Report NEP-FMK-2006-10-14

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:

• Beck, Thorsten & Hesse, Heiko, 2006, "Bank efficiency, ownership, and market structure : why are interest spreads so high in Uganda ?," Policy Research Working Paper Series, The World Bank, number 4027, Oct.
• Jordi Mondria, 2006, "Financial Contagion and Attention Allocation," Working Papers, University of Toronto, Department of Economics, number tecipa-254, Sep.
• Adam B. Ashcraft & Hoyt Bleakley, 2006, "On the market discipline of informationally opaque firms: evidence from bank borrowers in the federal funds market," Staff Reports, Federal Reserve Bank of New York, number 257.
• Dmitry Livdan & Horacio Sapriza & Lu Zhang, 2006, "Financially Constrained Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 12555, Oct.
• Item repec:dgr:kubcen:200682 is not listed on IDEAS anymore

• John D. Burger & Francis E. Warnock, 2006, "Foreign Participation in Local Currency Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12548, Oct.
• Morten L. Bech & Bart Hobijn, 2006, "Technology diffusion within central banking: the case of real-time gross settlement," Staff Reports, Federal Reserve Bank of New York, number 260.
• Sudipto Bhattacharya & Charles A. E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2006, "Banks, Relative Performance, and Sequential Contagion," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe10.
• Bayraktar, Nihal & Wang, Yan, 2006, "Banking sector openness and economic growth," Policy Research Working Paper Series, The World Bank, number 4019, Oct.
• van den Hauwe, Ludwig, 2006, "Review of Huerta de Soto´s `Money, Bank Credit, and Economic Cycles´," MPRA Paper, University Library of Munich, Germany, number 49, Oct.
• Beck, Thorsten & de la Torre, Augusto, 2006, "The basic analytics of access to financial services," Policy Research Working Paper Series, The World Bank, number 4026, Oct.
• Novy, Dennis, 2006, "Hedge Your Costs: Exchange Rate Risk and Endogenous Currency Invoicing," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 765.
• Matesanz Gómez, David & Ortega, Guillermo J., 2005, "Economic growth and currency crisis: A real exchange rate entropic approach," MPRA Paper, University Library of Munich, Germany, number 211, revised 2006.
• Joshua V. Rosenberg & Leah G. Traub, 2006, "Price discovery in the foreign currency futures and spot market," Staff Reports, Federal Reserve Bank of New York, number 262.
• Robert Chirinko & Hisham Foad, 2006, "Noise vs. News in Equity Returns," CESifo Working Paper Series, CESifo, number 1812.
• Porzecanski, Arturo C., 2006, "The role of professional economists in the financial markets," MPRA Paper, University Library of Munich, Germany, number 106, May.
• John D. Burger & Francis E. Warnock, 2006, "Local Currency Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12552, Oct.
• José Alberto Fuinhas, 2006, "Monetary Transmission and Bank Lending in Portugal: A Sectoral Approach," Working Papers de Gestão, Economia e Marketing (Management, Economics and Marketing Working Papers), Universidade da Beira Interior, Departamento de Gestão e Economia (Portugal), number e01/2006.
• Morten L. Bech & Walter E. Beyeler & Robert J. Glass & Kimmo Soramaki, 2006, "Congestion and cascades in payment systems," Staff Reports, Federal Reserve Bank of New York, number 259.
• Alexandra Lai & Nikil Chande & Sean O'Connor, 2006, "Credit in a Tiered Payments System," Staff Working Papers, Bank of Canada, number 06-36, DOI: 10.34989/swp-2006-36.
• Nenova, Tatiana, 2006, "Takeover laws and financial development," Policy Research Working Paper Series, The World Bank, number 4029, Oct.
• Guglielmo Maria Caporale & Christoph Hanck, 2006, "Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour?," CESifo Working Paper Series, CESifo, number 1811.
• Item repec:pra:mprapa:153 is not listed on IDEAS anymore

• Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2006, "GSEs, mortgage rates, and secondary market activities," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-30.
• O. Aspachs & C. Goodhart & M. Segoviano & D. Tsomocos & L. Zicchino, 2006, "Searching for a Metric for Financial Stability," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe09.
• van den Hauwe, Ludwig, 2006, "The Uneasy Case for Fractional-Reserve Free Banking," MPRA Paper, University Library of Munich, Germany, number 120, Oct.
• Stephen G. Cecchetti, 2006, "Measuring the Macroeconomic Risks Posed by Asset Price Booms," NBER Working Papers, National Bureau of Economic Research, Inc, number 12542, Sep.
• Oliver Hülsewig & Eric Mayer & Timo Wollmershäuser, 2006, "Bank Behavior and the Cost Channel of Monetary Transmission," CESifo Working Paper Series, CESifo, number 1813.
• Michael Fritsch & Dirk Schilder, 2006, "Is Venture Capital a regional business? – The role of syndication," Papers on Entrepreneurship, Growth and Public Policy, Max Planck Institute of Economics, Entrepreneurship, Growth and Public Policy Group, number 2006-25, Oct.
• Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz, 2006, "Bretton Woods and the U.S. decision to intervene in the foreign-exchange market, 1957-1962," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0609, DOI: 10.26509/frbc-wp-200609.
• 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 184, Sep.
• Yunus Aksoy & Hanno Lustig, 2006, "Exchange Rates, Prices and International Trade in a Model of Endogenous Market Structure," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0609, Oct.
• Francis E. Warnock & Veronica Cacdac Warnock, 2006, "International Capital Flows and U.S. Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 12560, Oct.
• Enrique G. Mendoza, 2006, "Endogenous Sudden Stops in a Business Cycle Model with Collateral Constraints:A Fisherian Deflation of Tobin's Q," NBER Working Papers, National Bureau of Economic Research, Inc, number 12564, Oct.
• Simtowe, Franklin & Zeller, Manfred, 2006, "The Impact of Access to Credit on the Adoption of hybrid maize in Malawi: An Empirical test of an Agricultural Household Model under credit market failure," MPRA Paper, University Library of Munich, Germany, number 45, Sep.
• Item repec:dgr:kubcen:200691 is not listed on IDEAS anymore

• Clive Bowsher & Roland Meeks, 2006, "High Dimensional Yield Curves: Models and Forecasting," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W12, Oct.
• Item repec:col:001018:002673 is not listed on IDEAS anymore

• Philippe Desbrières, 2006, "Les normes comptables actuelles permettent-elles une comptabilisation des stock-options à leur juste valeur?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1061002, Oct.
• M.Utku Unver, 2005, "Efficient Kidney Exchange: Coincidence of Wants in a Structured Market," Working Paper, Department of Economics, University of Pittsburgh, number 263, Jan, revised Jan 2005.
• Roc Armenter & Martin Bodenstein, 2006, "Does the time inconsistency problem make flexible exchange rates look worse than you think?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 865.
• Fernandez, Pablo & Carabias, Jose M., 2006, "Creación de valor para los accionistas de BBVA," IESE Research Papers, IESE Business School, number D/638, Jun.
• Andrew Ching & Fumiko Hayashi, 2006, "Payment card rewards programs and consumer payment choice," Payments System Research Working Paper, Federal Reserve Bank of Kansas City, number PSR WP 06-02.
• Kirdan Lees, 2006, "What do robust policies look like for open economy inflation targeters?," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2006/08, Sep.
• Fernandez, Pablo & Carabias, Jose M., 2006, "Creación de valor para los accionistas del Banco Santander," IESE Research Papers, IESE Business School, number D/637, May.
• Fernandez, Pablo & Carabias, Jose M., 2006, "Creación de valor para los accionistas del Banco Popular," IESE Research Papers, IESE Business School, number D/639, Jun.
• Fernandez, Pablo & Carabias, Jose M., 2006, "Creación de valor para los accionistas de Iberdrola," IESE Research Papers, IESE Business School, number D/640, Jul.
• Eckhard Platen, 2006, "On the Pricing and Hedging of Long Dated Zero Coupon Bonds," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 185, Sep.
• Christine Marsal, 2006, "La cohérence dans la mobilisation du capital humain:une illustration de la théorie de l’architecture organisationnelle dans les banques de réseau," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1060501, May.
• Alan M. Taylor & Janine L. F. Wilson, 2006, "International Trade and Finance under the Two Hegemons: Complementaries in the United Kingdom 1870-1913 and the United States 1920-30," NBER Working Papers, National Bureau of Economic Research, Inc, number 12543, Sep.
• Fernandez, Pablo & Carabias, Jose M., 2006, "Creación de valor para los accionistas de Unión Fenosa," IESE Research Papers, IESE Business School, number D/642, Jul.
• Fernandez, Pablo & Carabias, Jose M., 2006, "Creación de valor para los accionistas de Repsol," IESE Research Papers, IESE Business School, number D/643, Jul.
• Item repec:dnb:dnbwpp:114 is not listed on IDEAS anymore

• Enrico Prinz, 2006, "Corporate Governance and the Uncertain Role of Interlocking Directorates:Director Networks in Germany and their Impact on Financial Performance," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1061001, Oct.
• Michael D. Bordo & David C. Wheelock, 2006, "When do stock market booms occur? the macroeconomic and policy environments of 20th century booms," Working Papers, Federal Reserve Bank of St. Louis, number 2006-051, DOI: 10.20955/wp.2006.051.
• Szilárd Benk & Max Gillman & Michal Kejak, 2006, "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0604, Sep.
• Item repec:cfs:cfswop:wp2000622 is not listed on IDEAS anymore

• Jose Manuel Campa & Linda S. Goldberg, 2006, "Pass Through of Exchange Rates to Consumption Prices: What has Changed and Why?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12547, Oct.
• James Feigenbaum, 2006, "Precautionary Saving Unfettered," Working Paper, Department of Economics, University of Pittsburgh, number 227, Jan, revised Jan 2006.
• Rajagopal, 2006, "Technology and Customer Value Dynamics in Banking Industry: Measuring Symbiotic Influence in Growth and Performance," Marketing Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-07-MKT, Aug.
• Fleten, Stein-Erik & Lindset, Snorre, 2004, "Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach," MPRA Paper, University Library of Munich, Germany, number 220, Oct, revised Apr 2006.
• Stephen F. Quinn & William Roberds, 2006, "An economic explanation of the early Bank of Amsterdam, debasement, bills of exchange, and the emergence of the first central bank," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-13.
• Item repec:dgr:unumer:2006035 is not listed on IDEAS anymore

• Jose Manuel Campa & Linda S. Goldberg, 2006, "Pass-through of exchange rates to consumption prices: what has changed and why," Staff Reports, Federal Reserve Bank of New York, number 261, Sep.
• Jianhuai Shi, 2006, "Are Currency Appreciations Contractionary in China?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12551, Oct.
• Item repec:pit:wpaper:216 is not listed on IDEAS anymore

• Matesanz Gómez, David & Fugarolas Álvarez-Ude, Guadalupe, 2006, "Exchange rate policy and trade balance. A cointegration analysis of the argentine experience since 1962," MPRA Paper, University Library of Munich, Germany, number 151, revised 2006.
• Item repec:dnb:dnbwpp:115 is not listed on IDEAS anymore

• Christopher J. Gust & Sylvain Leduc & Robert J. Vigfusson, 2006, "Trade integration, competition, and the decline in exchange-rate pass-through," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 864.
• David Cobham, 2006, "Using Taylor Rules to Assess the Relative Activism of the European Central Bank, the Bank of England and the Federal Reserve Board," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0602, Sep.
• Fabrice Hervé, 2006, "Famille de fonds de pension, performance et persistance de la performance," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1060903, Sep.
• Item repec:dgr:nijrep:2006-10 is not listed on IDEAS anymore

• Paul Söderlind, 2006, "C-CAPM without Ex Post Data," University of St. Gallen Department of Economics working paper series 2006, Department of Economics, University of St. Gallen, number 2006-22, Sep.
• Item repec:pit:wpaper:231 is not listed on IDEAS anymore

• Item repec:dgr:rugsom:06e10 is not listed on IDEAS anymore

• Roland Meeks, 2006, "Credit Shocks and Cycles: a Bayesian Calibration Approach," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W11, Aug.
• Evelyne Poincelot & Grégory Wegmann, 2006, "Perspectives on non-financial indicators as a strategic management accounting tool:A French inquiry," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1060905, Sep.
• Dirk Bergemann & Juuso Valimaki, 2006, "Efficient Dynamic Auctions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1584, Oct.
• James Feigenbaum, 2005, "Heterogeneity vs Uncertainty in Anticipation of a Borrowing Constraint," Working Paper, Department of Economics, University of Pittsburgh, number 230, Jan, revised Jan 2005.
• Item repec:dgr:kubcen:200692 is not listed on IDEAS anymore

• Cambell Leith & Simon Wren-Lewis, 2006, "The Optimal Monetary Policy Response to Exchange Rate Misalignments," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0605, Sep.
• Helyette Geman & Steve Ohana, 2006, "Time Inconsistency in Managing a Commodity Portfolio: A Dynamic Risk Measure Approach," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0610, Oct.
• Item repec:dnb:dnbwpp:113 is not listed on IDEAS anymore

• Joseph L. Love, 2007, "The Latin American Contribution to Center-Periphery Perspectives: History and Prospect," The Other Canon Foundation and Tallinn University of Technology Working Papers in Technology Governance and Economic Dynamics, TUT Ragnar Nurkse Department of Innovation and Governance, number 10, Jan.
• M.Utku Unver & John Dufffy, 2005, "Internet Auctions with Artificial Adaptive Agents: A Study on Market Design," Working Paper, Department of Economics, University of Pittsburgh, number 260, Jan, revised Jan 2005.
• Item repec:pra:mprapa:121 is not listed on IDEAS anymore

• Aude Hubrecht & Michel Dietsch & Fabienne Guerra, 2005, "Mesure de la performance des agences bancaires par une approche DEA," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1050602, Jun.
• Guillaume Daudin, 2006, "Paying Transaction Costs," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2006-14.

Report NEP-FMK-2006-10-14

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: