Report NEP-FIN-2005-01-02

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:

• Item repec:cep:stiecm:/2004/471 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2004/479 is not listed on IDEAS anymore

• Jens Tapking & Jing Yang, 2004. "Horizontal and vertical integration in securities trading and settlement," Bank of England working papers 245, Bank of England.
• Item repec:cep:stitep:/2004/469 is not listed on IDEAS anymore

• M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management," CESifo Working Paper Series 1358, CESifo.
• B. Gabriela Mundaca & Jon Strand, 2004. "A Risk Allocation Approach to Optimal Exchange Rate Policy," CESifo Working Paper Series 1361, CESifo.
• Christa Hainz, 2004. "Quality of Institutions, Credit Markets and Bankruptcy," CESifo Working Paper Series 1362, CESifo.
• Leonardo Hernández & Fernando Parro, 2004. "Financial System and Economic Growth in Chile," Working Papers Central Bank of Chile 291, Central Bank of Chile.
• Juan Pablo Medina, 2004. "The Default Rate and Price of Capital in a Costly External Finance Model," Working Papers Central Bank of Chile 297, Central Bank of Chile.
• M. Martin Boyer & Didier Filion, 2004. "Common and Fundamental Factors in Stock Returns of Canadian Oil and Gas Companies," CIRANO Working Papers 2004s-62, CIRANO.
• Rombouts, J.V.K. & Verbeek, M.J.C.M., 2009. "Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models," ERIM Report Series Research in Management ERS-2004-107-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Item repec:dgr:eureri:30001978 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:2004123 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:2004124 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:2004125 is not listed on IDEAS anymore

• Rose Cunningham, 2004. "Trade Credit and Credit Rationing in Canadian Firms," Staff Working Papers 04-49, Bank of Canada.
• Athayde, Gustavo M. de & Flôres Junior, Renato Galvão, 2004. "Do higher moments really matter in portfolio choice?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 574, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Beechey, Meredith, 2004. "Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets," Working Paper Series 173, Sveriges Riksbank (Central Bank of Sweden).
• Villani, Mattias & Larsson, Rolf, 2004. "The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis," Working Paper Series 175, Sveriges Riksbank (Central Bank of Sweden).
• Anne Epaulard & Aude Pommeret, 2004. "Financial Integration, Growth, and Volatility," Cahiers de Recherches Economiques du Département d'économie 04.18, Université de Lausanne, Faculté des HEC, Département d’économie.
• Anthony W. Lynch & Sinan Tan, 2004. "Labor Income Dynamics at Business-Cycle Frequencies: Implications for Portfolio Choice," NBER Working Papers 11010, National Bureau of Economic Research, Inc.
• George-Marios Angeletos & Ivan Werning, 2004. "Crises and Prices: Information Aggregation, Multiplicity and Volatility," NBER Working Papers 11015, National Bureau of Economic Research, Inc.
• J. David Brown & John S. Earle & Almos Telegdy, 2004. "Does Privatization Raise Productivity? Evidence from Comprehensive Panel Data on Manufacturing Firms in Hungary, Romania, Russia, and Ukraine," Upjohn Working Papers 04-107, W.E. Upjohn Institute for Employment Research.
• Christian Hopp & Finn Rieder, 2004. "What drives Venture Capital Syndication," Finance 0412023, University Library of Munich, Germany, revised 12 Jan 2006.
• Luca Casolaro & Giorgio Gobbi, 2004. "Information technology and productivity changes in the Italian banking industry," Temi di discussione (Economic working papers) 489, Bank of Italy, Economic Research and International Relations Area.
• Andrew B. Bernard & Stephen Redding & Peter K. Schott, 2003. "Product Choice and Product Switching," CEP Discussion Papers dp0594, Centre for Economic Performance, LSE.
• Julius Moschitz, 2004. "Spillovers across High Yield Markets," Finance 0412024, University Library of Munich, Germany.
• Item repec:xrs:meawpa:0461 is not listed on IDEAS anymore

• Patrick Leoni, "undated". "Market Power, Survival and Accuracy of Predictions in Financial Markets," IEW - Working Papers 216, Institute for Empirical Research in Economics - University of Zurich.
• M. E. Mancino & S. Ogawa & S. Sanfelici, 2004. "A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model," Economics Department Working Papers 2004-ME01, Department of Economics, Parma University (Italy).
• Benjamin Eden, 2004. "Substitution and Risk Aversion: Is Risk Aversion Important for Understanding Asset Prices?," Vanderbilt University Department of Economics Working Papers 0422, Vanderbilt University Department of Economics.
• Nan-Kuang Chen & Hsiao-Lei Chu, 2003. "Collateral Value and Forbearance Lending," CEP Discussion Papers dp0603, Centre for Economic Performance, LSE.
• George J.Mailath & Andrew Postlewaite & Larry Samuelson, 2003. "Sunk Investments Lead to Unpredictable Prices (Second Version)," PIER Working Paper Archive 04-007, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 30 Jan 2004.
• Peter F. Christoffersen & Francis X.Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," PIER Working Paper Archive 04-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," PIER Working Paper Archive 04-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2003. "Realized Beta: Persistence and Predictability," PIER Working Paper Archive 04-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Mar 2004.
• Emanuel Shachmurove & Yochanan Shachmurove, 2004. "What One Can Learn From the Initial Public Offering of Google? A Twenty-Year Excursion to the Venture Capital Industry," PIER Working Paper Archive 04-041, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Amir Shachmurove & Yochanan Shachmurove, 2004. "Choosing Between Promising and Crowded Industries: How Does the Venture Capital Industry Fare in Each?," PIER Working Paper Archive 04-044, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• DELOOF, Marc & WEETS, Véronique, 2003. "External financing, information disclosure and the timeliness of annual shareholder meetings and financial statement filings in Belgium," Working Papers 2003014, University of Antwerp, Faculty of Business and Economics.
• VAN DE VOOREN, Floris W. C. J. & PAUWELS, Tom, "undated". "Improvement of infrastructure: Spatial effects and how to finance," Working Papers 2003016, University of Antwerp, Faculty of Business and Economics.
• BOSTYN, Frank & DEBAL, P. & VANDINGENEN, R., "undated". "Euclidian distance measurement methodology for determining the reliability of financial statements," Working Papers 2003025, University of Antwerp, Faculty of Business and Economics.
• BOSTYN, Frank & DEBAL, P. & VANDINGENEN, R. & WILLEMÉ, Peter & YEO, M.M., "undated". "An empirical study of the variance of Belgium firm profitability," Working Papers 2003026, University of Antwerp, Faculty of Business and Economics.
• DECAMPS, Marc & DE SCHEPPER, Ann & GOOVAERTS, Marc, "undated". "Path integrals as a tool for pricing interest rate contingent claims: The case of reflecting and absorbing boundaries," Working Papers 2003027, University of Antwerp, Faculty of Business and Economics.
• BEUSELINCK, Christof & DELOOF, Marc & MANIGART, Sophie, 2004. "Venture capital, private equity and earnings quality," Working Papers 2004002, University of Antwerp, Faculty of Business and Economics.
• DE SCHEPPER, Ann & HEIJNEN, Bart, 2004. "On the pricing of options under limited information," Working Papers 2004004, University of Antwerp, Faculty of Business and Economics.
• BRYS, Guy & HUBERT, Mia & STRUYF ,Anja, 2004. "Goodness-of-fit tests based on a robust measure of skewness," Working Papers 2004018, University of Antwerp, Faculty of Business and Economics.
• Item repec:umc:wpaper:0303 is not listed on IDEAS anymore

• Jeremy Grant & Thomas Kirchmaier, 2004. "Corporate Ownership Structure and Performance in Europe," CEP Discussion Papers dp0631, Centre for Economic Performance, LSE.
• Philip R. Lane & G Milesi-Feretti, 2004. "Financial Globalization and Exchange Rates," CEP Discussion Papers dp0662, Centre for Economic Performance, LSE.