of St. Gallen Department of Economics working paper series 2006, Department of Economics, University of St. Gallen, number 2006-06, Mar.
- Chad Syverson, 2006, "Prices, Spatial Competition, and Heterogenous Producers: An Empirical Test," NBER Working Papers, National Bureau of Economic Research, Inc, number 12231, May.
- Elke Holst & Mechthild Schrooten, 2006, "Sending Money Abroad – What Determines Migrants’ Remittances?," Discussion Papers, Europa-Universität Flensburg, International Institute of Management, number 009, Mar.
- Bagnoli, Mark & Watts, Susan G. & Zhang, Yong, 2005, "Reg FD and the Competitiveness of All-Star Analysts," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1185, Dec.
- Carlos Cortinhas, 2006, "Asymmetry of Shocks and Convergence in Selected Asean Countries: A Dynamic Analysis," NIPE Working Papers, NIPE - Universidade do Minho, number 3/2006.
- Rodrigo M. Zeidan & Marcelo Resende, 2006, "Accounting and Economic Rates of Return: a Dynamic Econometric Investigation," Economics Working Papers, European University Institute, number ECO2006/7.
- Barry Eichengreen & Poonam Gupta & Ashoka Mody, 2006, "Sudden Stops and IMF-Supported Programs," NBER Working Papers, National Bureau of Economic Research, Inc, number 12235, May.
- Martha A. Starr, 2006, "Macroeconomic dimensions of social economics: Saving, the stock market, and pension systems," Working Papers, American University, Department of Economics, number 2006-09, May, DOI: 10.17606/jvb1-2g09.
- Item repec:col:001035:002495 is not listed on IDEAS anymore
- Frode Brevik & Manfred Gärtner, 2006, "Macroeconomic effects of banking secrecy when tax evasion is endogenous," University of St. Gallen Department of Economics working paper series 2006, Department of Economics, University of St. Gallen, number 2006-10, May.
- Item repec:col:001035:002494 is not listed on IDEAS anymore
- Mark Grinblatt & Matti Keloharju, 2006, "Sensation Seeking, Overconfidence, and Trading Activity," NBER Working Papers, National Bureau of Economic Research, Inc, number 12223, May.
- Marco LiCalzi & Paolo Pellizzari, 2006, "The allocative effectiveness of market protocols under intelligent trading," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 134, May.
- Item repec:col:001035:002492 is not listed on IDEAS anymore
- Item repec:ver:wpaper:29 is not listed on IDEAS anymore
- Item repec:ver:wpaper:28 is not listed on IDEAS anymore
- Item repec:bon:bonedp:bgse8_2006 is not listed on IDEAS anymore
- Murat G. Kirdar, 2005, "Return Migration and Saving Behavior of Foreign Workers in Germany," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 0506, Nov, revised Nov 2005.
- Dimitrios Christelis & Tullio Jappelli & Mario Padula, 2006, "Cognitive Abilities and Portfolio Choice," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 157, May.
- Marco Battaglini & Stephen Coate, 2006, "A Dynamic Theory of Public Spending, Taxation and Debt," NajEcon Working Paper Reviews, www.najecon.org, number 321307000000000026, May.