Report NEP-FMK-2006-06-17

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:

• Marie Briere, 2006, "Market Reactions to Central Bank Communication Policies :Reading Interest Rate Options Smiles," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 38.
• Vincent Bouvatier & Laetitia Lepetit, 2006, "Banks'procyclicality behavior: does provisioning matter?," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla06035, May.
• Alessandro Beber & Michael W. Brandt, 2006, "Resolving Macroeconomic Uncertainty in Stock and Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12270, Jun.
• Beck, Thorsten & Rahman, Md. Habibur, 2006, "Creating a more efficient financial system : challenges for Bangladesh," Policy Research Working Paper Series, The World Bank, number 3938, Jun.
• Rajesh Singh & Joydeep Bhattacharya, 2005, "Optimal Monetary and Exchange Rate Policies in Crisis-Prone Small Open Economies," 2005 Meeting Papers, Society for Economic Dynamics, number 820.
• Bernardo S. de M. Carvalho & Márcio G.P. Garcia, 2006, "Ineffective Controls on Capital Inflows Under Sophisticated Financial Markets: Brazil in the Nineties," NBER Working Papers, National Bureau of Economic Research, Inc, number 12283, Jun.
• Darmoul Mokhtar, 2006, "The impact of monetary policy signals on the intradaily Euro-dollar volatility," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla06049, Jun.
• Item repec:hal:papers:halshs-00079197_v1 is not listed on IDEAS anymore

• Eiji Ogawa & Kentaro Kawasaki, 2006, "Adopting a common currency basket arrangement into the 'ASEAN plus three'," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 06028, Jun.
• Michael D. Bordo & Christopher M. Meissner & Marc D. Weidenmier, 2006, "Currency Mismatches, Default Risk, and Exchange Rate Depreciation: Evidence from the End of Bimetallism," NBER Working Papers, National Bureau of Economic Research, Inc, number 12299, Jun.
• Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2006, "Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-016, Feb.
• Habib Ahmed & C. Paul Hallwood & Stephen M. Miller, 2006, "The Exchange Rate-Investment Nexus and Exchange Rate Instability: Another Reason for 'Fear of Floating'," Working papers, University of Connecticut, Department of Economics, number 2006-15, Jun, revised Jan 2009.
• David Cass, 2006, "Competitive Equilibrium with Incomplete Financial Markets," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-010, Jun.
• Vitor Gaspar & Anil K. Kashyap, 2006, "Stability First: Reflections Inspired by Otmar Issing's Success as the ECB's Chief Economist," NBER Working Papers, National Bureau of Economic Research, Inc, number 12277, Jun.
• Item repec:hal:papers:halshs-00079192_v1 is not listed on IDEAS anymore

• Ghesquiere, Francis & Jamin, Luis & Mahul, Olivier, 2006, "Earthquake vulnerability reduction program in Colombia : a probabilistic cost-benefit analysis," Policy Research Working Paper Series, The World Bank, number 3939, Jun.
• Özlem Onaran, 2006, "Speculation-led growth and fragility in Turkey: Does EU make a difference or "can it happen again"?," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp093, May.
• Joseph P Joyce & Ilan Noy, 2005, "The IMF and the Liberalization of Capital Flows," Economics Study Area Working Papers, East-West Center, Economics Study Area, number 84, Aug.
• Gunther Capelle-Blancard & Nicolas Couderc, 2005, "What drives the market value of firms in the Defense industry?," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla06037, Dec, revised Apr 2006, DOI: 10.1016/j.rfe.2007.02.001.
• Frédérique Savignac, 2006, "The impact of financial constraints on innovation: evidence from french manufacturing firms," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number v06042, Apr.
• David Cass, 2006, "Musings on the Cass Trick," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-011, Jun.
• Jedlicka, Lorenz & Jumah, Adusei, 2006, "The Austrian Insurance Industry: A Structure, Conduct and Performance Analysis," Economics Series, Institute for Advanced Studies, number 189, May.
• Mihir A. Desai & C. Fritz Foley & James R. Hines Jr., 2006, "Capital Structure with Risky Foreign Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 12276, Jun.
• Francisco J. Mas & Antonio Ladrón de Guevara Martínez & Felipe Ruiz Moreno, 2006, "Competencia En El Mercado Español De Créditos Bancarios: Un Modelo De Variaciones Conjeturales," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-07, Jun.
• Item repec:dnb:dnbwpp:099 is not listed on IDEAS anymore

• Rudiger Ahrend & Pietro Catte & Robert Price, 2006, "Factors Behind Low Long-Term Interest Rates," OECD Economics Department Working Papers, OECD Publishing, number 490, Jun, DOI: 10.1787/761527811285.
• Andrew B. Abel, 2006, "Equity Premia with Benchmark Levels of Consumption: Closed-Form Results," NBER Working Papers, National Bureau of Economic Research, Inc, number 12290, Jun.
• Michelle Lowry & Micah S. Officer & G. William Schwert, 2006, "The Variability of IPO Initial Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 12295, Jun.
• Item repec:hal:papers:halshs-00079019_v1 is not listed on IDEAS anymore

• Hanming Fang & Michael P. Keane & Dan Silverman, 2006, "Sources of Advantageous Selection: Evidence from the Medigap Insurance Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 12289, Jun.
• Eckhard Platen, 2005, "Investments for the Short and Long Run," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 163, Aug.
• Georg Stadtmann, 2006, "Frequent News and Pure Signals: The Case of a Publicly Traded Football Club," Working Papers, International Association of Sports Economists;North American Association of Sports Economists, number 0603, Jun.
• Malcolm Baker & Stefan Nagel & Jeffrey Wurgler, 2006, "The Effect of Dividends on Consumption," NBER Working Papers, National Bureau of Economic Research, Inc, number 12288, Jun.
• Ángel León & Francis Benito & Juan Nave, 2006, "Modeling The Euro Overnight Rate," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-11, Jun.
• Reginaldo P. Nogueira Jnr, 2006, "Inflation Targeting and the Role of Exchange Rate Pass-through," Studies in Economics, School of Economics, University of Kent, number 0602, Jun.
• Matthew Ellman, 2006, "The optimal length of contracts with application to outsourcing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 965, Feb.
• John Bluedorn & Christopher Bowdler, 2006, "The Open Economy Consequences of U.S. Monetary Policy," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W04, Jun.
• Boel, Paola & Camera, Gabriele, 2004, "Efficient Monetary Allocations and the Illiquidity of Bonds," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1171, Nov.
• Aliprantis, C.D. & Camera, Gabriele & Puzzello, D., 2005, "Anonymous Markets and Monetary Trading," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1179, Oct.
• Francois-Éric Racicot & Raymond Théoret, 2006, "Simulations de la couverture delta et de la couverture delta-gamma d’un portefeuille dans le cadre du modèle de Black et Scholes," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp122006, Jun.
• David Cass, 2006, "Compatible Beliefs and Equilibrium," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-009, Jun.
• Ángel Hernando Veciana, 2006, "Information Acquisition In Auctions: Sealed Bids Vs. Open Bids," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-10, Jun.
• Oecd, 2006, "Are House Prices Nearing a Peak?: A Probit Analysis for 17 OECD Countries," OECD Economics Department Working Papers, OECD Publishing, number 488, Jun, DOI: 10.1787/816770752416.
• Clive G. Bowsher & Roland Meeks, 2006, "The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W05, Jun.
• Christian Bayer, 2001, "Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections," Discussion Papers in Economics, University of Dortmund, Department of Economics, number 01_13, Jul.
• Erica Field, 2006, "Educational Debt Burden and Career Choice: Evidence from a Financial Aid Experiment at NYU Law School," NBER Working Papers, National Bureau of Economic Research, Inc, number 12282, Jun.
• Philippe Aghion & Diego Comin & Peter Howitt, 2006, "When Does Domestic Saving Matter for Economic Growth?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12275, Jun.
• Bernd Hayo, 2006, "Is European Monetary Policy Appropriate for the EMU Member Countries? A Counterfactual Analysis," Marburg Working Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200610.
• Hazel Jean Malapit & Jade Eric Redoblado & Deanna Margarett Cabungcal-Dolor & Jasmin Suministrado, 2006, "Labor Supply Responses to Adverse Shocks under Credit Constraints: Evidence from Bukidnon, Philippines," Working Papers PMMA, PEP-PMMA, number 2006-15.
• Emilia Penkova, 2005, "Exchange rates and transition economies` export prices: is there evidence for pricing-to-market behaviour?," Discussion Papers in Economics, University of Dortmund, Department of Economics, number 05_02, Jan.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006, "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W03, May.
• Casper G. de Vries & Mandira Sarma & Bjørn N. Jorgensen & Jean-Pierre Zigrand & Jon Danielsson, 2006, "Consistent Measures of Risk," FMG Discussion Papers, Financial Markets Group, number dp565, May.
• Roger Gordon & Martin Dietz, 2006, "Dividends and Taxes," NBER Working Papers, National Bureau of Economic Research, Inc, number 12292, Jun.

Report NEP-FMK-2006-06-17

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: