Report NEP-FMK-2006-10-07

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:hhs:bofitp:2005_009 is not listed on IDEAS anymore

• Item repec:emo:wp2003:0613 is not listed on IDEAS anymore

• Item repec:dgr:vuarem:2006-19 is not listed on IDEAS anymore

• Ugo Albertazzi & Leonardo Gambacorta, 2006, "Bank profitability and the business cycle," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 601, Sep.
• Item repec:hhs:bofitp:2006_005 is not listed on IDEAS anymore

• Pami Dua & Partha Sen, 2006, "Capital Flow Volatility And Exchange Rates-- The Case Of India," Working papers, Centre for Development Economics, Delhi School of Economics, number 144, Aug.
• Item repec:hhs:bofitp:2005_007 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2004_021 is not listed on IDEAS anymore

• Jürgen von Hagen & Haiping Zhang, 2006, "Financial Liberalization in a Small Open Economy," CESifo Working Paper Series, CESifo, number 1771.
• Lehner, Maria & Schnitzer, Monika, 2006, "Entry of Foreign Banks and their Impact on Host Countries," Discussion Papers in Economics, University of Munich, Department of Economics, number 1208, Sep.
• Item repec:dgr:vuarem:2006-17 is not listed on IDEAS anymore

• Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas, 2006, "Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange," Working Papers, University of Crete, Department of Economics, number 0601, Jan.
• Richard S. Grossman, 2006, "The Emergence of Central Banks and Banking Regulation in Comparative Perspective," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2006-021, Jun.
• Bidisha Chakrabarty & Zhaohui Han & Konstantin Tyurin & Xiaoyong Zheng, 2006, "A Competing Risk Analysis of Executions and Cancellations in a Limit Order Market," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2006-015, Oct.
• Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas, 2006, "Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis," Working Papers, University of Crete, Department of Economics, number 0602, Feb.
• Item repec:hhs:bofitp:2005_010 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2005_017 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2004_022 is not listed on IDEAS anymore

• Jean-Pierre DANTHINE & Xiangrong JIN, 2006, "Intangible Capital, Corporate Valuation and Asset Pricing," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 06.05, Sep.
• Item repec:hhs:bofitp:2005_015 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2005_013 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2006_011 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2005_012 is not listed on IDEAS anymore

• Arghyrou, Michael G & Chortareas, Georgios, 2006, "Current Account Imbalances and Real Exchange Rates in the Euro Area," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/23, Sep.
• Roberta Fiori & Simonetta Iannotti, 2006, "Scenario Based Principal Component Value-at-Risk: an Application to Italian Banks' Interest Rate Risk Exposure," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 602, Sep.
• Mario Quagliariello, 2006, "Banks� Riskiness Over the Business Cicle: a Panel Analysis on Italian Intermediaries," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 599, Sep.
• Item repec:hhs:bofitp:2006_008 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2004_017 is not listed on IDEAS anymore

• Abel Elizalde, 2006, "Credit Risk Models IV: Understanding and Pricing CDOs," Working Papers, CEMFI, number wp2006_0608.
• Max Bruche, 2006, "Estimating Structural Models of Corporate Bond Prices," Working Papers, CEMFI, number wp2006_0610.
• Item repec:hhs:bofitp:2005_004 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2005_008 is not listed on IDEAS anymore

• Item repec:hum:wpaper:sfb649dp2006-029 is not listed on IDEAS anymore

• Elena Yusupova, 2006, "Information Asymmetry, Share Mispricing and the Coordination Problem: Investor Portfolio Choice in Czech Voucher Privatization," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp301, Jul.
• Gillman, Max & Otto, Glen, 2006, "Money Demand in General Equilibrium Endogenous Growth: Estimating the Role of a Variable Interest Elasticity," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/24, Sep, revised Oct 2006.
• Item repec:hhs:bofitp:2005_002 is not listed on IDEAS anymore

• Item repec:hal:papers:halshs-00102698_v1 is not listed on IDEAS anymore

• Tatiana Fic & Omar F. Saqib, 2006, "Political Instability and the August 1998 Ruble Crisis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 626.
• Q. Farooq Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist, 2006, "Pursuing financial stability under an inflation-targeting regime," Working Paper, Norges Bank, number 2006/08, Sep.
• Abel Elizalde, 2006, "Credit Risk Models I: Default Correlation in Intensity Models," Working Papers, CEMFI, number wp2006_0605.
• Jerome L. Stein, 2006, "United States Current Account Deficits: A Stochastic Optimal Control Analysis," CESifo Working Paper Series, CESifo, number 1805.
• Steffen Sebastian & Marcel Tyrell, 2006, "Open-end real estate funds: danger or diamond?," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 168, May.
• Item repec:hhb:aarmsl:1990_002 is not listed on IDEAS anymore

• Constantine Manasakis, 2006, "Shareholder wealth effects from mergers and acquisitions in the Greek banking industry," Working Papers, University of Crete, Department of Economics, number 0612, May.
• Item repec:hal:papers:halshs-00103422_v1 is not listed on IDEAS anymore

• Item repec:hhb:aarmsl:2006_003 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2005_014 is not listed on IDEAS anymore

• David-Jan Jansen & Jakob de Haan & Jakob de Haan, 2006, "Does ECB Communication Help in Predicting its Interest Rate Decisions?," CESifo Working Paper Series, CESifo, number 1804.
• Item repec:hhs:bofitp:2005_003 is not listed on IDEAS anymore

• Yiannis Kamarianakis & Anastasios Xepapadeas, 2006, "Control Bands for Tracking Constant Portfolio Allocations with Fixed and Proportional Transaction Costs," Working Papers, University of Crete, Department of Economics, number 0610, May.
• Tobias Lindhe & Jan Södersten, 2006, "The Equity Trap, the Cost of Capital and the Firm’s Growth Path," CESifo Working Paper Series, CESifo, number 1801.
• Dominique M. Gross & Nicolas Schmitt, 2006, "Why do Low- and High-Skill Workers Migrate? Flow Evidence from France," CESifo Working Paper Series, CESifo, number 1797.
• Paolo Panteghini, 2006, "A Simple Explanation for the Unfavorable Tax Treatment of Investment Costs," CESifo Working Paper Series, CESifo, number 1784.
• Holly, S. & Pesaran, M.H. & Yamagata. T., 2006, "A Spatio-Temporal Model of House Prices in the US," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0654, Sep.
• Abel Elizalde, 2006, "Credit Risk Models III: Reconciliation Reduced – Structural Models," Working Papers, CEMFI, number wp2006_0607.
• Item repec:cfs:cfswop:wp2000620 is not listed on IDEAS anymore

• Item repec:fra:franaf:169 is not listed on IDEAS anymore

• Elisabetta Iossa & Giuliana Palumbo, 2006, "Overoptimism and Lender Liability in the Consumer Credit Market," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 598, Sep.
• Thiess Buettner & Michael Overesch & Ulrich Schreiber & Georg Wamser, 2006, "The Impact of Thin-Capitalization Rules on Multinationals' Financing and Investment Decisions," Working Papers, University of Kentucky, Institute for Federalism and Intergovernmental Relations, number 2006-06, Sep.
• Abel Elizalde, 2006, "Credit Risk Models II: Structural Models," Working Papers, CEMFI, number wp2006_0606.
• Item repec:hal:papers:halshs-00102974_v1 is not listed on IDEAS anymore

• Julie A. Nelson, , "Ethics and International Debt: A View from Feminist Economics," GDAE Working Papers, GDAE, Tufts University, number 06-04.
• Sudhir A. Shah, 2006, "Comparative risk aversion when the outcomes are vectors," Working papers, Centre for Development Economics, Delhi School of Economics, number 149, Sep.

Report NEP-FMK-2006-10-07

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: