Report NEP-FMK-2006-09-16

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:

• Adasme, Osvaldo & Majnoni, Giovanni & Uribe, Myriam, 2006, "Access and risk - friends or foes? Lessons from Chile," Policy Research Working Paper Series, The World Bank, number 4003, Sep.
• Monika Piazzesi & Eric T. Swanson, 2006, "Futures prices as risk-adjusted forecasts of monetary policy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-23.
• Pietro ALESSANDRINI & Andrea PRESBITERO & Alberto ZAZZARO, 2006, "Banks, Distances and Financing Constraints for Firms," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 266, Sep.
• Item repec:dgr:kubcen:200671 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200672 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200667 is not listed on IDEAS anymore

• Pietro ALESSANDRINI & Giorgio CALCAGNINI & Alberto ZAZZARO, 2006, "Asset Restructuring Strategies in Bank Acquisitions: Evidence from the Italian Banking Industry," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 264, Jun.
• Item repec:dgr:kubcen:200668 is not listed on IDEAS anymore

• Csilla Horváth & Judit Krekó & Anna Naszódi, 2006, "Is there a bank lending channel in Hungary? Evidence from bank panel data," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/7.
• Viviana Fernandez & Brian M Lucey, 2006, "Portfolio management implications of volatility shifts: Evidence from simulated data," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 219.
• Item repec:sac:wpaper:641005 is not listed on IDEAS anymore

• Jose Eduardo de A. Ferreira, 2006, "Periodically Collapsing Rational Bubbles in Exchange Rates: A Markov-Switching Analysis for a Sample of Industrialised Markets," Studies in Economics, School of Economics, University of Kent, number 0604, Sep.
• Antonio Diez de los Rios & René Garcia, 2006, "Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns," Staff Working Papers, Bank of Canada, number 06-31, DOI: 10.34989/swp-2006-31.
• Jeffrey Frankel & Jumana Poonawala, 2006, "The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 12496, Aug.
• Kabir Dutta & Jason Perry, 2006, "A tale of tails: an empirical analysis of loss distribution models for estimating operational risk capital," Working Papers, Federal Reserve Bank of Boston, number 06-13.
• Item repec:att:baiswp:200514 is not listed on IDEAS anymore

• Luigi Guiso & Paola Sapienza & Luigi Zingales, 2006, "The Cost of Banking Regulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 12501, Aug.
• Jorge Braga de Macedo & Luis Brites Pereira, 2006, "The credibility of Cabo Verde s currency peg," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp494.
• Hui Guo & Zijun Wang & Jian Yang, 2006, "Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market," Working Papers, Federal Reserve Bank of St. Louis, number 2006-047, DOI: 10.20955/wp.2006.047.
• Sawischlewski, Katja & Menkhoff, Lukas & Beckmann, Daniela, 2005, "Robust Lessons about Practical Early Warning Systems," Proceedings of the German Development Economics Conference, Kiel 2005, Verein für Socialpolitik, Research Committee Development Economics, number 3.
• Pilar Abad Romero & M. Dolores Robles Fernández, 2005, "Risk and returns around bond rating changes: New evidence from the Spanish Stock Market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0505.
• Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2006, "The Returns to Currency Speculation," NBER Working Papers, National Bureau of Economic Research, Inc, number 12489, Aug.
• John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock, 2006, "Look at Me Now: What Attracts U.S. Shareholders?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12500, Aug.
• Kilkenny, Maureen & Jolly, Robert W., 2005, "Are Rural Credit Markets Competitive? Is There Room for Competition in Rural Credit Markets?," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12634, Jan.
• Bruce Mizrach & Susan Weerts, 2006, "Highs and Lows: A Behavioral and Technical Analysis," Departmental Working Papers, Rutgers University, Department of Economics, number 200610, Aug.
• Marco Corazza & A.G. Malliaris & Elisa Scalco, 2006, "Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 137, Sep.
• Christopher J. Neely & Joshua M. Ulrich & Paul A. Weller, 2007, "The adaptive markets hypothesis: evidence from the foreign exchange market," Working Papers, Federal Reserve Bank of St. Louis, number 2006-046, DOI: 10.20955/wp.2006.046.
• Alvaro Cartea & Thomas Williams, 2006, "UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0608, Sep.
• Item repec:stn:sotoec:0613 is not listed on IDEAS anymore

• Olcay Yucel Culha & Fatih Ozatay & Gulbin Sahinbeyoglu, 2006, "The Determinants of Sovereign Spreads in Emerging Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0604.
• Edward W. Piotrowski & Jan Sladkowski, , "Geometry of Financial Markets - Towards Information Theory Model of Markets," Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics, number 26.
• Linda S. Goldberg & Cédric Tille, 2006, "The International Role of the Dollar and Trade Balance Adjustment," NBER Working Papers, National Bureau of Economic Research, Inc, number 12495, Aug.
• Linda S. Goldberg & Cédric Tille, 2006, "The internationalization of the dollar and trade balance adjustment," Staff Reports, Federal Reserve Bank of New York, number 255.
• Alberto ZAZZARO, 2006, "La scomparsa dei centri decisionali dal sistema bancario meriodionale," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 262, May.
• Item repec:dgr:kubcen:200678 is not listed on IDEAS anymore

• Harl, Neil E., 2005, "History and Unique Features of the Farm Credit System," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12677, Jan.
• Item repec:col:001004:002658 is not listed on IDEAS anymore

• Howard Kunreuther & Mark Pauly, 2006, "Rules Rather Than Discretion: Lessons from Hurricane Katrina," NBER Working Papers, National Bureau of Economic Research, Inc, number 12503, Aug.
• Kristopher Gerardi & Harvey S. Rosen & Paul S. Willen, 2006, "Do households benefit from financial deregulation and innovation?: the case of the mortgage market," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 06-6.
• Edward W. Piotrowski & Malgorzata Schroeder, , "Kelly Criterion Revisited: Optimal Bets," Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics, number 24.
• Item repec:dgr:kubcen:200665 is not listed on IDEAS anymore

• Gene Amromin & Jennifer Huang & Clemens Sialm, 2006, "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-05.
• Sonia Benito & Alfonso Novales Cinca, 2005, "A factor analysis of volatility across the term structure: the Spanish case," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0502.
• P. J. Engelen, 2006, "An Economic Analysis of the Bekaert NV Insider Trading Case," Working Papers, Utrecht School of Economics, number 06-04, Jun.
• Felipe Balmaceda & Ronald Fischer, 2006, "Performance of an economy with credit constraints, bankruptcy and labor inflexibility," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 222.
• Olivier Armantier & Nicolas Treich, 2006, "Overbidding in Independant Private-Values Auctions and Misperception of Probabilities," CIRANO Working Papers, CIRANO, number 2006s-15, Aug.
• Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian, 2005, "The Decline in German Output Volatility: A Bayesian Analysis," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-02.
• Saubhik Deb, 2006, "Output Growth, Capital Flow Reversals and Sudden stop Crises," Departmental Working Papers, Rutgers University, Department of Economics, number 200606, Apr.
• Raymond Kan & Cesare Robotti, 2006, "Specification tests of asset pricing models using excess returns," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-10.
• David L. Dickinson, 2006, "Cash or Credit? The importance of reward medium and experiment timing in classroom preferences for fairness," Working Papers, Department of Economics, Appalachian State University, number 06-12.
• Item repec:dgr:kubcen:200670 is not listed on IDEAS anymore

• Kenny, Charles, 2006, "What is effective aid? How would donors allocate It?," Policy Research Working Paper Series, The World Bank, number 4005, Sep.
• Blanco, Fernando & Herrera, Santiago, 2006, "The quality of fiscal adjustment and the long-run growth impact of fiscal policy in Brazil," Policy Research Working Paper Series, The World Bank, number 4004, Sep.
• Item repec:col:001069:002666 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200669 is not listed on IDEAS anymore

• Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004, "Portfolio Selection with Monotone Mean-Variance Preferences," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 6, revised 2007.
• Ruby Shih & David E. A. Giles, 2006, "Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada," Econometrics Working Papers, Department of Economics, University of Victoria, number 0605, Sep.
• Item repec:col:001039:002654 is not listed on IDEAS anymore

• Saubhik Deb, 2006, "Trade First and Trade Fast: A Duration Analysis of Recovery from Currency Crisis," Departmental Working Papers, Rutgers University, Department of Economics, number 200607, Apr.
• LOVO, Stefano & HÖRNER, Johanes, 2006, "Belief-free Equilibria in games with incomplete information," HEC Research Papers Series, HEC Paris, number 845, May.
• Budria, Santiago & Díaz, Antonia, 2006, "Term premium and equity premium in economies with habit formation," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we065522, Sep.
• T.Huw Edwards, 2006, "International Share Ownership, Profit Shift and Protectionism," Discussion Paper Series, Department of Economics, Loughborough University, number 2006_15, Aug.
• Bradley Herring & Mark V. Pauly, 2006, "The Effect of State Community Rating Regulations on Premiums and Coverage in the Individual Health Insurance Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 12504, Aug.
• Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2006, "Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism Among G7 Countries," NBER Working Papers, National Bureau of Economic Research, Inc, number 12483, Aug.
• Hugh Rockoff & John Landon-Lane, 2006, "A Companion to "The Origin and Diffusion of Shocks to Regional Interest Rates in the United States, 1880-2002."," Departmental Working Papers, Rutgers University, Department of Economics, number 200608, Jul.
• Item repec:nos:wuwpfi:smolski_aliaksei.41567-11 is not listed on IDEAS anymore

• John Williamson, 2006, "A Worldwide System of Reference Rates," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 130, Aug.
• Jolly, Robert W. & Roe, Joshua D., 2005, "Selling a Piece of the Farm Credit System," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12633, Jan.
• Item repec:dgr:umamet:2006033 is not listed on IDEAS anymore

• Sean D. Campbell & Morris A. Davis & Joshua H. Gallin & Robert F. Martin, 2006, "A trend and variance decomposition of the rent-price ratio in housing markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-29.
• Michael Bordo & Thomas Helbling & Harold James, 2006, "Swiss Exchange Rate Policy in the 1930s. Was the Delay in Devaluation Too High a Price to Pay for Conservatism?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12491, Aug.
• Díaz, Antonia & Luengo Prado, María José, 2006, "On the user cost and homeownership," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we065421, Apr.
• Item repec:dgr:kubcen:200673 is not listed on IDEAS anymore

• Roques, F.A. & Nuttall, W.J. & Newbery, D.M., 2006, "Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0650, Jul.
• Item repec:col:001048:002656 is not listed on IDEAS anymore

• P. J. Engelen & L. Liedekerke, 2006, "An Ethical Analysis of Regulating Insider Trading," Working Papers, Utrecht School of Economics, number 06-05, Jun.

Report NEP-FMK-2006-09-16

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: