Report NEP-FMK-2006-06-03

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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Jose Luiz Rossi Junior, 2004, "Foreign Exchange exposure, corporate financial policies and the exchange rate regime: Evidence from Brazil," Econometric Society 2004 Latin American Meetings, Econometric Society, number 163, Aug.
• Item repec:bai:series:wp0002 is not listed on IDEAS anymore

• Sumon Kumar Bhaumik & Jenifer Piesse, 2005, "The Risk Aversion of Banks in Emerging Credit markets: Evidence from India," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp774, Aug.
• Mende, Alexander & Menkhoff, Lukas, 2006, "Profits and Speculation in Intra-Day Foreign Exchange Trading," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-339, Jun.
• Item repec:ecb:ecbwps:20060629 is not listed on IDEAS anymore

• Item repec:ecb:ecbwps:20060624 is not listed on IDEAS anymore

• Geert Bekaert & Eric Engstrom & Steven R. Grenadier, 2006, "Stock and Bond Returns with Moody Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 12247, May.
• Ozgur Arslan & Chrisostomos Florackis & Aydin Ozkan, 2006, "The Role of Cash Holdings in Reducing Investment-Cash Flow Sensitivity: Evidence from a Financial Crisis Period in an Emerging Market," Discussion Papers, Department of Economics, University of York, number 06/08, Apr.
• Supreena Narayanan, 2005, "Financial Market Regulation-Security Scams In India with historical evidence and the role of corporate governance," Finance, University Library of Munich, Germany, number 0506012, Jun.
• Michael Ehrmann & Marcel Fratzscher, 2006, "Global Financial Transmission of Monetary Policy Shocks," CESifo Working Paper Series, CESifo, number 1710.
• Item repec:ecb:ecbwps:20060626 is not listed on IDEAS anymore

• Item repec:ecb:ecbwps:20060631 is not listed on IDEAS anymore

• Jean Bonnet & Sylvie Cieply & Marcus Dejardin, 2006, "Financial constraints on new firms: looking for regional disparities," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 200613.
• Mathias Hoffmann, 2006, "Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock Returns," CESifo Working Paper Series, CESifo, number 1712.
• Item repec:ecb:ecbwps:20060627 is not listed on IDEAS anymore

• Amina Lahrèche-Révil & Juliette Milgram, 2006, "Exchange-rate policies and trade in the MENA countries," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 06/07, May.
• kisu simwaka, 2005, "Modelling currency in circulation in Malawi," Macroeconomics, University Library of Munich, Germany, number 0504018, Apr.
• Geert Bekaert & Eric Engstrom & Yuhang Xing, 2006, "Risk, Uncertainty and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 12248, May.
• Ana Carla A. Costa & Joao M.P. De Mello, 2006, "Judicial Risk and Credit Market Performance: Micro Evidence from Brazilian Payroll Loans," NBER Working Papers, National Bureau of Economic Research, Inc, number 12252, May.
• Franzoni, Francesco, 2006, "Where is beta going ? the riskiness of value and small stocks," HEC Research Papers Series, HEC Paris, number 829, Jan.
• Ian Babetskii & Bal??zs ??gert, 2005, "Equilibrium Exchange Rate in the Czech Republic: How Good is the Czech BEER?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp781, Jul.
• Frait, Jan & Komarek, Lubos & Meleck, Martin, 2006, "The Real Exchange Rate Misalignment in the Five Central European Countries," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 739.
• Skogsvik, Stina & Skogsvik, Kenth, 2005, "Prediction of ROE and the Residual Income Valuation Model: Forecasting and Modeling Mispricing in the Swedish Stock Market," SSE/EFI Working Paper Series in Business Administration, Stockholm School of Economics, number 2005:8, Jun, revised 20 Apr 2009.
• Thorburn, Craig & Rocha, Roberto & Morales, Marco, 2006, "An analysis of money's worth ratios in Chile," Policy Research Working Paper Series, The World Bank, number 3926, May.
• Frait, Jan & Komarek, Lubos, 2006, "Monetary Policy and Asset Prices : What Role for Central Banks in New EU Member States?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 738.
• John Duffy & Maxim Nikitin, 2004, "Dollarization Traps," Econometric Society 2004 Latin American Meetings, Econometric Society, number 196, Aug.
• Kohlscheen, Emanuel & O'Connell, Stephen A., 2006, "A Sovereign Debt Model with Trade Credit and Reserves," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 743.
• Groh, Alexander & Gottschalg, Oliver, 2006, "The risk-adjusted performance of US buyouts," HEC Research Papers Series, HEC Paris, number 834, Jan.
• Iris Claus & Veronica Jacobsen & Brock Jera, 2004, "Financial Systems and Economic Growth: An Evaluation Framework for Policy," Treasury Working Paper Series, New Zealand Treasury, number 04/17, Sep.
• Paul De Grauwe & Agnieszka Markiewicz, 2006, "Learning to Forecast the Exchange Rate: Two Competing Approaches," CESifo Working Paper Series, CESifo, number 1717.
• Kisu Simwaka, 2004, "Real Effective Exchange Rate Dynamics in Malawi and South Africa," International Finance, University Library of Munich, Germany, number 0407009, Jul.
• Adriana Breccia, 2006, "Sequential Restructuring of Debt Classes, Absolute Priority Violation and Spread Reversals Under Chapter 11," Discussion Papers, Department of Economics, University of York, number 06/09, May.
• Item repec:ven:wpaper:29_06 is not listed on IDEAS anymore

