Report NEP-FMK-2006-08-26

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:

• Item repec:hum:wpaper:sfb649dp2006-054 is not listed on IDEAS anymore

• Graciela L. Kaminsky, 2005, "International Capital Flows, Financial Stability and Growth," Working Papers, United Nations, Department of Economics and Social Affairs, number 10, Dec.
• Item repec:knz:cofedp:0504 is not listed on IDEAS anymore

• Item repec:knz:cofedp:0406 is not listed on IDEAS anymore

• Pablo A. Guerron, 2006, "Why do Central Bankers Intervene in the Foreign Exchange Market? Some New Evidence and Theory," Working Paper Series, North Carolina State University, Department of Economics, number 007, Jan, revised Aug 2006.
• Liliana Rojas-Suarez, 2005, "Financial Regulations in Developing Countries: Can they Effectively Limit the Impact of Capital Account Volatility?," Working Papers, Center for Global Development, number 59, May.
• Valadkhani, Abbas & Chancharat, Surachai & Harvie, Charles, 2006, "The Interplay Between the Thai and Several Other International Stock Markets," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-18.
• Takatoshi Ito & Yuko Hashimoto, 2006, "Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System," NBER Working Papers, National Bureau of Economic Research, Inc, number 12413, Aug.
• Winston T. H. Koh & Roberto S. Mariano & Andrey Pavlov & Sock Yong Phang & Augustine H. H. Tan & Susan M. Wachter, 2006, "Underpriced Default Spread Exacerbates Market Crashes," Working Papers, Singapore Management University, School of Economics, number 12-2006, Mar.
• Ricardo Lagos & Guillaume Rocheteau, 2006, "Search in asset markets," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0607, DOI: 10.26509/frbc-wp-200607.
• Barry Eichengreen & Pipat Luengnaruemitchai, 2006, "Bond Markets as Conduits for Capital Flows: How Does Asia Compare?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12408, Aug.
• Item repec:hal:papers:halshs-00079197_v2 is not listed on IDEAS anymore

• Carlos Arteta & Galina Hale, 2006, "Sovereign debt crises and credit to the private sector," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-21.
• Chris Becker & Daniel Fabbro, 2006, "Limiting Foreign Exchange Exposure through Hedging: The Australian Experience," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2006-09, Aug.
• Barry Eichengreen, 2006, "Insurance Underwriter or Financial Development Fund: What Role for Reserve Pooling in Latin America?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12451, Aug.
• Item repec:knz:cofedp:0506 is not listed on IDEAS anymore

• Stephany Griffith-Jones & Krishnan Sharma, 2006, "GDP-Indexed Bonds: Making It Happen," Working Papers, United Nations, Department of Economics and Social Affairs, number 21, Apr.
• Item repec:iwh:dispap:16-06 is not listed on IDEAS anymore

• Orazio P. Attanasio & Monica Paiella, 2006, "Intertemporal Consumption Choices, Transaction Costs and Limited Participation to Financial Markets: Reconciling Data and Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 12412, Aug.
• John Idicula, 2004, "Highly Interconnected Subsystems of the Stock Market," Working Papers, NET Institute, number 04-17, Dec, revised Dec 2004.
• Item repec:hal:papers:halshs-00088701_v1 is not listed on IDEAS anymore

• Simon Gilchrist & Masashi Saito, 2006, "Expectations, Asset Prices, and Monetary Policy: The Role of Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 12442, Aug.
• Stefania Albanesi, 2006, "Optimal Taxation of Entrepreneurial Capital with Private Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 12419, Aug.
• Stanley Fischer, 2006, "Reflections on One Year at the Bank of Israel," NBER Working Papers, National Bureau of Economic Research, Inc, number 12426, Aug.
• Kose, M. Ayhan & Prasad, Eswar & Terrones, Marco E., 2006, "How Do Trade and Financial Integration Affect the Relationship between Growth and Volatility?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2252, Aug.
• Kenneth Kuttner, 2006, "Can Central Banks Target Bond Prices?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12454, Aug.
• Stephen Satchel & Wei Xia, 2006, "Analytic Models of the ROC Curve: Applications to Credit Rating Model Validation," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 181, Aug.
• Jayati Ghosh, 2005, "The Economic and Social Effects of Financial Liberalization: A Primer for Developing Countries," Working Papers, United Nations, Department of Economics and Social Affairs, number 4, Oct.
• Item repec:knz:cofedp:0218 is not listed on IDEAS anymore

• Item repec:knz:cofedp:0307 is not listed on IDEAS anymore

• Thomas Philippon, 2006, "The Bond Market's q," NBER Working Papers, National Bureau of Economic Research, Inc, number 12462, Aug.
• Olivia S. Mitchell & John Piggott & Michael Sherris & Shaun Yow, 2006, "Financial Innovation for an Aging World," NBER Working Papers, National Bureau of Economic Research, Inc, number 12444, Aug.
• Item repec:knz:cofedp:0405 is not listed on IDEAS anymore

• Item repec:knz:cofedp:0509 is not listed on IDEAS anymore

• Item repec:knz:cofedp:0404 is not listed on IDEAS anymore

• Rajnish Mehra, 2006, "The Equity Premium in India," NBER Working Papers, National Bureau of Economic Research, Inc, number 12434, Aug.
• Weibach, Rafael & Sibbertsen, Philipp, 2006, "Divergence of credit valuation in Germany - Continuous theory and discrete practice -," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-344, Aug.
• Bong-Chan Kho & René M. Stulz & Francis E. Warnock, 2006, "Financial Globalization, Governance, and the Evolution of the Home Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 12389, Jul.
• Roberto Chang, 2006, "Electoral Uncertainty and the Volatility of International Capital Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 12448, Aug.
• Item repec:knz:cofedp:0306 is not listed on IDEAS anymore

• Josef Lakonishok & Louis Chan & Stephen G. Dimmock, 2006, "Benchmarking Money Manager Performance: Issues and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 12461, Aug.
• Jinhui H. Bai & Ingolf Schwarz, 2006, "Monetary Equilibria in a Cash-in-Advance Economy with Incomplete Financial Markets," Working Papers, Georgetown University, Department of Economics, number gueconwpa~06-06-05, Jun.
• James L. Smith & Rex Thompson, 2005, "Diversification and the Value of Exploration Portfolios," Working Papers, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research, number 0507, Apr.
• Gábor Orbán & Zoltán Szalai, 2005, "The expected effect of the euro on the Hungarian monetary transmission," MNB Background Studies (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), number 2005/4.
• Item repec:knz:cofedp:0510 is not listed on IDEAS anymore

• Gergely Kiss & Gábor Vadas, 2005, "The Role of the Housing Market in Monetary Transmission," MNB Background Studies (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), number 2005/3.
• Roberto S. Mariano & Delano Villanueva, 2005, "External Debt, Adjustment, and Growth," Working Papers, Singapore Management University, School of Economics, number 13-2006, Mar, revised May 2006.
• Shin-ichi Fukuda & Masanori Ono, 2006, "On the Determinants of Exporters' Currency Pricing: History vs. Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 12432, Aug.
• Elsas, Ralf & Hackethal, Andreas & Holzhaeuser, Markus, 2006, "The Anatomy of Bank Diversification," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 1167, Jun.
• Joshua Aizenman & Jorge Fernández-Ruiz, 2006, "Signaling Credibility --- Choosing Optimal Debt and International Reserves," NBER Working Papers, National Bureau of Economic Research, Inc, number 12407, Aug.
• Nicolas Magud & Carmen Reinhart & Kenneth Rogoff, 2005, "Capital Controls: Myth and Reality A Portfolio Balance Approach to Capital Controls," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2006-10, Jan.
• Roberto Rigobon & Brian Sack, 2006, "Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 12420, Aug.
• Carl Schwartz & Tim Hampton & Christine Lewis & David Norman, 2006, "A Survey of Housing Equity Withdrawal and Injection in Australia," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2006-08, Aug.
• Item repec:knz:cofedp:0401 is not listed on IDEAS anymore

• Truc Le & Eckhard Platen, 2006, "Approximating the Growth Optimal Portfolio with a Diversified World Stock Index," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 180, Aug.
• Item repec:pas:camaaa:2006-20 is not listed on IDEAS anymore

• Roberto Frenkel & Lance Taylor, 2006, "Real Exchange Rate, Monetary Policy and Employment," Working Papers, United Nations, Department of Economics and Social Affairs, number 19, Feb.
• Item repec:knz:cofedp:0305 is not listed on IDEAS anymore

• Chen, Jie, 2006, "Housing Wealth and Aggregate Consumption in Sweden," Working Paper Series, Uppsala University, Department of Economics, number 2006:16, Jun.
• Ole E Barndorff-Nielsen & Peter Hansen & Asger Lunde & Neil Shephard, 2006, "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe05.
• Item repec:knz:cofedp:0501 is not listed on IDEAS anymore

• Item repec:knz:cofedp:0502 is not listed on IDEAS anymore

• Anindya Ghose, 2005, "Used Good Trade Patterns: A Cross-Country Comparison of Electronic Secondary Markets," Working Papers, NET Institute, number 05-19, Oct, revised Oct 2005.
• Item repec:ece:dispap:3 is not listed on IDEAS anymore

• Item repec:knz:cofedp:0508 is not listed on IDEAS anymore

• Carl Bonham & Richard Cohen & Shigeyuki Abe, 2006, "The Rationality and Heterogeneity of Survey Forecasts of the Yen-Dollar Exchange Rate: A Reexamination," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200611.
• Item repec:knz:cofedp:0403 is not listed on IDEAS anymore

• Item repec:knz:cofedp:0402 is not listed on IDEAS anymore

• Steven N. Kaplan & Bernadette Minton, 2006, "How has CEO Turnover Changed? Increasingly Performance Sensitive Boards and Increasingly Uneasy CEOs," NBER Working Papers, National Bureau of Economic Research, Inc, number 12465, Aug.
• Rhys T. Dale & Wallce E. Tyner, 2006, "Economic and Technical Analysis of Ethanol Dry Milling: MOdel User's Manual," Working Papers, Purdue University, College of Agriculture, Department of Agricultural Economics, number 06-05, Apr.
• Todd Moss, 2005, "Ten Myths of the International Finance Facility," Working Papers, Center for Global Development, number 60, May.
• Patrick Bajari & Han Hong & Ahmed Khwaja, 2006, "Moral Hazard, Adverse Selection and Health Expenditures: A Semiparametric Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 12445, Aug.
• Item repec:knz:cofedp:0503 is not listed on IDEAS anymore

• Pablo A. Guerron, 2006, "Time-Dependent Portfolio Adjustment: Yet Another Look at the Dynamics," Working Paper Series, North Carolina State University, Department of Economics, number 006, Jan, revised Aug 2006.
• Item repec:hal:papers:halshs-00089118_v1 is not listed on IDEAS anymore

• Item repec:oec:eduaaa:2004/12-fr is not listed on IDEAS anymore

• Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon & Miho Takizawa, 2006, "Cross-Border Acquisitions and Target Firms' Performance: Evidence From Japanese Firm-Level Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 12422, Aug.
• Yuzo Honda & Kazuyuki Suzuki, 2006, "Is Cash Flow a Proxy for Financing Constraints in the Investment Equation? The Case of Unlisted Japanese Firms," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-24, Aug.

Report NEP-FMK-2006-08-26

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: