Report NEP-FMK-2005-09-29

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The following items were anounced in this report:

• Heid, Frank & Nestmann, Thorsten & Von Westernhagen, Natalja & Weder di Mauro, Beatrice, 2005. "German Bank Lending During Financial Crises: A Bank Level Analysis," CEPR Discussion Papers 5164, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Acharya, Viral V & Johnson, Tim, 2005. "Insider Trading in Credit Derivatives," CEPR Discussion Papers 5180, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Item repec:wpa:wuwpfi:0509026 is not listed on IDEAS anymore

• James O'Brien & Jeremy Berkowitz, 2005. "Estimating Bank Trading Risk: A Factor Model Approach," NBER Working Papers 11608, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Jaume Ventura, 2003. "Economic Growth with Bubbles," Economics Working Papers 848, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Falko Fecht & Antoine Martin, 2005. "Banks, markets, and efficiency," Staff Reports 210, Federal Reserve Bank of New York. [Downloadable!]
• Mark Aguiar & Fernando Broner, 2001. "Determining Underlying Macroeconomic Fundamentals during Emerging Market Crises: Are Conditions as Bad as they Seem?," Economics Working Papers 863, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2004. [Downloadable!]
• Fecht, Falko & Grüner, Hans Peter, 2005. "Financial Integration and Systemic Risk," CEPR Discussion Papers 5253, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Albuquerque, Rui & Bauer, Gregory & Schneider, Martin, 2005. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," CEPR Discussion Papers 5159, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Sascha Mergner, 2005. "Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques," Finance 0509024, EconWPA. [Downloadable!]
• Item repec:hhb:aaracc:04-001 is not listed on IDEAS anymore

• Renneboog, L.D.R. & Simons, Thomas, 2005. "Public-to-private transactions : LBOs, MBOs, MBIs and IBOs," Discussion Paper 98, Tilburg University, Center for Economic Research. [Downloadable!]
• Jae H. Kim & Hristos Doucouliagos, 2005. "Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects," Monash Econometrics and Business Statistics Working Papers 22/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Flynn, Sean M., 2005. "Noise-trading, Costly Arbitrage, and Asset Prices: Evidence from US Closed-end Funds," Vassar College Department of Economics Working Paper Series 71, Vassar College Department of Economics. [Downloadable!]
• Jaume Ventura & Aart Kraay, 2005. "The Dot-Com Bubble, the Bush Deficits and the US Current Account," Economics Working Papers 847, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2005. [Downloadable!]
• Armstrong, Chris & Davila, Toni & Foster, George & Hand, John R.M., 2005. "U.S. public and private venture capital markets, 1998-2001: A fundamental information analysis," IESE Research Papers D/599, IESE Business School. [Downloadable!]
• Ricardo J. Caballero & Arvind Krishnamurthy, 2005. "Bubbles and Capital Flow Volatility: Causes and Risk Management," NBER Working Papers 11618, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Braverman, Oded & Kandel, Shmuel & Wohl, Avi, 2005. "The (Bad?) Timing of Mutual Fund Investors," CEPR Discussion Papers 5243, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Charles Ou, 2005. "Banking Consolidation and Small Business Lending:A Review of Recent Research," The Office of Advocacy Small Business Working Papers 05ou, U.S. Small Business Administration, Office of Advocacy. [Downloadable!]
• Robert DeYoung & Anne Gron & Andrew Winton, 2005. "Risk overhang and loan portfolio decisions," Working Paper Series WP-05-04, Federal Reserve Bank of Chicago. [Downloadable!]
• Bjørn-Roger Wilhelmsen & Andrea Zaghini, 2005. "Monetary policy predictability in the euro area: An international comparison," Working Paper 2005/7, Norges Bank. [Downloadable!]
• Joachim Voth & Peter Temin, 2005. "Financial Repression in a Natural Experiment: Loan Allocation and the Change in the Usury Laws in 1714," Economics Working Papers 858, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Francesco Franzoni & José M. Marín, 2005. "Pension Plan Funding and Stock Market Efficiency," Economics Working Papers 871, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Sean D. Campbell & Francis X. Diebold, 2005. "Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence," PIER Working Paper Archive 05-025, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 16 Sep 2005. [Downloadable!]
• Hart, J. van der & Zwart, G.J. de & Dijk, D.J.C. van, 2005. "The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias?," Research Paper ERS-2005-012-F&A Revision, 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 Uni. [Downloadable!]
• Hui Guo & Robert Savickas, 2005. "Idiosyncratic volatility, stock market volatility, and expected stock returns," Working Papers 2003-028, Federal Reserve Bank of St. Louis. [Downloadable!]
• Jaume Ventura, 2002. "Bubbles and Capital Flows," Economics Working Papers 846, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2004. [Downloadable!]
• Item repec:hhb:aaracc:05-001 is not listed on IDEAS anymore

• De Fiore, Fiorella & Uhlig, Harald, 2005. "Bank Finance versus Bond Finance: What Explains the Differences Between the US and Europe?," CEPR Discussion Papers 5213, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Item repec:wpa:wuwpot:0509016 is not listed on IDEAS anymore

• Roman Hotvath, 2005. "Real Equilibrium Exchange Rate Estimates: To What Extent Applicable for Setting the Central Parity?," International Finance 0509006, EconWPA. [Downloadable!]
• Jong, A. de & Roosenboom, P.G.J. & Schramade, W.L.J., 2005. "Bond underwriting fees and keiretsu affiliation in Japan," Research Paper ERS-2005-038-F&A Revision, 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 Uni. [Downloadable!]
• Polbennikov, Simon & Melenberg, Bertrand, 2005. "Mean-coherent risk and mean-variance approaches in portfolio selection : an empirical comparison," Discussion Paper 100, Tilburg University, Center for Economic Research. [Downloadable!]
• Kleimeier,Stefanie & Sander,Harald, 2005. "Regional Versus Global Integration of Euro Zone Retail Banking Markets: Understanding the Recent Evidence from Price-Based Integration Measures," Research Memoranda 031, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Ekaterini Panopoulou & Koubouros, M. & Malliaropulos, D., 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Economics, Finance and Accounting Department Working Paper Series n1580505, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
• Amitabh Chandra & Andrew A. Samwick, 2005. "Disability Risk and the Value of Disability Insurance," NBER Working Papers 11605, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Martin, Philippe & Rey, Hélène, 2005. "Globalization and Emerging Markets: With or Without Crash?," CEPR Discussion Papers 5165, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Laruent Barras, 2005. "International Conditional Asset Allocation under Real Time Uncertrainty," FAME Research Paper Series rp153, International Center for Financial Asset Management and Engineering. [Downloadable!]
• Sebastian Edwards & Eduardo Levy Yeyati, 2004. "Flexible Exchange Rates as Shock Absorbers," Business School Working Papers exchangerates, Universidad Torcuato Di Tella. [Downloadable!]
• Burstein, Ariel Tomas & Eichenbaum, Martin & Rebelo, Sérgio, 2005. "Modeling Exchange Rate Passthrough After Large Devaluations," CEPR Discussion Papers 5250, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Fahad Khalil & David Martimort & Bruno Maria Parigi, 2005. "Monitoring a Common Agent: Implications for Financial Contracting," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Gourinchas, Pierre-Olivier & Rey, Hélène, 2005. "From World Banker to World Venture Capitalist: US External Adjustment and The Exorbitant Privilege," CEPR Discussion Papers 5220, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Liebig, Thilo & Porath, Daniel & Weder di Mauro, Beatrice & Wedow, Michael, 2005. "Basel II and Bank Lending to Emerging Markets: Micro Evidence from German Banks," CEPR Discussion Papers 5163, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Peter Temin & Joachim Voth, 2004. "Credit Rationing and Crowding Out During the Industrial Revolution: Evidence from Hoare's Bank, 1702-1862," Economics Working Papers 859, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2005. [Downloadable!]
• GrubiÅ¡ić, I. & Pietersz, R., 2005. "Efficient Rank Reduction of Correlation Matrices," Research Paper ERS-2005-009-F&A Revision, 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 Uni. [Downloadable!]
• Norman Loayza & Romain Rancière, 2004. "Financial Development, Financial Fragility, and Growth," Economics Working Papers 855, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Xavier Freixas & Sjaak Hurkens & Alan D. Morrison & Nir Vulkan, 2004. "Interbank Comptetition with Costly Screening," Economics Working Papers 802, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Ingolf Schwarz & Jinhui H. Bai, 2005. "Monetary Equilibria in a Cash-in-Advance Economy with Incomplete Financial Markets," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2005_18, Max Planck Institute for Research on Collective Goods. [Downloadable!]
• Bruinshoofd,Allard & Candelon,Bertrand & Raabe,Katharina, 2005. "Banking Sector Strength and the Transmission of Currency Crises," Research Memoranda 023, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Bodart,Vincent & Candelon,Bertrand, 2005. "Evidences of Interdependence and Contagion using a Frequency Domain Framework," Research Memoranda 024, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Basak, Suleyman & Shapiro, Alex & Teplá, Lucie, 2005. "Risk Management with Benchmarking," CEPR Discussion Papers 5187, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Fernando Broner & Roberto Rigobon, 2004. "Why are Capital Flows so much more Volatile in Emerging than in Developed Countries?," Economics Working Papers 862, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Dimitrov,Dinko & Haake,Claus-Jochen & Klaus,Bettina, 2005. "Bundling in Exchange Markets with Indivisible Goods," Research Memoranda 027, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Ilan Goldfajn & André Minella, 2005. "Capital Flows and Controls in Brazil: What Have We Learned?," NBER Working Papers 11640, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Victoria Geyfman, 2005. "Banks in the securities business: market-based risk implications of section 20 subsidiaries," Working Papers 05-17, Federal Reserve Bank of Philadelphia. [Downloadable!]
• Valkanov,Emil & Kleimeier,Stefanie, 2005. "The Role of Regulatory Capital in International Bank Mergers and Acquisitions," Research Memoranda 017, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• José Manuel Campa & Linda S. Goldberg & José M. González-Mínguez, 2005. "Exchange-Rate Pass-Through to Import Prices in the Euro Area," NBER Working Papers 11632, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Xavier Freixas & Gyöngyi Lóránth & Alan D. Morrison, 2005. "Regulating Financial Conglomerates," Economics Working Papers 820, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• James Bullard & George W. Evans & Seppo Honkapohja, 2005. "Near-Rational Exuberance," University of Oregon Economics Department Working Papers 2005-15, University of Oregon Economics Department, revised 18 Sep 2006. [Downloadable!]
• G. Boyle & D. Conniffe, 2005. "When does ‘All Eggs in One Risky Basket’ Make Sense?," Economics, Finance and Accounting Department Working Paper Series n1550305, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
• Charles W. Calomiris & Joseph R. Mason, 2005. "Resolving the puzzle of the underissuance of national bank notes," Working Papers 05-19, Federal Reserve Bank of Philadelphia. [Downloadable!]
• Moshe Kim & Eirik Gaard Kristiansen & Bent Vale, 2005. "What determines banks’ market power? Akerlof versus Herfindahl," Working Paper 2005/8, Norges Bank. [Downloadable!]
• Inderst, Roman & Mueller, Holger M, 2005. "Informed Lending and Security Design," CEPR Discussion Papers 5185, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Patrick Van Roy, 2005. "The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study," Finance 0509013, EconWPA. [Downloadable!]
• Romain Rancière & Aaron Tornell & Frank Westermann, 2002. "Systemic Crises and Growth," Economics Working Papers 854, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2004. [Downloadable!]
• Fernando Broner & Guido Lorenzoni & Sergio L. Schmukler, 2003. "Why Do Emerging Economies Borrow Short Term?," Economics Working Papers 838, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2007. [Downloadable!]
• Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim, 2005. "Monetary policy and asset prices: To respond or not?," Working Paper Series 5405, Department of Economics, Norwegian University of Science and Technology. [Downloadable!]
• Alejandro Gaytan & Romain Rancière, 2004. "Wealth, Financial Intermediation and Growth," Economics Working Papers 851, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2004. [Downloadable!]
• Heski Bar-Isaac & Vicente Cuñat, 2005. "Long Term Debt with Hidden Borrowing," Economics Working Papers 803, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Patrick Van Roy, 2005. "Credit ratings and the standardised approach to credit risk in Basel II," Finance 0509014, EconWPA. [Downloadable!]
• Agustin Carstens & Luis I. Jacome H., 2005. "Latin American Central Bank Reform: Progress and Challenges," Macroeconomics 0509022, EconWPA. [Downloadable!]
• Fernando Broner & Jaume Ventura, 2005. "Globalization and Risk Sharing," Economics Working Papers 837, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2009. [Downloadable!]
• Peter Temin & Joachim Voth, 2004. "Riding the South Sea Bubble," Economics Working Papers 861, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Peter Temin & Joachim Voth, 2005. "The Speed of the Financial Revolution: Evidence from Hoare’s Bank," Economics Working Papers 860, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Item repec:att:baiswp:200413 is not listed on IDEAS anymore

• M. J. Roche, 2005. "The equity premium puzzle and decreasing relative risk aversion," Economics, Finance and Accounting Department Working Paper Series n1510205, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
• Francis Vitek, 2005. "The Exchange Rate Forecasting Puzzle," International Finance 0509005, EconWPA. [Downloadable!]
• Robert H. Rasche & Marcela M. Williams, 2005. "The effectiveness of monetary policy," Working Papers 2005-048, Federal Reserve Bank of St. Louis. [Downloadable!]
• Gemmill, Gordon T & Hwang, Soosung & Salmon, Mark, 2005. "Performance Measurement with Loss Aversion," CEPR Discussion Papers 5173, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Morrison, Alan & White, Lucy, 2005. "Level Playing Fields in International Financial Regulation," CEPR Discussion Papers 5247, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Alain Ize & Eduardo Levy Yeyati, 2005. "Financial De-Dollarization: Is It for Real?," Business School Working Papers isitforreal, Universidad Torcuato Di Tella. [Downloadable!]
• Hewad Wolasmal, 2005. "Performance Evaluation of Mutual Funds, using Sharpe, Treynor and Jensen," Finance 0509023, EconWPA. [Downloadable!]
• Yann Bramoullé & Rachel Kranon, 2005. "Risk-Sharing Networks," Cahiers de recherche 0526, CIRPEE. [Downloadable!]

This page was last updated on 2009-11-8.