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. Carolina Valiente 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:

• L. Randall Wray, 2006. "Can Basel II Enhance Financial Stability?: A Pessimistic View," Economics Public Policy Brief Archive ppb_84, Levy Economics Institute.
• Alexandra Lai & Raphael Solomon, 2006. "Ownership Concentration and Competition in Banking Markets," Staff Working Papers 06-7, Bank of Canada.
• 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 2006-004, Banco Central de Reserva del Perú.
• Alejandro García & Ramazan Gençay, 2006. "Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events," Staff Working Papers 06-17, Bank of Canada.
• Miroslav Misina, 2006. "Benchmark Index of Risk Appetite," Staff Working Papers 06-16, Bank of Canada.
• Hans Genberg, 2006. "Exchange-Rate Arrangements an Financial Integration in East Asia: On a Collision Course?," Working Papers 122, Oesterreichische Nationalbank (Austrian Central Bank).
• Loriana Pelizzon & Guglielmo Weber, 2006. "Are Household Portfolios Efficient? An Analysis Conditional on Housing," "Marco Fanno" Working Papers 0021, Dipartimento di Scienze Economiche "Marco Fanno".
• Urban Jermann & Vincenzo Quadrini, 2006. "Financial Innovations and Macroeconomic Volatility," NBER Working Papers 12308, National Bureau of Economic Research, Inc.
• Paul Alagidede & Theodore Panagiotidis, 2006. "Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange," Discussion Paper Series 2006_13, Department of Economics, Loughborough University, revised Jun 2006.
• Eric Tymoigne, 2006. "Asset Prices, Financial Fragility, and Central Banking," Economics Working Paper Archive wp_456, Levy Economics Institute.
• Paul Willen & Felix Kubler, 2006. "Collateralized Borrowing and Life-Cycle Portfolio Choice," NBER Working Papers 12309, National Bureau of Economic Research, Inc.
• Marc-André Gosselin & René Lalonde, 2005. "MUSE: The Bank of Canada's New Projection Model of the U.S. Economy," Technical Reports 96, Bank of Canada.
• 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 06-8, Bank of Canada.
• Lea Zicchino & Dimitrios Tsomocos & Miguel Segoviano & Charles Goodhart & Oriol Aspachs Bracon, 2006. "Searching for a Metric for Financial Stability," FMG Special Papers sp167, Financial Markets Group.
• Sebastian Edwards, 2006. "Monetary Unions, External Shocks and Economic Performance," Working Papers 126, Oesterreichische Nationalbank (Austrian Central Bank).
• 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 06-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Paul Gilbert & Erik Meijer, 2006. "Money and Credit Factors," Staff Working Papers 06-3, Bank of Canada.
• 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 599, DIW Berlin, German Institute for Economic Research.
• Marie Briere & Aurélie Cohen, 2006. "A quoi réagit le marchés des obligations privées?," Working Papers CEB 06-003.RS, ULB -- Universite Libre de Bruxelles.
• John C. Bluedorn & Christopher Bowdler, 2006. "The Open Economy Consequences of U.S. Monetary Policy," Economics Series Working Papers 265, University of Oxford, Department of Economics.
• C. Sardoni, 2006. "Why Central Banks (and Money) Rule the Roost," Economics Working Paper Archive wp_457, Levy Economics Institute.
• Giuliano, Paola & Ruiz-Arranz, Marta, 2006. "Remittances, Financial Development, and Growth," IZA Discussion Papers 2160, Institute of Labor Economics (IZA).
• David Rae & Paul van den Noord, 2006. "Ireland's Housing Boom: What has Driven it and Have Prices Overshot?," OECD Economics Department Working Papers 492, OECD Publishing.
• 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 0643, Faculty of Economics, University of Cambridge.
• Petra M. Geraats, 2006. "The Mystique of Central Bank Speak," Working Papers 123, Oesterreichische Nationalbank (Austrian Central Bank).
• 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 UQO-DSA-wp142006, Département des sciences administratives, UQO.
• Yongfu Huang, 2006. "On the political economy of financial reform," Bristol Economics Discussion Papers 06/586, School of Economics, University of Bristol, UK.
• Petrucci, Alberto, 2006. "Wealth Accumulation and Growth in a Specific-Factors Model of Trade and Finance," Economics & Statistics Discussion Papers esdp06029, University of Molise, Department of Economics.
• Gollier, Christian, 2005. "Does Flexibility Enhance Risk Tolerance?," IDEI Working Papers 390, Institut d'Économie Industrielle (IDEI), Toulouse.
• Thomann, Christian & Schulenburg, J.-Matthias, 2006. "Supply and Demand for Terrorism Insurance: Lessons from Germany," Hannover Economic Papers (HEP) dp-340, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• 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 UQO-DSA-wp132006, Département des sciences administratives, UQO.
• Ricardo Hausmann & Bailey Klinger, 2008. "Growth Diagnostics: Perú," Research Department Publications 2005, Inter-American Development Bank, Research Department.
• L. Randall Wray, 2006. "Twin Deficits and Sustainability," Economics Policy Note Archive 06-3, Levy Economics Institute.
• 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 sa_may_06, Levy Economics Institute.
• 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 wp2006-9, Center for Retirement Research.
• Marco Realdon, 2006. "Equity Valuation Under Stochastic Interest Rates," Discussion Papers 06/12, Department of Economics, University of York.
• Neville Arjani, 2006. "Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada's LVTS: A Simulation Approach," Staff Working Papers 06-20, Bank of Canada.
• 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) 614, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Morten Spange & Pawel Zabczyk, 2006. "Sterling implications of a US current account reversal," Bank of England working papers 296, Bank of England.
• Abdelaziz Rouabah, 2006. "La sensibilité de l'activité bancaire aux chocs macroéconomiques : une analyse en panel sur des données de banques luxembourgeoises," BCL working papers 21, Central Bank of Luxembourg.
• 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 139, Ibero-America Institute for Economic Research.
• Wynne Godley & Gennaro Zezza, 2006. "Debt And Lending: A Cri De Coeur," Economics Policy Note Archive 06-4, Levy Economics Institute.
• Lynda Khalaf & Maral Kichian, 2006. "Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada," Staff Working Papers 06-2, Bank of Canada.
• Ralph Kozlow, 2003. "Selected Issues on the Treatment of Nonperforming Loans in Macroeconomic Statistics," BEA Papers 0026, Bureau of Economic Analysis.
• Michael D. Bordo & Richard N. Cooper, 2006. "Proposal for a Common Currency among Rich Democracies," Working Papers 127, Oesterreichische Nationalbank (Austrian Central Bank).
• Otmar Issing, 2006. "Europe’s Hard Fix: The Euro Area," Working Papers 120, Oesterreichische Nationalbank (Austrian Central Bank).
• Jones, Derek C. & Kalmi, Panu & Mäkinen, Mikko, 2006. "The Productivity Effects of Stock Option Schemes: Evidence from Finnish Panel Data," Discussion Papers 1026, The Research Institute of the Finnish Economy.
• Sven Arndt, 2006. "Regional Currency Arrangements in North America," Working Papers 121, Oesterreichische Nationalbank (Austrian Central Bank).
• Frédéric Chandelle & Jacqueline Haverals, 2006. "Analyse des impacts financiers, organisationnels et marketing des normes IFRS dans le secteur des assurances," Working Papers CEB 06-010.RS, ULB -- Universite Libre de Bruxelles.
• Francis X. Diebold & Lutz Kilian & Marc Nerlove, 2006. "Time Series Analysis," PIER Working Paper Archive 06-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Bettina Isengard & Thorsten Schneider, 2006. "The euro and its perception in the German population," Discussion Papers 011, Europa-Universität Flensburg, International Institute of Management.
• Eva Ortega & Nooman Rebei, 2006. "The Welfare Implications of Inflation versus Price-Level Targeting in a Two-Sector, Small Open Economy," Staff Working Papers 06-12, Bank of Canada.
• Christopher Cornell & Raphael Solomon, 2006. "Are Currency Crises Low-State Equilibria? An Empirical, Three-Interest-Rate Model," Staff Working Papers 06-5, Bank of Canada.