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. 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:

• Paola Robotti, 2006, "Hedge Funds and Financial Stability: Explaining the Debate at the Financial Stability Forum," FMG Discussion Papers, Financial Markets Group, number dp560, May.
• Beck, Thorsten & Laeven, Luc, 2006, "Resolution of failed banks by deposit insurers : cross-country evidence," Policy Research Working Paper Series, The World Bank, number 3920, May.
• 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, IIIS, number iiisdp129, May.
• 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, IIIS, number iiisdp132, May.
• Peña, Juan Ignacio & Forte, Santiago, 2006, "Credit spreads: theory and evidence about the information content of stocks, bonds and cdss," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb063310, May.
• 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, Ball State University, Department of Economics, number 200501, Jan, 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, IIIS, number iiisdp131, May.
• Antonio Scalia, 2006, "Is foreign exchange intervention effective? Some micro-analytical evidence from the Czech Republic," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 579, Feb.
• 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, Federal Reserve Bank of St. Louis, number 2006-033, DOI: 10.20955/wp.2006.033.
• Gatti, Roberta & Love, Inessa, 2006, "Does access to credit improve productivity ? Evidence from Bulgarian firms," Policy Research Working Paper Series, The World Bank, number 3921, May.
• Michel Beine & Pierre-Yves Preumont & Ariane Szafarz, 2006, "Sector diversification during crises: a European perspective," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 06-07.RS.
• Jean-Pierre Zigrand & Jon Danielsson, 2006, "Equilibrium Asset Pricing with Systemic Risk," FMG Discussion Papers, Financial Markets Group, number dp561, May.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2006, "Investing for the long-run in European real estate," Working Papers, Federal Reserve Bank of St. Louis, number 2006-028, DOI: 10.20955/wp.2006.028.
• Ricardo Lagos, 2006, "Asset prices and liquidity in an exchange economy," Staff Report, Federal Reserve Bank of Minneapolis, number 373.
• 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, IIIS, number iiisdp136, May.
• Calvet, Laurent E. & Campbell, John Y. & Sodini, Paolo, 2006, "Down or Out: Assessing The Welfare Costs of Household Investment Mistakes," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 195, May.
• 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, Centre for Economic Research, Keele University, number KERP 2005/13, Feb.
• Peña, Juan Ignacio & Rodríguez, Rosa, 2006, "On the economic link between asset prices and real activity," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb063209, May.
• 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, IIIS, number iiisdp138, May.
• Gauthier Lanot & Peter Lawrence, 2005, "Financial Liberalization and Household Financial Behaviour in India," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/15, Dec.
• Massimo Guidolin & Stuart Hyde, 2007, "What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model," Working Papers, Federal Reserve Bank of St. Louis, number 2006-029, DOI: 10.20955/wp.2006.029.
• 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), Bank of Italy, Economic Research and International Relations Area, number 576, Feb.
• 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, Federal Reserve Bank of San Francisco, number 2006-16.
• Ugur Lel, 2006, "Currency hedging and corporate governance: a cross-country analysis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 858.
• Michel Beine & Jerome Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm, 2007, "Central bank intervention and exchange rate volatility, its continuous and jump components," Working Papers, Federal Reserve Bank of St. Louis, number 2006-031, DOI: 10.20955/wp.2006.031.
• Item repec:xrs:meawpa:04061 is not listed on IDEAS anymore

• 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, Monash University, Department of Econometrics and Business Statistics, number 9/06, May.
• Chiaki Hara & James Huang & Christoph Kuzmics, 2006, "Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks," KIER Working Papers, Kyoto University, Institute of Economic Research, number 621, May.
• Riccardo LUCCHETTI & Giulio PALOMBA, 2006, "Forecasting US bond yields at weekly frequency," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 261, May.
• Annalisa Castelli & Gerald P. Dwyer & Iftekhar Hasan, 2006, "Bank relationships and small firms’ financial performance," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-05.
• Item repec:mis:wpaper:20060508 is not listed on IDEAS anymore

• 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, IIIS, number iiisdp135, May.
• Item repec:xrs:meawpa:04064 is not listed on IDEAS anymore

• Philip Lane & Sébastien Wälti, 2006, "The Euro and Financial Integration," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp139, May.
• Maximilian J B Hall, 2004, "Recentbankingsector_japan," Discussion Paper Series, Department of Economics, Loughborough University, number 2004_13, Mar, 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, IIIS, number iiisdp141, May.
• Evelyn Korn, 2006, "The Information Content of Mandatory Disclosures," Marburg Working Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200601.
• 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, IIIS, number iiisdp142, May.
• Christina E. Bannier & Falko Fecht & Marcel Tyrell, 2008, "Open-End Real Estate Funds in Germany - Genesis and Crisis," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 165.
• 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), Bank of Italy, Economic Research and International Relations Area, number 580, Feb.
• Item repec:xrs:meawpa:05085 is not listed on IDEAS anymore

• Item repec:fiu:wpaper:0603 is not listed on IDEAS anymore

• Item repec:mis:wpaper:20050601 is not listed on IDEAS anymore

• Lindblad, Hans & Sellin, Peter, 2006, "A Simultaneous Model of the Swedish Krona, the US Dollar and the Euro," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 193, May.
• 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, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200504.
• Item repec:dgr:unumer:2006012 is not listed on IDEAS anymore

• Shaista Ahmed & Ron Borzekowski & Elizabeth K. Kiser, 2006, "Consumers' use of debit cards: patterns, preferences, and price response," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-16.
• Item repec:hal:papers:halshs-00069163_v1 is not listed on IDEAS anymore

• Ricardo Lagos, 2006, "Inside and outside money," Staff Report, Federal Reserve Bank of Minneapolis, number 374.
• Robert Breunig & Deborah Cobb-Clark & Xiaodong Gong & Danielle Venn, 2006, "Disagreement in Partners’ Reports of Financial Difficulty," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 520, Apr.
• Item repec:xrs:meawpa:05082 is not listed on IDEAS anymore

• 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, Board of Governors of the Federal Reserve System (U.S.), number 2006-17.
• Gabriella Legrenzi & Costas Milas, 2005, "Non-linear real exchange rate effects in the UK labour market," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/08, Jul.
• 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, Financial Markets Group, number dp562, May.
• Item repec:mis:wpaper:20060506 is not listed on IDEAS anymore

• Jean Chateau, 2006, "Disparities in Pension Financing in Europe: Economic and Financial Consequences," Working Papers, CEPII research center, number 2006-09, May.
• 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, Federal Reserve Bank of St. Louis, number 2006-030, DOI: 10.20955/wp.2006.030.
• Item repec:xrs:meawpa:04062 is not listed on IDEAS anymore

• Ben R. Craig & Joseph G. Haubrich, 2006, "Gross loan flows," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0604, DOI: 10.26509/frbc-wp-200604.
• Bernd Hayo & Boris Hofmann, 2005, "Comparing Monetary Policy Reaction Functions: ECB versus Bundesbank," Marburg Working Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200502.
• Lucy F. Ackert & Narat Charupat & Richard Deaves & Brian D. Kluger, 2006, "The origins of bubbles in laboratory asset markets," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-06.
• David Schmidt & Robert S. Shupp & James Walker, 2005, "Resource Allocation Contests: Experimental Evidence," Working Papers, Ball State University, Department of Economics, number 200506, Feb, revised Feb 2005.
• Item repec:dgr:kubcen:200636 is not listed on IDEAS anymore

• John Armour, 2006, "Should we redistribute in insolvency," Working Papers, Centre for Business Research, University of Cambridge, number wp319, Mar.
• Kelly D. Edmiston, 2005, "New insights in the determinants of regional variation in personal bankruptcy filing rates," Community Affairs Research Working Paper, Federal Reserve Bank of Kansas City, number 2005-05.
• 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, Board of Governors of the Federal Reserve System (U.S.), number 2006-14.
• John Armour, 2006, "Legal capital: an outdated concept," Working Papers, Centre for Business Research, University of Cambridge, number wp320, Mar.
• Anthony Pennington-Cross, 2006, "The duration of foreclosures in the subprime mortgage market: a competing risks model with mixing," Working Papers, Federal Reserve Bank of St. Louis, number 2006-027, DOI: 10.20955/wp.2006.027.
• Mariano Selvaggi & Thomas Kirchmaier, 2006, "The Dark Side of Good Corporate Governance:," FMG Discussion Papers, Financial Markets Group, number dp559, May.
• Angela Birk, 2006, "Method to Find the VARs Easily," Departmental Working Papers, Department of Economics, Louisiana State University, number 2006-11, Oct.
• 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, Economics, The University of Manchester, number 72.

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. 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: