Report NEP-FIN-2002-07-08

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:

• Bulkley, George & Richard D.F. Harris & Renata Herrerias, 2002. "Stock Returns Following Profit Warnings: A Test of Models of Behavioural Finance," Royal Economic Society Annual Conference 2002 37, Royal Economic Society.
• Koren, Miklos & Adam Szeidl, 2002. "Pricing Illiquid Assets," Royal Economic Society Annual Conference 2002 115, Royal Economic Society.
• Aikman, David Llewelyn, 2002. "Financial Stress and Liquidity Traps," Royal Economic Society Annual Conference 2002 2, Royal Economic Society.
• Sarno, Lucio & Giorgio Valente, 2002. "Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers," Royal Economic Society Annual Conference 2002 160, Royal Economic Society.
• MuÒoz, SÚnia, 2002. "The Breakdown of Credit Relations under Conditions of a Banking Crisis. A Switching Regime Approach," Royal Economic Society Annual Conference 2002 146, Royal Economic Society.
• Chari, Anusha & Peter Blair Henry, 2002. "Capital Account Liberalization, Risk Sharing and Asset Prices," Royal Economic Society Annual Conference 2002 44, Royal Economic Society.
• Goodhart, Charles & Boris Hofmann, 2002. "Asset Prices and the Conduct of Monetary Policy," Royal Economic Society Annual Conference 2002 88, Royal Economic Society.
• Benito, Andrew & Garry Young, 2002. "Financial Pressure and Balance Sheet Adjustment by UK Firms," Royal Economic Society Annual Conference 2002 20, Royal Economic Society.
• Cern›, Ales, 2002. "Generalized Sharpe Ratios and Asset Pricing in Incomplete Markets," Royal Economic Society Annual Conference 2002 41, Royal Economic Society.
• Brunt, Liam & Edmund Cannon, 2002. "Do Banks Improve Financial Market Integration?," Royal Economic Society Annual Conference 2002 36, Royal Economic Society.
• Lee, Young-Sook, 2002. "Intraday Predictability of Overnight Interest Rates," Royal Economic Society Annual Conference 2002 122, Royal Economic Society.
• Alessie, Rob & Stefan Hochguertel & Arthur van Soest, 2002. "Ownership of Stocks and Mutual Funds: A Panel Data Analysis," Royal Economic Society Annual Conference 2002 3, Royal Economic Society.
• Aslanidis, Nektarios & Denise R. Osborn & Marianne Sensier, 2002. "Smooth Transition Regression Models in UK Stock Returns," Royal Economic Society Annual Conference 2002 11, Royal Economic Society.
• al-Nowaihi, Ali & Livio Stracca, 2002. "Non-standard central bank loss functions, skewed risks, and the certainty equivalence principle," Royal Economic Society Annual Conference 2002 4, Royal Economic Society.
• Chen, Yu-Fu & Gylfi Zoega, 2002. "Exchange-Rate Volatility as Employment Protection," Royal Economic Society Annual Conference 2002 46, Royal Economic Society.
• Mongelli, Francesco Paolo, 2002. "ìNew" Views on the Optimum Currency Area Theory: What is EMU Telling US?," Royal Economic Society Annual Conference 2002 140, Royal Economic Society.
• Srinivasan, Naveen & Patrick Minford & Francesco Perugini, 2002. "The Observational Equivalence of Taylor Rule and Taylor-type Rules," Royal Economic Society Annual Conference 2002 167, Royal Economic Society.
• Neyer, Ulrike, 2002. "Asymmetric Information in Credit Markets and Monetary Policy," Royal Economic Society Annual Conference 2002 148, Royal Economic Society.
• Martin, Christopher & Costas Milas, 2002. "Modelling Monetary Policy: Inflation Targeting in Practice," Royal Economic Society Annual Conference 2002 137, Royal Economic Society.
• Kou, Samuel & Steve Kou, 2002. "Modeling Growth Stocks via Size Distribution," Royal Economic Society Annual Conference 2002 116, Royal Economic Society.