Report NEP-FMK-2006-05-27

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Carolina Valiente issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Paola Robotti, 2006. "Hedge Funds and Financial Stability: Explaining the Debate at the Financial Stability Forum," FMG Discussion Papers dp560, Financial Markets Group.
• Beck, Thorsten & Laeven, Luc, 2006. "Resolution of failed banks by deposit insurers : cross-country evidence," Policy Research Working Paper Series 3920, The World Bank.
• Philip Lane & Gian Maria Milesi-Ferretti, 2006. "Exchange Rates and External Adjustment: Does Financial Globalization Matter?," The Institute for International Integration Studies Discussion Paper Series iiisdp129, IIIS.
• Colm Kearney & Valerio Poti, 2006. "Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area," The Institute for International Integration Studies Discussion Paper Series iiisdp132, IIIS.
• Forte, Santiago, 2006. "Credit spreads: theory and evidence about the information content of stocks, bonds and cdss," DEE - Working Papers. Business Economics. WB wb063310, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Item repec:dgr:rugccs:200509 is not listed on IDEAS anymore

• Tung Liu & Gary Santoni & Courtenay Cliff Stone, 2005. "Federal Securities Regulations and Stock Market Returns," Working Papers 200501, Ball State University, Department of Economics, revised Jan 2005.
• Viviana Fernandez & Brian M. Lucey, 2006. "Portfolio management implications of volatility shifts: Evidence from simulated data," The Institute for International Integration Studies Discussion Paper Series iiisdp131, IIIS.
• Antonio Scalia, 2006. "Is foreign exchange intervention effective? Some micro-analytical evidence from the Czech Republic," Temi di discussione (Economic working papers) 579, Bank of Italy, Economic Research and International Relations Area.
• Item repec:dgr:rugccs:200602 is not listed on IDEAS anymore

• Christopher J. Neely & Paul A. Weller, 2007. "Central bank intervention with limited arbitrage," Working Papers 2006-033, Federal Reserve Bank of St. Louis.
• Gatti, Roberta & Love, Inessa, 2006. "Does access to credit improve productivity ? Evidence from Bulgarian firms," Policy Research Working Paper Series 3921, The World Bank.
• Michel Beine & Pierre-Yves Preumont & Ariane Szafarz, 2006. "Sector diversification during crises: a European perspective," DULBEA Working Papers 06-07.RS, ULB -- Universite Libre de Bruxelles.
• Jean-Pierre Zigrand & Jon Danielsson, 2006. "Equilibrium Asset Pricing with Systemic Risk," FMG Discussion Papers dp561, Financial Markets Group.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2006. "Investing for the long-run in European real estate," Working Papers 2006-028, Federal Reserve Bank of St. Louis.
• Ricardo Lagos, 2006. "Asset prices and liquidity in an exchange economy," Staff Report 373, Federal Reserve Bank of Minneapolis.
• Gregory Birg & Brian M. Lucey, 2006. "Integration Of Smaller European Equity Markets : A Time-Varying Integration Score Analysis," The Institute for International Integration Studies Discussion Paper Series iiisdp136, IIIS.
• Calvet, Laurent E. & Campbell, John Y. & Sodini, Paolo, 2006. "Down or Out: Assessing The Welfare Costs of Household Investment Mistakes," Working Paper Series 195, Sveriges Riksbank (Central Bank of Sweden).
• Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005. "On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models," Keele Economics Research Papers KERP 2005/13, Centre for Economic Research, Keele University.
• Item repec:cte:wbrepe:wb063209 is not listed on IDEAS anymore

• Jonathan A. Batten & Peter G. Szilagyi, 2006. "Developing Foreign Bond Markets: The Arirang Bond Experience in Korea," The Institute for International Integration Studies Discussion Paper Series iiisdp138, IIIS.
• Gauthier Lanot & Peter Lawrence, 2005. "Financial Liberalization and Household Financial Behaviour in India," Keele Economics Research Papers KERP 2005/15, Centre for Economic Research, Keele University.
• Massimo Guidolin & Stuart Hyde, 2007. "What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model," Working Papers 2006-029, Federal Reserve Bank of St. Louis.
• Item repec:dgr:nijrep:2006-04 is not listed on IDEAS anymore

• Massimo Caruso, 2006. "Stock market fluctuations and money demand in Italy, 1913-2003," Temi di discussione (Economic working papers) 576, Bank of Italy, Economic Research and International Relations Area.
• Item repec:dgr:nijrep:2006-08 is not listed on IDEAS anymore

• Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006. "The bond yield \"conundrum\" from a macro-finance perspective," Working Paper Series 2006-16, Federal Reserve Bank of San Francisco.
• Ugur Lel, 2006. "Currency hedging and corporate governance: a cross-country analysis," International Finance Discussion Papers 858, Board of Governors of the Federal Reserve System (U.S.).
• Michel Beine & Jerome Lahaye & Sebastien Laurent & Christopher J. Neely & Franz C. Palm, 2007. "Central bank intervention and exchange rate volatility, its continuous and jump components," Working Papers 2006-031, Federal Reserve Bank of St. Louis.
• Barbara Berkel, 2004. "Institutional Determinants of International Equity Portfolios - A Country-Level Analysis," MEA discussion paper series 04061, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
• Param Silvapulle & Xibin Zhang, 2006. "Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures," Monash Econometrics and Business Statistics Working Papers 9/06, Monash University, Department of Econometrics and Business Statistics.
• Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks," KIER Working Papers 621, Kyoto University, Institute of Economic Research.
• Riccardo LUCCHETTI & Giulio PALOMBA, 2006. "Forecasting US bond yields at weekly frequency," Working Papers 261, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Annalisa Castelli & Gerald P. Dwyer & Iftekhar Hasan, 2006. "Bank relationships and small firms’ financial performance," FRB Atlanta Working Paper 2006-05, Federal Reserve Bank of Atlanta.
• Matteo Pelagatti & Stefania Rondena, 2004. "Dynamic Conditional Correlation with Elliptical Distributions," Working Papers 20060508, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised May 2006.
• Dimitrios Malliaropulos & Ekaterini Panopoulou & Nikitas Pittis & Theologos Pantelidis, 2006. "The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates," The Institute for International Integration Studies Discussion Paper Series iiisdp135, IIIS.
• Börsch-Supan, Axel & Ludwig, Alexander & Winter, Joachim, 2004. "Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation Model," MEA discussion paper series 04064, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
• Philip Lane & Sébastien Wälti, 2006. "The Euro and Financial Integration," The Institute for International Integration Studies Discussion Paper Series iiisdp139, IIIS.
• Maximilian J B Hall, 2004. "Recentbankingsector_japan," Discussion Paper Series 2004_13, Department of Economics, Loughborough University, revised Mar 2004.
• Thomas Lagoarde-Segot & Brian M. Lucey, 2006. "Portfolio allocations in the Middle East and North Africa," The Institute for International Integration Studies Discussion Paper Series iiisdp141, IIIS.
• Evelyn Korn, 2006. "The Information Content of Mandatory Disclosures," Marburg Working Papers on Economics 200601, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Ricardo Coehlo & Claire Gilmore & Brian M. Lucey, 2006. "The Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees," The Institute for International Integration Studies Discussion Paper Series iiisdp142, IIIS.
• Christina E. Bannier & Falko Fecht & Marcel Tyrell, 2008. "Open-End Real Estate Funds in Germany - Genesis and Crisis," Working Paper Series: Finance and Accounting 165, Department of Finance, Goethe University Frankfurt am Main.
• Item repec:xrs:meawpa:05083 is not listed on IDEAS anymore

• Marcello Pericoli & Marco Taboga, 2006. "Canonical term-structure models with observable factors and the dynamics of bond risk premiums," Temi di discussione (Economic working papers) 580, Bank of Italy, Economic Research and International Relations Area.
• Börsch-Supan, Axel & Essig, Lothar, 2005. "Personal assets and pension reform: How well prepared are the Germans?," MEA discussion paper series 05085, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
• Item repec:fiu:wpaper:0603 is not listed on IDEAS anymore

• Michela Lacangellera & Paolo Mariani, 2005. "Main features of Italian banking service: a cross-regional dynamic analysis," Working Papers 20050601, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
• Lindblad, Hans & Sellin, Peter, 2006. "A Simultaneous Model of the Swedish Krona, the US Dollar and the Euro," Working Paper Series 193, Sveriges Riksbank (Central Bank of Sweden).
• Item repec:dgr:nijrep:2005-05 is not listed on IDEAS anymore

• Item repec:xrs:meawpa:04053 is not listed on IDEAS anymore

• Bernd Hayo, 2005. "Mass Attidudes Toward Financial Crisis and Economic Reform in Korea," Marburg Working Papers on Economics 200504, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Bevilacqua, Franco, 2006. "Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period," MERIT Working Papers 2006-012, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Shaista Ahmed & Ron Borzekowski & Elizabeth K. Kiser, 2006. "Consumers' use of debit cards: patterns, preferences, and price response," Finance and Economics Discussion Series 2006-16, Board of Governors of the Federal Reserve System (U.S.).
• Item repec:hal:papers:halshs-00069163_v1 is not listed on IDEAS anymore

• Ricardo Lagos, 2006. "Inside and outside money," Staff Report 374, Federal Reserve Bank of Minneapolis.
• Robert Breunig & Deborah Cobb-Clark & Xiaodong Gong & Danielle Venn, 2006. "Disagreement in Partners’ Reports of Financial Difficulty," CEPR Discussion Papers 520, Centre for Economic Policy Research, Research School of Economics, Australian National University.
• Mathias Sommer, 2005. "Trends in German households’ portfolio behavior - assessing the importance of age- and cohort-effects," MEA discussion paper series 05082, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
• Item repec:xrs:meawpa:04060 is not listed on IDEAS anymore

• Ron Borzekowski & Elizabeth K. Kiser, 2006. "The choice at the checkout: quantifying demand across payment instruments," Finance and Economics Discussion Series 2006-17, Board of Governors of the Federal Reserve System (U.S.).
• Gabriella Legrenzi & Costas Milas, 2005. "Non-linear real exchange rate effects in the UK labour market," Keele Economics Research Papers KERP 2005/08, Centre for Economic Research, Keele University.
• Item repec:dgr:nijrep:2005-01 is not listed on IDEAS anymore

• Nicholas Barr, 2006. "(UBS Pensions Series 040) Pensions: Overview of Issues," FMG Discussion Papers dp562, Financial Markets Group.
• Antonio Nicolò & Piero Tedeschi, 2006. "Missing Contracts: On the Rationality of not Signing a Prenuptial Agreement," Working Papers 20060506, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
• Jean Chateau, 2006. "Disparities in Pension Financing in Europe: Economic and Financial Consequences," Working Papers 2006-09, CEPII research center.
• Item repec:iim:iimawp:2006-05-05 is not listed on IDEAS anymore

• Christopher Allsopp & Amit Kara & Edward Nelson, 2006. "U.K. inflation targeting and the exchange rate," Working Papers 2006-030, Federal Reserve Bank of St. Louis.
• Börsch-Supan, Axel & Berkel, Barbara, 2004. "Pension Reform in Germany: The Impact on Retirement Decisions," MEA discussion paper series 04062, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
• Ben R. Craig & Joseph G. Haubrich, 2006. "Gross loan flows," Working Papers (Old Series) 0604, Federal Reserve Bank of Cleveland.
• Bernd Hayo & Boris Hofmann, 2005. "Comparing Monetary Policy Reaction Functions: ECB versus Bundesbank," Marburg Working Papers on Economics 200502, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Lucy F. Ackert & Narat Charupat & Richard Deaves & Brian D. Kluger, 2006. "The origins of bubbles in laboratory asset markets," FRB Atlanta Working Paper 2006-06, Federal Reserve Bank of Atlanta.
• David Schmidt & Robert S. Shupp & James Walker, 2005. "Resource Allocation Contests: Experimental Evidence," Working Papers 200506, Ball State University, Department of Economics, revised Feb 2005.
• Item repec:dgr:kubcen:200636 is not listed on IDEAS anymore

• John Armour, 2006. "Should we redistribute in insolvency," Working Papers wp319, Centre for Business Research, University of Cambridge.
• Kelly D. Edmiston, 2005. "New insights in the determinants of regional variation in personal bankruptcy filing rates," Community Affairs Research Working Paper 2005-05, Federal Reserve Bank of Kansas City.
• Jeffrey R. Brown & J. Nellie Liang & Scott Weisbenner, 2006. "Executive financial incentives and payout policy: firm responses to the 2003 dividend tax cut," Finance and Economics Discussion Series 2006-14, Board of Governors of the Federal Reserve System (U.S.).
• John Armour, 2006. "Legal capital: an outdated concept," Working Papers wp320, Centre for Business Research, University of Cambridge.
• Anthony Pennington-Cross, 2006. "The duration of foreclosures in the subprime mortgage market: a competing risks model with mixing," Working Papers 2006-027, Federal Reserve Bank of St. Louis.
• Mariano Selvaggi & Thomas Kirchmaier, 2006. "The Dark Side of Good Corporate Governance:," FMG Discussion Papers dp559, Financial Markets Group.
• Angela Birk, 2006. "Method to Find the VARs Easily," Departmental Working Papers 2006-11, Department of Economics, Louisiana State University.
• E Bataa & D R Osborn & D H Kim, 2006. "A Further Examination of the Expectations Hypothesis for the Term Structure," Centre for Growth and Business Cycle Research Discussion Paper Series 72, Economics, The University of Manchester.