Report NEP-FMK-2006-06-10

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:

• Dairo Estrada & Esteban Gómez & Inés Orozco, 2006, "Determinants of Interest Margins in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 393, Apr, DOI: 10.32468/be.393.
• Lucjan T. Orlowski & Kirsten Lommatzsch, 2005, "Bond Yield Compression in the Countries Converging to the Euro," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp799, Oct.
• J. Annaert & W. Van Hyfte, 2006, "Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/376, Mar.
• Javier Gómez Pineda, 2006, "Capital Flows and Monetary Policy," Borradores de Economia, Banco de la Republica de Colombia, number 395, Apr, DOI: 10.32468/be.395.
• Rasmus Fatum & Michael M. Hutchison, 2006, "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 06-04, May.
• David M. Kemme & Saktinil Roy, 2005, "Real Exchange Rate Misalignment: Prelude to Crisis?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp797, Oct.
• Roman Horvath, 2005, "Exchange Rate Variability, Pressures and Optimum Currency Area Criteria: Lessons for the Central and Eastern European Countries," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/08, Dec.
• Anca Podpiera & Jiri Podpiera, 2005, "Deteriorating Cost Efficiency in Commercial Banks Signals an Increasing Risk of Failure," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/06, Dec.
• Balazs Egert & Evzen Kocenda, 2005, "Contagion Across and Integration of Central and Eastern European Stock Markets: Evidence from Intraday Data," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp798, Nov.
• Rocha, Roberto & Morales, Marco & Thorburn, Craig, 2006, "An empirical analysis of the annuity rate in Chile," Policy Research Working Paper Series, The World Bank, number 3929, Jun.
• Item repec:bro:econwp:2006-10 is not listed on IDEAS anymore

• Balazs Egert & Lubos Komarek, 2005, "Foreign Exchange Interventions and Interest Rate Policy in the Czech Republic: Hand in Glove?," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/07, Dec.
• Lubos Komarek & Martin Melecky, 2005, "The Behavioural Equilibrium Exchange Rate of the Czech Koruna," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/05, Dec.
• K. Baeyens & S. Manigart, 2006, "Who gets private equity? The role of debt capacity, growth and intangible assets," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/368, Feb.
• Luc, BAUWENS & Genaro, SUCARRAT, 2006, "General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2006013, Feb.
• Jan Kregel & Leonardo Burlamaqui, 2006, "Finance, Competition, Instability, and Development Microfoundations and Financial Scaffolding of the Economy," The Other Canon Foundation and Tallinn University of Technology Working Papers in Technology Governance and Economic Dynamics, TUT Ragnar Nurkse Department of Innovation and Governance, number 04, Jan.
• James J. Choi & David Laibson & Brigitte C. Madrian, 2006, "Why Does the Law of One Price Fail? An Experiment on Index Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 12261, May.
• Holger Kraft & Mogens Steffensen, 2006, "Bankruptcy, Counterparty Risk, and Contagion," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2006/03, May.
• Gozzi, Juan Carlos & Levine, Ross & Schmukler, Sergio L., 2006, "Internationalization and the evolution of corporate valuation," Policy Research Working Paper Series, The World Bank, number 3933, Jun.
• Item repec:col:001043:002517 is not listed on IDEAS anymore

• Martín Uribe, 2006, "Individual Versus Aggregate Collateral Constraints and the Overborrowing Syndrome," NBER Working Papers, National Bureau of Economic Research, Inc, number 12260, May.
• James Dow & Gary Gorton, 2006, "Noise Traders," NBER Working Papers, National Bureau of Economic Research, Inc, number 12256, May.
• Marek Hlavacek & Michael Konak & Josef Cada, 2005, "The Application of Structured Feedforward Neural Networks to the Modelling of Daily Series of Currency in Circulation," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/11, Dec.
• Tatjana Sedash, 2006, "Mutual Fund Investing – One of the Main Ways of Saving for Retirement in Russia," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 166, May.
• Marco Realdon, 2006, "Book Values and Market Values of Equity and Debt," Discussion Papers, Department of Economics, University of York, number 06/11, Jun.
• Gael M. Martin & Andrew Reidy & Jill Wright, 2006, "Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/06.
• Hsu-Huei Huang & Paochung Hsu & Haider A. Khan & Yun-Lin Yu, 2006, "Does the Appointment of the Outside Director Increase Firm Value? The Evidence from Taiwan," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-427, May.
• Roland Gillet & Isabelle Nagot & Ariane Szafarz, 2006, "Stratégies d'investissement en actions et fonds à capital garanti," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 06-008.RS, May.
• Bal??zs ??gert, & L??szl?? Halpern & Ronald MacDonald, 2005, "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp793, Oct.
• Komarek, Lubos & Melecky, Martin, 2005, "Currency Crises, Current Account Reversals and Growth : The Compounded Effect for Emerging Markets," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 735.
• Philippe, DE DONDER & Jean, HINDRIKS, 2006, "Does Propitious Selection Explain why Riskier People Buy less Insurance," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2006017, Mar.
• Hartley, Roger & Lanot, Gauthier & Walker, Ian, 2005, "Who Really Wants to be a Millionaire : Estimates of Risk Aversion from Game Show Data," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 719.
• Noriko Inakura & Satoshi Shimizutani, 2006, "Interest Income and Household Savings: Evidence Based on the Maturation of Postal Savings Certificates," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-165, May.
• Ivan Baboucek & Martin Jancar, 2005, "Effects of Macroeconomic Shocks to the Quality of the Aggregate Loan Portfolio," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/01, Jan.
• Item repec:sol:wpaper:06-006 is not listed on IDEAS anymore

• Marco Ottaviani & Peter Norman Sørensen, 2006, "Noise, Information, and the Favorite-Longshot Bias," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2006/04, May.
• Stephen G. Cecchetti, 2005, "The Brave New World of Central Banking: The Policy Challenges Posed by Asset Price Booms and Busts," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/14, Dec.
• Javier Gómez Pineda, 2006, "La Política Monetaria en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 394, Apr, DOI: 10.32468/be.394.
• Kohlscheen, Emanuel, 2005, "Sovereign Risk : Constitutions Rule," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 731.
• Franco DONZELLI, 2004, "Ascesa e declino della nozione di saggio proprio di interesse in Sraffa," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2004-32, Jan.
• Pavlo Blavatskyy & Ganna Pogrebna, 2006, "Testing the Predictions of Decision Theories in a Natural Experiment When Half a Million Is at Stake," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 291, Jun.
• J. ANNAERT & Crispiniano Garcia Joao Batista & J. LAMOOT & G. LANINE, 2006, "Don t Fall from the Saddle: the Importance of Higher Moments of Credit Loss Distributions," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/367, Feb.
• Jan Strasky, 2005, "Optimal Forward-Looking Policy Rules in the Quarterly Projection Model of the Czech National Bank," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2005/05, Dec.
• Item repec:oxf:wpaper:264 is not listed on IDEAS anymore

• Item repec:ven:wpaper:32_06 is not listed on IDEAS anymore

Report NEP-FMK-2006-06-10

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: