Report NEP-FIN-2002-06-13

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:

• Yacine Ait-Sahalia & Jefferson Duarte, 2002. "Nonparametric Option Pricing under Shape Restrictions," NBER Working Papers 8944, National Bureau of Economic Research, Inc.
• Patrick Houweling & Ton Vorst, 2002. "An Empirical Comparison of Default Swap Pricing Models," Tinbergen Institute Discussion Papers 02-004/2, Tinbergen Institute.
• Bakhodir A Ergashev, 2002. "A note on a generalized Black-Scholes formula," Finance 0203006, University Library of Munich, Germany.
• M. Fatih Guvenen, 2002. "Does Stockholding Provide Perfect Risk Sharing?," RCER Working Papers 490, University of Rochester - Center for Economic Research (RCER), revised Mar 2003.
• Ernst-Ludwig VON THADDEN, 2002. "Liquidity," Cahiers de Recherches Economiques du Département d'économie 02.01, Université de Lausanne, Faculté des HEC, Département d’économie.
• Aron Gereben, 2002. "Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options," Reserve Bank of New Zealand Discussion Paper Series DP2002/04, Reserve Bank of New Zealand.
• Item repec:dgr:eureri:2002156 is not listed on IDEAS anymore

• W A Razzak, 2002. "Monetary policy and forecasting inflation with and without the output gap," Reserve Bank of New Zealand Discussion Paper Series DP2002/03, Reserve Bank of New Zealand.
• Stephen G. Cecchetti & Hans Genberg & Sushil Wadhwani, 2002. "Asset Prices in a Flexible Inflation Targeting Framework," NBER Working Papers 8970, National Bureau of Economic Research, Inc.
• Mathä, Thomas, 2002. "The Single European Market, Swedish Investment Liberalisation, and Horizontal and Vertical Multinationals," EIJS Working Paper Series 147, Stockholm School of Economics, The European Institute of Japanese Studies.
• Raymond Fisman & Inessa Love, 2002. "Trade Credit, Financial Intermediary Development and Industry Growth," NBER Working Papers 8960, National Bureau of Economic Research, Inc.
• Hui Guo, 2002. "Understanding the risk-return tradeoff in the stock market," Working Papers 2002-001, Federal Reserve Bank of St. Louis.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2002. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," NBER Working Papers 8959, National Bureau of Economic Research, Inc.
• Eduardo Moron & Juan F. Castro, 2002. "Uncovering Central Bank Monetary Policy Objectives: Going Beyond Fear of Floating," Macroeconomics 0205002, University Library of Munich, Germany.
• Jan Hanousek & Gerard Roland, 2002. "Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech republic," Econometrics 0203004, University Library of Munich, Germany.
• Lúcio Vinhas de Souza, 2002. "Integrated Monetary and Exchange Rate Frameworks," Tinbergen Institute Discussion Papers 02-054/2, Tinbergen Institute.
• Walter Stanners, 2002. "The function of the central bank," Macroeconomics 0201006, University Library of Munich, Germany.
• Jiri Hoogland & Dimitri Neumann & Michel Vellekoop, 2002. "Symmetries in Jump-Diffusion Models with Applications in Option Pricing and Credit Risk," Finance 0203001, University Library of Munich, Germany.
• Michel Beine & Agnès Bénassy-Quéré & Estelle Dauchy & Ronald MacDonald, 2002. "The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity," Working Papers 2002-04, CEPII research center.
• Bernd Hayo & Doh Shin, 2002. "Mass Attitudes Toward Financial Crisis and Economic Reform in Korea," Development and Comp Systems 0205003, University Library of Munich, Germany.
• Item repec:dgr:umamet:2002010 is not listed on IDEAS anymore

• Robert J. Barro & Jong-Wha Lee, 2002. "IMF Programs: Who is Chosen and What Are the Effects?," NBER Working Papers 8951, National Bureau of Economic Research, Inc.
• Item repec:dgr:kubcen:200254 is not listed on IDEAS anymore

• John H. Cochrane, 2002. "Stocks as Money: Convenience Yield and the Tech-Stock Bubble," NBER Working Papers 8987, National Bureau of Economic Research, Inc.
• John Armour & B.R. Cheffins & D.A. Skeel Jr., 2002. "Corporate Ownership Structure and the Evolution of Bankruptcy Law in the US and UK," Working Papers wp226, Centre for Business Research, University of Cambridge.
• Anusha Chari & Peter Blair Henry, 2002. "Risk Sharing and Asset Prices: Evidence From a Natural Experiment," NBER Working Papers 8988, National Bureau of Economic Research, Inc.
• Clive Coetzee, 2002. "Monetary Conditions and Stock Returns: A South African Case Study," Finance 0205002, University Library of Munich, Germany.
• Bernd Hayo & Doh Chull Shin, 2002. "Popular Reaction to the Intervention by the IMF in the Korean Economic Crisis," Development and Comp Systems 0204001, University Library of Munich, Germany.
• Douglas W. Diamond & Raghuram G. Rajan, 2002. "Liquidity Shortages and Banking Crises," NBER Working Papers 8937, National Bureau of Economic Research, Inc.
• Hui Guo, 2003. "Stock prices, firm size, and changes in the federal funds rate target," Working Papers 2002-004, Federal Reserve Bank of St. Louis.
• Lindhe, Tobias, 2002. "The Marginal Source of Finance," Working Paper Series 2002:9, Uppsala University, Department of Economics.
• Mark Bailey & Deb Ghosh & Sailesh Tanna, 2002. "Thai financial sector efficiency prior to the East Asian financial crisis," Industrial Organization 0203009, University Library of Munich, Germany.
• Michael D. Bordo & Olivier Jeanne, 2002. "Boom-Busts in Asset Prices, Economic Instability, and Monetary Policy," NBER Working Papers 8966, National Bureau of Economic Research, Inc.
• Maged Shawky Sourial, 2002. "The Future of the Stock Market Channel In Egypt," Finance 0204002, University Library of Munich, Germany.
• Alex Strashny, 2002. "Trading system evaluation based on past performance: Random Signals Test," Finance 0205003, University Library of Munich, Germany, revised 10 Jun 2002.
• John Y. Campbell & Glen B. Taksler, 2002. "Equity Volatility and Corporate Bond Yields," NBER Working Papers 8961, National Bureau of Economic Research, Inc.
• Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George, 2002. "Alternative Models for Stock Price Dynamic," Working Papers 02-03, Duke University, Department of Economics.