Report NEP-FIN-2004-05-02

This is the archive for NEP-FIN, a report on new working papers in the area of Finance. Philip Yu issued this report. It is usually issued weekly.

This report is closed
Other reports in NEP-FIN

The following items were announced in this report:

• Marco Airoldi & Vito Antonelli & Bruno Bassetti & Andrea Martinelli & Marco Picariello, 2004. "Long Range Interaction Generating Fat-Tails in Finance," GE, Growth, Math methods 0404006, University Library of Munich, Germany, revised 27 Apr 2004.
• Wolfgang Eggert & Martin Kolmar, 2003. "The Taxation of Financial Capital under Asymmetric Information and the Tax-Competition Paradox," CESifo Working Paper Series 1074, CESifo.
• Romain Ranciere & Aaron Tornell & Frank Westermann, 2004. "Crises and Growth: A Re-Evaluation," CESifo Working Paper Series 1160, CESifo.
• Item repec:cdl:ucsbec:1179 is not listed on IDEAS anymore

• Yin-Wong Cheung & Menzie D. Chinn & Antonio I. Garcia Pascual, 2003. "What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated," CESifo Working Paper Series 902, CESifo.
• Piotr Wdowinski, 2004. "Determinants of Country Beta Risk in Poland," CESifo Working Paper Series 1120, CESifo.
• Jerome L. Stein & Guay C. Lim, 2004. "Asian Crises: Theory, Evidence, Warning-Signals," CESifo Working Paper Series 1159, CESifo.
• Léonce Ndikumana, 2003. "Financial Development, Financial Structure, and Domestic Investment: International Evidence," UMASS Amherst Economics Working Papers 2003-01, University of Massachusetts Amherst, Department of Economics.
• Peter Christoffersen & Silvia Gonçalves, 2004. "Estimation Risk in Financial Risk Management," CIRANO Working Papers 2004s-15, CIRANO.
• Don U.A. Galagedera & Robert Faff, 2004. "Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions," Monash Econometrics and Business Statistics Working Papers 8/04, Monash University, Department of Econometrics and Business Statistics.
• Christian Gollier & Richard Zeckhauser, 2003. "Collective Investment Decision Making with Heterogeneous Time Preferences," CESifo Working Paper Series 915, CESifo.
• Rama Prasad Kanungo, 2004. "Genetic Algorithms: Genesis of Stock Evaluation," Experimental 0404007, University Library of Munich, Germany.
• Jukka Vauhkonen, 2004. "Financial contracts and contingent control rights," Finance 0404022, University Library of Munich, Germany.
• Chang Woon Nam & Doina Radulescu & Doina Maria Radulescu, 2004. "Does Debt Maturity Matter for Investment Decisions?," CESifo Working Paper Series 1124, CESifo.
• Johannes Bollen & T. Manders & Machiel Mulder, 2004. "Four futures for energy markets and climate change," CPB Special Publication 52, CPB Netherlands Bureau for Economic Policy Analysis.
• Peter Christoffersen & Stefano Mazzotta, 2004. "The Informational Content of Over-the-Counter Currency Options," CIRANO Working Papers 2004s-16, CIRANO.
• Luis H.R. Alvarez & Erkki Koskela, 2004. "Irreversible investment under interest rate variability: new results," Others 0404007, University Library of Munich, Germany.
• Rudi Dornbusch & Stanley Fischer, 2003. "International Financial Crises," CESifo Working Paper Series 926, CESifo.
• Kevin E. Cahill & Mauricio Soto, 2004. "Basic Investment Theory Explained," Just the Facts jtf_9, Center for Retirement Research.
• Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & M. Hashem Pesaran, 2003. "Macroeconomic Dynamics and Credit Risk: A Global Perspective," CESifo Working Paper Series 995, CESifo.
• Fernandez, Pablo, 2004. "Are calculated betas good for anything?," IESE Research Papers D/555, IESE Business School.
• Jukka Vauhkonen, 2004. "Banks' equity stakes in borrowing firms: A corporate finance approach," Game Theory and Information 0404003, University Library of Munich, Germany.