Report NEP-FMK-2006-08-12

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:

• Rosalind L. Bennett & Mark D. Vaughan & Timothy J. Yeager, 2005, "Should the FDIC worry about the FHLB? the impact of Federal Home Loan Bank advances on the Bank Insurance Fund," Supervisory Policy Analysis Working Papers, Federal Reserve Bank of St. Louis, number 2005-01.
• Thomas Flavin & Ekaterini Panopoulou, 2006, "International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp167, Aug.
• Dusan Stojanovic & Mark D. Vaughan & Timothy J. Yeager, 2005, "Is the Federal Home Loan Bank system good for banks? a look at evidence on membership, advances and risk," Supervisory Policy Analysis Working Papers, Federal Reserve Bank of St. Louis, number 2005-02.
• Yuliya Demyanyk, 2006, "U.S. banking deregulation and self-employment: a differential impact on those in need," Supervisory Policy Analysis Working Papers, Federal Reserve Bank of St. Louis, number 2006-01.
• Catherine Fuss & Philip Vermeulen, 2006, "The response of firms\u2019 investment and financing to adverse cash flow shocks : the role of bank relationships," Working Paper Research, National Bank of Belgium, number 87, Jul.
• Wolfram J. Horneff & Raimond Maurer & Olivia S. Mitchell & Ivica Dus, 2006, "Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 12392, Jul.
• Dean Yang, 2006, "Why Do Migrants Return to Poor Countries? Evidence From Philippine Migrants%u2019 Responses to Exchange Rate Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 12396, Jul.
• Michael D. Bordo, 2006, "Sudden Stops, Financial Crises, and Original Sin in Emerging Countries: Déjà vu?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12393, Jul.
• L. Randall Wray, 2006, "Banking, Finance, and Money: A Socioeconomics Approach," Economics Working Paper Archive, Levy Economics Institute, number wp_459, Jul.
• Balázs Égert & Ronald MacDonald, 2006, "Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/5.
• Philip R. Lane & Gian Maria Milesi-Ferretti, 2006, "Capital Flows to Central and Eastern Europe," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp161, Aug.
• Alain de Serres & Shuji Kobayakawa & Torsten Sløk & Laura Vartia, 2006, "Regulation of Financial Systems and Economic Growth," OECD Economics Department Working Papers, OECD Publishing, number 506, Aug, DOI: 10.1787/870803826715.
• Felipe Meza & Erwan Quintin, 2005, "Financial crises and total factor productivity," Center for Latin America Working Papers, Federal Reserve Bank of Dallas, number 0105.
• Hellwig, Martin, 2006, "Market Discipline, Information Processing, and Corporate Governance," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 155, Jul.
• Philip R. Lane, 2006, "Global Bond Portfolios and EMU," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp168, Aug.
• Charles P. Thomas, 2006, "The Performance of International Equity Portfolios," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp162, Aug.
• Takatoshi Ito & Kiyotaka Sato, 2006, "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through," NBER Working Papers, National Bureau of Economic Research, Inc, number 12395, Jul.
• Thomass Lagoardde-Segot & Brian M. Lucey, 2006, "Situating Middle East and North Africa (MENA) capital markets within the emerging markets universe," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp172, Aug.
• Kevin Huang, , "Valuation and asset pricing in infinite-horizon sequential markets with portfolio constraints," Working Papers, Utah State University, Department of Economics, number 2000-09.
• Jeremy Large, 2006, "A Market-Clearing Role for Inefficiency on a Limit Order Book," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W08, Jul.
• James L. Smith & Rex Thompson, 2006, "Rational Plunging and the Option Value of Sequential Investment The Case of Petroleum Exploration," Working Papers, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research, number 0602, Feb.
• Nicholas Barberis & Wei Xiong, 2006, "What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation," NBER Working Papers, National Bureau of Economic Research, Inc, number 12397, Jul.
• In Choi & Timothy K. Chue, 2006, "Subsampling-Based Tests of Stock-Return Predictability," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-178, Jul.
• William R. Emmons, 2005, "Consumer-finance myths and other obstacles to financial literacy," Supervisory Policy Analysis Working Papers, Federal Reserve Bank of St. Louis, number 2005-03.
• Courtney Coile & Kevin Milligan, 2006, "How Household Portfolios Evolve After Retirement: The Effect of Aging and Health Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 12391, Jul.
• K. Huang & Z. Liu, , "Implementing Arrow-Debreu equilibria by trading infinitely lived securities," Working Papers, Utah State University, Department of Economics, number 2000-21.
• Machiel van Dijk & Michiel Bijlsma & Marc Pomp, 2006, "The price of free advice," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 66, Jul.
• Paul Hiebert, 2006, "Household Saving and Asset Valuations in Selected Industrialised Countries," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2006-07, Aug.
• Nicola Bruti-Liberati & Eckhard Platen, 2006, "On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 179, Jul.
• Cornand, Camille & Heinemann, Frank, 2006, "Optimal Degree of Public Information Dissemination," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 158, Feb.
• Jorg Bibow, 2006, "How the Maastricht Regime Fosters Divergence as Well as Fragility," Economics Working Paper Archive, Levy Economics Institute, number wp_460, Jul.
• R. F. Kosobud & H.H. Stokes & C.D. Tallarico & B.L. Scott, 2004, "The Chicago VOC Trading System: The Consequences of Market Design for Performance," Working Papers, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research, number 0419, Nov.
• Beuselinck, C. & Manigart, S., 2006, "Financial reporting quality in privaty equity backed companies: the impact of ownership concentration," Vlerick Leuven Gent Management School Working Paper Series, Vlerick Leuven Gent Management School, number 2005-23, Jan.
• Marco LiCalzi & Paolo Pellizzari, 2006, "Simple Market Protocols for Efficient Risk Sharing," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 136, Jul.
• Joshua Linn, 2006, "Stock Prices and the Cost of Environmental Regulation," Working Papers, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research, number 0611, Apr.
• Abdelkrim Seghir & Juan Pablo Torres-Martinez, 2006, "Wealth transfers and the role of collateral when lifetimes are uncertain," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 527, Aug.
• Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright, 2006, "The U.S. Treasury yield curve: 1961 to the present," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-28.
• Daniel M. Covitz & Song Han & Beth Anne Wilson, 2006, "Are longer bankruptcies really more costly?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-27.
• Bellemare, Charles & Shearer, Bruce S., 2006, "Sorting, Incentives and Risk Preferences: Evidence from a Field Experiment," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2227, Jul.
• Matti Liski & Juan-Pablo Montero, 2005, "Forward trading and collusion in oligopoly," Working Papers, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research, number 0506, Mar.
• Item repec:pas:camaaa:2006-19 is not listed on IDEAS anymore

• Christopher D. Carroll & Miles S. Kimball, 2006, "Precautionary Saving and Precautionary Wealth," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 530, Jan.
• Nick Bloom & John Van Reenen & Stephen Bond, 2006, "Uncertainty and Investment Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 12383, Jul.

Report NEP-FMK-2006-08-12

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: