Report NEP-FMK-2006-09-30

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:

• Ursel Baumann & Glenn Hoggarth & Darren Pain, 2005, "The substitution of bank for non-bank corporate finance: evidence for the United Kingdom," Bank of England working papers, Bank of England, number 274, Sep.
• Misa Tanaka & Glenn Hoggarth, 2006, "Resolving banking crises - an analysis of policy options," Bank of England working papers, Bank of England, number 293, Mar.
• Alexei Goriaev & Alexei Zabotkin, 2006, "Risks of investing in the Russian stock market: Lessons of the first decade," Working Papers, Center for Economic and Financial Research (CEFIR), number w0077, Aug.
• David Aikman & Matthias Paustian, 2006, "Bank capital, asset prices and monetary policy," Bank of England working papers, Bank of England, number 305, Aug.
• Lea Zicchino, 2005, "A model of bank capital, lending and the macroeconomy: Basel I versus Basel II," Bank of England working papers, Bank of England, number 270, Aug.
• Suzan Hol, 2006, "Determinants of long-term interest rates in the Scandinavian countries," Discussion Papers, Statistics Norway, Research Department, number 469, Aug.
• Item repec:cfs:cfswop:wp2000617 is not listed on IDEAS anymore

• Misa Tanaka, 2005, "Bank loans versus bond finance: implications for sovereign debtors," Bank of England working papers, Bank of England, number 267, Jul.
• Schwarzbauer, Wolfgang, 2006, "Financial Structure and its Impact on the Convergence of Interest Rate Pass-through in Europe. A Time-varying Interest Rate Pass-through Model," Economics Series, Institute for Advanced Studies, number 191, Sep.
• Mark J Manning & Matthew Willison, 2006, "Modelling the cross-border use of collateral in payment systems," Bank of England working papers, Bank of England, number 286, Jan.
• Luigi Guiso & Tullio Jappelli, 2006, "Information Acquisition and Portfolio Performance," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 167, Oct.
• Prasanna Gai & Peter Kondor & Nicholas Vause, 2006, "Procyclicality, collateral values and financial stability," Bank of England working papers, Bank of England, number 304, Aug.
• Winston T.H. Koh & Edward H.K. Ng, 2005, "Investing in Real Estate: Mortgage Financing Practices and Optimal Holding Period," Working Papers, Singapore Management University, School of Economics, number 03-2005, Feb.
• Brännäs, Kurt & Soultanaeva, Albina, 2006, "Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices," Umeå Economic Studies, Umeå University, Department of Economics, number 696, Sep.
• Item repec:cfs:cfswop:wp2000619 is not listed on IDEAS anymore

• Item repec:dnb:dnbwpp:108 is not listed on IDEAS anymore

• Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2004, "Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore," Working Papers, Singapore Management University, School of Economics, number 02-2005, Jul, revised Jan 2005.
• Diego Garcia & Francesco Sangiorgi & Branko Urosevic, 2005, "Overconfidence and Market Efficiency with Heterogeneous Agents," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 11.
• Glenn Hoggarth & Steffen Sorensen & Lea Zicchino, 2005, "Stress tests of UK banks using a VAR approach," Bank of England working papers, Bank of England, number 282, Nov.
• Rivaud-Danset, Dorothée & Oheix, Valérie, 2005, "Do corporate financial patterns in European countries converge and testitfy for disintermediation?," MPRA Paper, University Library of Munich, Germany, number 40.
• Roberto S. Mariano & Delano Villanueva, 2005, "Sustainable External Debt Levels: Estimates for Selected Asian Countries," Working Papers, Singapore Management University, School of Economics, number 07-2005, Mar.
• Giulio PALOMBA, 2006, "Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 267, Sep.
• Fulgencio López Martínez & José Yagüe & Pedro Martínez Solano, 2006, "Titulización De Activos: Efectos Sobre El Valor De Las Entidades Bancarias," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-10, Sep.
• H.J. Roelfsema, 2006, "Why are Federal Central Banks more Activist?," Working Papers, Utrecht School of Economics, number 06-06.
• Anna Zalewska, 2006, "Is Locking Domestic Funds into the Local Market Beneficial? Evidence from the Polish Pension Reforms," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 06/153, Jul.
• Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2006, "Ambiguity in Asset Markets: Theory and Experiment," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 27, revised 2009.
• Item repec:sbs:wpsefe:2006fe9 is not listed on IDEAS anymore

• Igor Livshits & James MacGee & Michele Tertilt, 2006, "Accounting for the Rise in Consumer Bankruptcies," University of Western Ontario, Economic Policy Research Institute Working Papers, University of Western Ontario, Economic Policy Research Institute, number 20066.
• Spyros Pagratis, 2005, "Asset pricing, asymmetric information and rating announcements: does benchmarking on ratings matter?," Bank of England working papers, Bank of England, number 265, Jun.
• Jason Allen & Walter Engert & Ying Liu, 2006, "Are Canadian Banks Efficient? A Canada--U.S. Comparison," Staff Working Papers, Bank of Canada, number 06-33, DOI: 10.34989/swp-2006-33.
• Francis Nathan Okurut, 2006, "Access to credit by the poor in South Africa: Evidence from Household Survey Data 1995 and 2000," Working Papers, Stellenbosch University, Department of Economics, number 13/2006.
• Bjørn-Andersen, Niels, 2006, "Impact Of It In The Danish Banking Industry, With Specific Illustrations From The Nordea Group And Lån & Spar Bank," Working Papers, Copenhagen Business School, Department of Informatics, number 2004-4, Sep.
• Item repec:dgr:kubcen:200683 is not listed on IDEAS anymore

• Schclarek, Alfredo, 2006, "Industry Diversification, Financial Development and Productivity-Enhancing Investments," Working Papers, Lund University, Department of Economics, number 2006:19, Sep.
• Orla May & Merxe Tudela, 2005, "When is mortgage indebtedness a financial burden to British households? A dynamic probit approach," Bank of England working papers, Bank of England, number 277, Oct.
• Christian Dreger & Georg Stadtmann, 2006, "What Drives Heterogeneity in Foreign Exchange Rate Expectations: Deep Insights from a New Survey," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 624.
• David Laidler, 2006, "Monetary Cooperation in the North American Economy," University of Western Ontario, Economic Policy Research Institute Working Papers, University of Western Ontario, Economic Policy Research Institute, number 20064.
• Christian Hellwig & Guido Lorenzoni, 2006, "Bubbles and Self-enforcing Debt," Levine's Bibliography, UCLA Department of Economics, number 321307000000000383, Sep.
• Tan Kim Song & Khor Hoe Ee, 2005, "China’s Changing Economic Structures and Its Implications for Regional Patterns of Trade Production and Integration," Working Papers, Singapore Management University, School of Economics, number 23-2005, Nov.
• Item repec:mis:wpaper:20060901 is not listed on IDEAS anymore

• Item repec:bon:bonedp:bgse14_2006 is not listed on IDEAS anymore

• Suzan Hol, 2006, "The influence of the business cycle on bankruptcy probability," Discussion Papers, Statistics Norway, Research Department, number 466, Aug.
• Prasanna Gai & Nicholas Vause, 2005, "Measuring investors' risk appetite," Bank of England working papers, Bank of England, number 283, Nov.
• Katie Farrant & Gert Peersman, 2005, "Accounting for the source of exchange rate movements: new evidence," Bank of England working papers, Bank of England, number 269, Aug.
• Post, Erik, 2006, "Foreign exchange market interventions as monetary policy," Working Paper Series, Uppsala University, Department of Economics, number 2006:21, Sep.
• Kenneth Kasa & Todd B. Walker & Charles H. Whiteman, 2006, "Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2006-010, Sep.
• Severin Borenstein, 2006, "Customer Risk from Real-Time Retail Electricity Pricing: Bill Volatility and Hedgability," NBER Working Papers, National Bureau of Economic Research, Inc, number 12524, Sep.
• Raymond Knott & Marco Polenghi, 2006, "Assessing central counterparty margin coverage on futures contracts using GARCH models," Bank of England working papers, Bank of England, number 287, Jan.
• Mulraine, Millan L. B., 2006, "Real Exchange Rate Dynamics With Endogenous Distribution Costs," MPRA Paper, University Library of Munich, Germany, number 9, Sep.
• Andrea Buffa & Giovanna Nicodano, 2006, "Should Insider Trading be Prohibited when Share Repurchases are Allowed?," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 16.
• Item repec:dnb:dnbwpp:110 is not listed on IDEAS anymore

• Item repec:hal:papers:halshs-00096040_v1 is not listed on IDEAS anymore

• Philip Bunn & Kamakshya Trivedi, 2005, "Corporate expenditures and pension contributions: evidence from UK company accounts," Bank of England working papers, Bank of England, number 276, Oct.
• Laura Alfaro & Areendam Chanda & Sebnem Kalemli-Ozcan & Selin Sayek, 2006, "How Does Foreign Direct Investment Promote Economic Growth? Exploring the Effects of Financial Markets on Linkages," NBER Working Papers, National Bureau of Economic Research, Inc, number 12522, Sep.
• Stephen Millard & Matthew Willison, 2006, "The welfare benefits of stable and efficient payment systems," Bank of England working papers, Bank of England, number 301, Jul.
• Guerrero, Carlos & Urzúa, Carlos M., 2006, "Reflexiones sobre la política cambiaria en México," EGAP Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-06, Mar.
• Andrew Benito & Haroon Mumtaz, 2006, "Consumption excess sensitivity, liquidity constraints and the collateral role of housing," Bank of England working papers, Bank of England, number 306, Aug.
• Kamakshya Trivedi & Garry Young, 2006, "Defined benefit company pensions and corporate valuations: simulation and empirical evidence from the United Kingdom," Bank of England working papers, Bank of England, number 289, Mar.
• Peter C. B. Phillips & Jun Yu, 2005, "Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan," Working Papers, Singapore Management University, School of Economics, number 08-2005, Apr.
• Xavier De Scheemaekere, 2006, "The epistemology of modern finance," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 06-017.RS, Sep.
• Luca Benati, 2006, "Affine term structure models for the foreign exchange risk premium," Bank of England working papers, Bank of England, number 291, Mar.
• Todd B. Walker, 2006, "How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2006-011, Sep.
• Item repec:cfs:cfswop:wp2000615 is not listed on IDEAS anymore

• Item repec:knz:cofedp:0107 is not listed on IDEAS anymore

• Item repec:dnb:dnbwpp:107 is not listed on IDEAS anymore

• Willison, Robert, 2005, "Understanding the Offender/Environment Dynamic for Computer Crimes," Working Papers, Copenhagen Business School, Department of Informatics, number 2005-4, Sep.
• Item repec:hal:papers:halshs-00098285_v1 is not listed on IDEAS anymore

• Item repec:hum:wpaper:sfb649dp2006-069 is not listed on IDEAS anymore

• Torstein Bye & Annegrete Bruvoll & Finn Roar Aune, 2006, "The importance of volatility in inflow in a deregulated hydro-dominated power market," Discussion Papers, Statistics Norway, Research Department, number 472, Sep.
• Brishti Guha, 2005, "Honesty and Intermediation: Corporate Cheating, Auditor Involvement and the Implications for Development," Working Papers, Singapore Management University, School of Economics, number 18-2005, Sep.
• Tatyana Chesnokova & Kala Krishna, 2006, "Skill Acquisition, Credit Constraints, and Trade," NBER Working Papers, National Bureau of Economic Research, Inc, number 12411, Aug.
• Andrew Benito, 2006, "How does the down-payment constraint affect the UK housing market?," Bank of England working papers, Bank of England, number 294, Mar.
• Item repec:dnb:dnbwpp:109 is not listed on IDEAS anymore

• Suzan Hol & Nico van der Wijst, 2006, "The financing structure of non-listed firms," Discussion Papers, Statistics Norway, Research Department, number 468, Aug.
• Michael W. Brandt & David A. Chapman, 2006, "Linear Approximations and Tests of Conditional Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 12513, Sep.
• Andersson, Henrik, 2006, "Willingness to Pay for Car Safety: Evidence from Sweden," Working Papers, Swedish National Road & Transport Research Institute (VTI), number 2006:7, Sep.
• Item repec:dnb:dnbwpp:112 is not listed on IDEAS anymore

• Pamela Kaval & John Loomis & Dave Theobald, 2006, "Investigating the Relationship between Stakeholder Opinion about Wildfire Management and Landscape Context Using GIS," Working Papers in Economics, University of Waikato, number 06/09, Sep.
• Mahnke, Volker & Overby, Mikkel Lucas, 2006, "Managing Risk and Synergies R&D-Collaborations," Working Papers, Copenhagen Business School, Department of Informatics, number 2004-16, Sep.
• Item repec:mis:wpaper:20060902 is not listed on IDEAS anymore

• Giovanni Mastrobuoni & Wioletta Dziuda, 2005, "The Euro Changeover and its Effects on Price Transparency and Inflation," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 26, revised 2006.
• Rey, Patrick & Tirole, Jean, 2007, "Financing and Access in Cooperatives," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 404, May.
• Item repec:dnb:dnbwpp:111 is not listed on IDEAS anymore

• Céline Gondat-Larralde & Erlend Nier, 2006, "Switching costs in the market for personal current accounts: some evidence for the United Kingdom," Bank of England working papers, Bank of England, number 292, Mar.
• Rob Alessie & Thomas Crossley & Vincent Hildebrand, 2006, "Estimating a collective household model with survey data on financial satisfaction," IFS Working Papers, Institute for Fiscal Studies, number W06/19, Sep.

Report NEP-FMK-2006-09-30

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: