Report NEP-FMK-2006-06-24

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:

• L. Randall Wray, 2006, "Can Basel II Enhance Financial Stability?: A Pessimistic View," Economics Public Policy Brief Archive, Levy Economics Institute, number ppb_84, May.
• Alexandra Lai & Raphael Solomon, 2006, "Ownership Concentration and Competition in Banking Markets," Staff Working Papers, Bank of Canada, number 06-7, DOI: 10.34989/swp-2006-7.
• Mario Mesía & Eduardo Costa & Oscar Graham & Robert Soto & Alejandro Rabanal, 2006, "El costo del crédito en el Perú, revisión de la evolución reciente," Working Papers, Banco Central de Reserva del Perú, number 2006-004, Jun.
• Alejandro García & Ramazan Gençay, 2006, "Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events," Staff Working Papers, Bank of Canada, number 06-17, DOI: 10.34989/swp-2006-17.
• Miroslav Misina, 2006, "Benchmark Index of Risk Appetite," Staff Working Papers, Bank of Canada, number 06-16, DOI: 10.34989/swp-2006-16.
• Hans Genberg, 2006, "Exchange-Rate Arrangements an Financial Integration in East Asia: On a Collision Course?," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 122, May.
• Loriana Pelizzon & Guglielmo Weber, 2006, "Are Household Portfolios Efficient? An Analysis Conditional on Housing," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0021, Jun.
• Urban Jermann & Vincenzo Quadrini, 2006, "Financial Innovations and Macroeconomic Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 12308, Jun.
• Paul Alagidede & Theodore Panagiotidis, 2006, "Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange," Discussion Paper Series, Department of Economics, Loughborough University, number 2006_13, Jun, revised Jun 2006.
• Eric Tymoigne, 2006, "Asset Prices, Financial Fragility, and Central Banking," Economics Working Paper Archive, Levy Economics Institute, number wp_456, Jun.
• Paul Willen & Felix Kubler, 2006, "Collateralized Borrowing and Life-Cycle Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 12309, Jun.
• Marc-André Gosselin & René Lalonde, 2005, "MUSE: The Bank of Canada's New Projection Model of the U.S. Economy," Technical Reports, Bank of Canada, number 96, DOI: 10.34989/tr-96.
• Ingrid Lo & Stephen Sapp, 2006, "A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market," Staff Working Papers, Bank of Canada, number 06-8, DOI: 10.34989/swp-2006-8.
• Lea Zicchino & Dimitrios Tsomocos & Miguel Segoviano & Charles Goodhart & Oriol Aspachs Bracon, 2006, "Searching for a Metric for Financial Stability," FMG Special Papers, Financial Markets Group, number sp167, May.
• Sebastian Edwards, 2006, "Monetary Unions, External Shocks and Economic Performance," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 126, Jun.
• Francis X. Diebold & Lei Ji & Canlin Li, 2006, "A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-017, Mar.
• Paul Gilbert & Erik Meijer, 2006, "Money and Credit Factors," Staff Working Papers, Bank of Canada, number 06-3, DOI: 10.34989/swp-2006-3.
• Item repec:ide:wpaper:4130 is not listed on IDEAS anymore

• Boriss Siliverstovs & Manh Ha Duong, 2006, "On the Role of Stock Market for Real Economic Activity," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 599.
• Marie Briere & Aurélie Cohen, 2006, "A quoi réagit le marchés des obligations privées?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 06-003.RS.
• John C. Bluedorn & Christopher Bowdler, 2006, "The Open Economy Consequences of U.S. Monetary Policy," Economics Series Working Papers, University of Oxford, Department of Economics, number 265, Jun.
• C. Sardoni, 2006, "Why Central Banks (and Money) Rule the Roost," Economics Working Paper Archive, Levy Economics Institute, number wp_457, Jun.
• Giuliano, Paola & Ruiz-Arranz, Marta, 2006, "Remittances, Financial Development, and Growth," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2160, Jun.
• David Rae & Paul van den Noord, 2006, "Ireland's Housing Boom: What has Driven it and Have Prices Overshot?," OECD Economics Department Working Papers, OECD Publishing, number 492, Jun, DOI: 10.1787/752770732812.
• Meissner, C.M. & Oomes, N., 2006, "Why Do Countries Peg the Way They Peg? The Determinants of Anchor Currency Choice," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0643, Jun.
• Petra M. Geraats, 2006, "The Mystique of Central Bank Speak," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 123, May.
• Alain Coen & Francois-Éric Racicot, 2006, "A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp142006, May.
• Yongfu Huang, 2006, "On the political economy of financial reform," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 06/586, Jun.
• Petrucci, Alberto, 2006, "Wealth Accumulation and Growth in a Specific-Factors Model of Trade and Finance," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp06029, Jun.
• Gollier, Christian, 2005, "Does Flexibility Enhance Risk Tolerance?," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 390, Jun.
• Thomann, Christian & Schulenburg, J.-Matthias, 2006, "Supply and Demand for Terrorism Insurance: Lessons from Germany," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-340, Jun.
• Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006, "Towards New Empirical Versions of Financial and Accounting Models Corrected for Measurement Errors," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp132006, Mar.
• Ricardo Hausmann & Bailey Klinger, 2008, "Growth Diagnostics: Perú," Research Department Publications, Inter-American Development Bank, Research Department, number 2005, Aug.
• L. Randall Wray, 2006, "Twin Deficits and Sustainability," Economics Policy Note Archive, Levy Economics Institute, number 06-3, Apr.
• Dimitri B. Papadimitriou & Edward Chilcote & Gennaro Zezza, 2006, "Can the Growth in the U.S. Current Account Deficit Be Sustained?: The Growing Burden of Servicing Foreign-Owned U.S. Debt," Economics Strategic Analysis Archive, Levy Economics Institute, number sa_may_06, May.
• Julie Agnew, 2006, "Personalized Retirement Advice And Managed Accounts: Who Uses Them And How Does Advice Affect Behavior In 401(k) Plans?," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2006-9, Jun.
• Marco Realdon, 2006, "Equity Valuation Under Stochastic Interest Rates," Discussion Papers, Department of Economics, University of York, number 06/12, Jun.
• Neville Arjani, 2006, "Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada's LVTS: A Simulation Approach," Staff Working Papers, Bank of Canada, number 06-20, DOI: 10.34989/swp-2006-20.
• Torres-Martínez, Juan Pablo & Araújo, Aloísio Pessoa de & Pascoa, Mario Rui, 2006, "Bubbles, collateral and monetary equilibrium," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 614, Apr.
• Morten Spange & Pawel Zabczyk, 2006, "Sterling implications of a US current account reversal," Bank of England working papers, Bank of England, number 296, Jun.
• Item repec:bcl:bclwop:cahier_etude_21 is not listed on IDEAS anymore

• Item repec:crr:issbrf:ib42 is not listed on IDEAS anymore

• Felicitas Nowak-Lehmann D. & Dierk Herzer & Sebastian Vollmer & Inmaculada Martínez-Zarzoso, 2006, "Chile´s Market Share in the EU Market: The Role of Price Competition in a Panel Analysis Setting," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 139, Jun.
• Wynne Godley & Gennaro Zezza, 2006, "Debt And Lending: A Cri De Coeur," Economics Policy Note Archive, Levy Economics Institute, number 06-4, May.
• Lynda Khalaf & Maral Kichian, 2006, "Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada," Staff Working Papers, Bank of Canada, number 06-2, DOI: 10.34989/swp-2006-2.
• Ralph Kozlow, 2003, "Selected Issues on the Treatment of Nonperforming Loans in Macroeconomic Statistics," BEA Papers, Bureau of Economic Analysis, number 0026, May.
• Michael D. Bordo & Richard N. Cooper, 2006, "Proposal for a Common Currency among Rich Democracies," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 127, Jun.
• Otmar Issing, 2006, "Europe’s Hard Fix: The Euro Area," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 120, Apr.
• Jones, Derek C. & Kalmi, Panu & Mäkinen, Mikko, 2006, "The Productivity Effects of Stock Option Schemes: Evidence from Finnish Panel Data," Discussion Papers, The Research Institute of the Finnish Economy, number 1026.
• Sven Arndt, 2006, "Regional Currency Arrangements in North America," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 121, May.
• Frédéric Chandelle & Jacqueline Haverals, 2006, "Analyse des impacts financiers, organisationnels et marketing des normes IFRS dans le secteur des assurances," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 06-010.RS.
• Francis X. Diebold & Lutz Kilian & Marc Nerlove, 2006, "Time Series Analysis," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-019, May.
• Bettina Isengard & Thorsten Schneider, 2006, "The euro and its perception in the German population," Discussion Papers, Europa-Universität Flensburg, International Institute of Management, number 011, Jun.
• Eva Ortega & Nooman Rebei, 2006, "The Welfare Implications of Inflation versus Price-Level Targeting in a Two-Sector, Small Open Economy," Staff Working Papers, Bank of Canada, number 06-12, DOI: 10.34989/swp-2006-12.
• Christopher Cornell & Raphael Solomon, 2006, "Are Currency Crises Low-State Equilibria? An Empirical, Three-Interest-Rate Model," Staff Working Papers, Bank of Canada, number 06-5, DOI: 10.34989/swp-2006-5.

Report NEP-FMK-2006-06-24

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: