Report NEP-FIN-2002-07-04

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:

• Toni Gravelle, 2002. "The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ," Staff Working Papers 02-9, Bank of Canada.
• Luísa Farinha & Carlos Robalo Marques, 2002. "The bank lending channel of monetary policy: identification and estimation using Portuguese micro bank data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A4-3, International Conferences on Panel Data.
• Item repec:fip:fedbwp:2002-1 is not listed on IDEAS anymore

• Chatelain, Jean Bernard & Generale, Andrea & Hernando, Ignacio & Kalckreuth, Ulf von & Vermeulen, Philip, 2002. "Firm Investment and Monetary Policy Transmission in the Euro Area," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A3-3, International Conferences on Panel Data.
• Eschenbach, Felix & Schuknecht, Ludger, 2002. "Asset prices and fiscal balances," Working Paper Series 141, European Central Bank.
• Charles T. Carlstrom & Timothy S. Fuerst & Fabio Ghironi, 2002. "Does it matter (for equilibrium determinacy) what price index the central bank targets?," Working Papers (Old Series) 0202, Federal Reserve Bank of Cleveland.
• Roger Kelly & George Mavrotas, 2002. "Savings and Financial Sector Development: Panel Cointegration Evidence from Africa," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A4-2, International Conferences on Panel Data.
• Urban Jermann & Vincenzo Quadrini, 2002. "Stock Market Boom and the Productivity Gains of the 1990s," NBER Working Papers 9034, National Bureau of Economic Research, Inc.
• Item repec:att:belgnw:200224 is not listed on IDEAS anymore

• Alessandro Rossi & Giampiero M. Gallo, 2002. "Volatility Estimation via Hidden Markov Models," Econometrics Working Papers Archive wp2002_14, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Item repec:att:belgnw:200223 is not listed on IDEAS anymore

• Frank Thierbach, 2002. "Mean-Variance Hedging under Additional Market Information," Bonn Econ Discussion Papers bgse11_2002, University of Bonn, Germany.
• Item repec:fip:fedfap:2002-04 is not listed on IDEAS anymore

• Alexandra Lai, 2002. "Modelling Financial Instability: A Survey of the Literature," Staff Working Papers 02-12, Bank of Canada.
• Sanvi Avouyi-Dovi & Claire Loupias & Patrick Sevestre, 2002. "How does monetary policy affect the production of new loans? Some evidences from French bank panel data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A4-4, International Conferences on Panel Data.
• Chris D'Souza, 2002. "A Market Microstructure Analysis of Foreign Exchange Intervention in Canada," Staff Working Papers 02-16, Bank of Canada.
• Allen N. Berger & W. Scott Frame & Nathan H. Miller, 2002. "Credit scoring and the availability, price, and risk of small business credit," FRB Atlanta Working Paper 2002-6, Federal Reserve Bank of Atlanta.
• Item repec:fip:fedbwp:2002-2 is not listed on IDEAS anymore

• Patrick Osakwe, 2002. "Currency Fluctuations, Liability Dollarization, and the Choice of Exchange Rate Regimes in Emerging Markets," Staff Working Papers 02-6, Bank of Canada.
• William B. English & William R. Nelson & Brian P. Sack, 2002. "Interpreting the significance of lagged interest rate in estimated monetary policy rules," Finance and Economics Discussion Series 2002-24, Board of Governors of the Federal Reserve System (U.S.).
• John W. Galbraith & Serguei Zernov, 2002. "Circuit Breakers and the Tail Index of Equity Returns," CIRANO Working Papers 2002s-62, CIRANO.
• Item repec:dgr:unutaf:eifc01-14 is not listed on IDEAS anymore

• Antonio Mele, 2002. "Fundamental Properties of Bond Prices in Models of the Short-Term Rate," Working Papers 460, Queen Mary University of London, School of Economics and Finance.
• Item repec:att:belgnw:200220 is not listed on IDEAS anymore

• Item repec:att:belgnw:200232 is not listed on IDEAS anymore

• Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2004. "Federal funds rate prediction," Working Papers 2002-005, Federal Reserve Bank of St. Louis.
• Ann H. Spiotto, 2002. "Financial account aggregation: the liability perspective," Occasional Paper; Emerging Payments EPS-2002-1, Federal Reserve Bank of Chicago.
• Cabrero, Alberto & Camba-Méndez, Gonzalo & Hirsch, Astrid & Nieto, Fernando, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Paper Series 142, European Central Bank.
• Item repec:att:belgnw:200228 is not listed on IDEAS anymore

• Item repec:att:belgnw:200226 is not listed on IDEAS anymore

• Montrucchio, Luigi & Privileggi, Fabio, 1999. "On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type," POLIS Working Papers 5, Institute of Public Policy and Public Choice - POLIS.
• Mark Reesor & Don McLeish, 2002. "Risk, Entropy, and the Transformation of Distributions," Staff Working Papers 02-11, Bank of Canada.
• Klaus Schürger, 2002. "Maximal Arbitrage," Bonn Econ Discussion Papers bgse9_2002, University of Bonn, Germany.
• Chris D'Souza & Alexandra Lai, 2002. "The Effects of Bank Consolidation on Risk Capital Allocation and Market Liquidity," Staff Working Papers 02-5, Bank of Canada.