Report NEP-FMK-2010-07-03This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.
The following items were announced in this report:
- Malhotra, Karan, 2010. "Autoregressive multifactor APT model for U.S. Equity Markets," MPRA Paper 23418, University Library of Munich, Germany.
- Norbäck, Pehr-Johan & Persson, Lars & Tåg, Joacim, 2010. "Does the Debt Tax Shield Distort Ownership Efficiency?," Working Paper Series 841, Research Institute of Industrial Economics, revised 22 Sep 2017.
- Yoshihiko Sugihara & Nobuyuki Oda, 2010. "An Empirical Analysis of Equity Market Expectations in the Recent Financial Turmoil Using Implied Moments and Jump Diffusion Processes," IMES Discussion Paper Series 10-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
- Vera Popva, 2010. "What renders financial advisors less treacherous? - On commissions and reciprocity -," Jena Economic Research Papers 2010-036, Friedrich-Schiller-University Jena.
- Myong-Il Kang, 2010. "Can the Consumption-Free Nonexpected Utility Model Solve the Risk PremiumPuzzle? An Empirical Study of the Japanese Stock Market," ISER Discussion Paper 0783, Institute of Social and Economic Research, Osaka University.
- Dötz, Niko & Fischer, Christoph, 2010. "What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?," Discussion Paper Series 1: Economic Studies 2010,11, Deutsche Bundesbank.
- Satoshi Yamashita & Toshinao Yoshiba, 2010. "Analytical Solution for Expected Loss of a Collateralized Loan: A Square-root Intensity Process Negatively Correlated with Collateral Value," IMES Discussion Paper Series 10-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Jesus Sierra, 2010. "International Capital Flows and Bond Risk Premia," Staff Working Papers 10-14, Bank of Canada.
- Thomas Breuer & Martin Jandačka & Javier Mencía & Martin Summer, 2010. "A systematic approach to multi-period stress testing of portfolio credit risk," Working Papers 1018, Banco de España;Working Papers Homepage.
- Gerlach, Stefan & Schulz, Alexander & Wolff, Guntram B., 2010. "Banking and sovereign risk in the euro area," Discussion Paper Series 1: Economic Studies 2010,09, Deutsche Bundesbank.
- Scott H. Irwin & Dwight R. Sanders, 2010. "The Impact of Index and Swap Funds on Commodity Futures Markets: Preliminary Results," OECD Food, Agriculture and Fisheries Papers 27, OECD Publishing.
- Bernd Hayo & Matthias Neuenkirch, 2010. "Bank of Canada Communication, Media Coverage, and Financial Market Reactions," MAGKS Papers on Economics 201020, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Zuzana Fungacova & Laurent Weill, 2010. "How Market Power Influences Bank Failures Evidence from Russia," Working Papers of LaRGE Research Center 2010-08, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.