• M. Martin Boyer & Simon van Norden, 2006, "Exchange Rates and Order Flow in the Long Run," CIRANO Working Papers, CIRANO, number 2006s-07, May.
• Dominick Stephens, 2006, "Should monetary policy attempt to reduce exchange rate volatility in New Zealand?," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2006/05, May.
• Kisukyabo Simwaka, 2004, "Dynamics of real effective exchange rate in Malawi and South Africa," International Trade, University Library of Munich, Germany, number 0407006, Jul.
• Cécile Carpentier & Jean-Marc Suret, 2005, "De l'efficacité des dépenses fiscales pour l'achat d'actions : le cas du régime d'épargne-actions du Québec," CIRANO Working Papers, CIRANO, number 2005s-10, Mar.
• Paolo Panteghini, 2006, "The Capital Structure of Multinational Companies under Tax Competition," CESifo Working Paper Series, CESifo, number 1721.
• Bignebat, C. & Gouret, F., 2006, "Which Firms Have a Soft Loan ? Managers' Believes in a Cross-Country Survey in Transition Economies," Working Papers MoISA, UMR MoISA : Montpellier Interdisciplinary center on Sustainable Agri-food systems (social and nutritional sciences): CIHEAM-IAMM, CIRAD, INRAE, L'Institut Agro, Montpellier SupAgro, IRD - Montpellier, France, number 200603.
• Cécile Carpentier & Jean-Marc Suret, 2004, "Bypassing the Financial Growth Cycle: Evidence from Capital Pool Companies," CIRANO Working Papers, CIRANO, number 2004s-48, Sep.
• Susan Thorp & George Milunovich, 2006, "Information processing and measures of integration: New York, London and Tokyo," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 177, May.
• Cécile Carpentier & Jean-Marc Suret, 2004, "Le placement privé et la dimension réglementaire du financement des entreprises," CIRANO Working Papers, CIRANO, number 2004s-51, Nov.
• Item repec:ecb:ecbwps:20060628 is not listed on IDEAS anymore

• José Pablo Dapena, 2006, "Volatility of GDP, macro applications and policy implications of real options for structure of capital Markets," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 320, Apr.
• Item repec:ecb:ecbwps:20060630 is not listed on IDEAS anymore

• Foucault, Thierry & Menkveld, Albert, 2006, "Competition for order flow and smart order routing systems," HEC Research Papers Series, HEC Paris, number 831, Jan.
• Bal??zs ??gert & Amalia Morales-Zumaquero, 2005, "Exchange Rate Regimes, Foreign Exchange Volatility and Export Performance in Central and Eastern Europe: Just Another Blur Project?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp782, Jul.
• Aydogan Ulker, 2004, "Wealth Holdings and Portfolio Allocation of Older Couples: The Role of Spouses’ Marital History," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 477, Sep.
• Alejandro Diaz-Bautista & Cesar Alfredo Olivas Andrade, 2005, "Un Análisis de cointegración con corrección de errores de las Fugas de Capital y la Inestabilidad Política en México , An econometric model of capital flight in Mexico," International Finance, University Library of Munich, Germany, number 0511004, Nov.
• Sophie Claeys, & Gleb Lanine & Koen Schoors, 2005, "Bank Supervision Russian style: Rules versus Enforcement and Tacit Objectives," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp778, Jun.
• Ronald Ian McKinnon & Gunther Schnabl, 2006, "China’s Exchange Rate and International Adjustment in Wages, Prices, and Interest Rates: Japan Déjà Vu?," CESifo Working Paper Series, CESifo, number 1720.
• Item repec:umr:wpaper:200612 is not listed on IDEAS anymore

• Richard Blundell & Carl Emmerson & Matthew Wakefield, 2006, "The importance of incentives in influencing private retirement saving: known knowns and known unknowns," IFS Working Papers, Institute for Fiscal Studies, number W06/09, Apr.
• Piero Gottardi & Felix Kubler, 2006, "Social Security and Risk Sharing," CESifo Working Paper Series, CESifo, number 1705.
• Chadha, J.S. & Holly, S., 2006, "Macroeconomic Models and the Yield Curve: An assessment of the Fit," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0640, May.
• Alejandro Diaz-Bautista & Mario Alberto Rosas Chimal, 2005, "Los Determinantes de la Inversión Extranjera de Cartera en México: Un Análisis de Corte Estructural, The determinants of foreign portfolio investment in Mexico," International Finance, University Library of Munich, Germany, number 0511003, Nov.
• Miltiades N. Georgiou & Nicholas Kyriazes, 2006, "Banking Entrepreneurship Differentials between Europe and USA. A Note," Papers on Entrepreneurship, Growth and Public Policy, Max Planck Institute of Economics, Entrepreneurship, Growth and Public Policy Group, number 2006-17, May.
• Bruce Chapman & Ric Simes, 2004, "Profit Related Loans for Economically Disadvantaged Regions," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 481, Dec.
• Balbás, Alejandro & Reichardt, Susana, 2006, "On the future contract quality option: a new look," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb063711, Nov.
• Richard N. Langlois, 2005, "The Secret Life of Mundane Transaction Costs," Working papers, University of Connecticut, Department of Economics, number 2005-49, Nov.
• Item repec:hhb:aaracc:90-002 is not listed on IDEAS anymore

• M. Hashem Pesaran & Ron P. Smith & Takashi Yamagata & Liudmyla Hvozdyk, 2006, "Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures," CESifo Working Paper Series, CESifo, number 1704.
• Calvet, Laurent & Campbell, John Y. & Sodini, Paolo, 2006, "Down or out: assessing the welfare costs of household investment mistakes," HEC Research Papers Series, HEC Paris, number 832, Jan.
• Hartley, Roger & Lanot, Gauthier & Walker, Ian, 2006, "Who really wants to be a millionaire? Estimates of risk aversion from gameshow data," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 747.
• Robin Boadway & Motohiro Sato, 2006, "Entrepreneurship And Asymmetric Information In Input Markets," Working Paper, Economics Department, Queen's University, number 1069, May.
• Xiaozhong Zhai, 2004, "Application of Four-Rate Formula and Exchange Rate Formula to demonstration of single currency with different value and interest rate," Macroeconomics, University Library of Munich, Germany, number 0410007, Oct.
• Item repec:apr:aprpdp:dp0017 is not listed on IDEAS anymore

• Item repec:apr:aprpdp:dp0015 is not listed on IDEAS anymore

• Dr Martin Weale & Dr. James Mitchell, 2005, "Poverty and Debt," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 263, Nov.
• Matthew Adler, , "Against 'Individual Risk': A Sympathetic Critique of Risk Assessment," Scholarship at Penn Law, University of Pennsylvania Law School, number upenn_wps-1013.

Report NEP-FMK-2006-06-03

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: