Report NEP-FIN-2002-09-28
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:
- Lior Menzly & Tano Santos & Pietro Veronesi, 2002. "The Time Series of the Cross Section of Asset Prices," NBER Working Papers 9217, National Bureau of Economic Research, Inc.
- Marc Schaberg & Dean Baker & Robert Pollin, 2002. "Securities Transaction Taxes for U.S. Financial Markets," Working Papers wp20, Political Economy Research Institute, University of Massachusetts at Amherst.
- Item repec:wop:kieliw:1121 is not listed on IDEAS anymore
- Ralph de Haas, 2002. "Finance, law and growth during transition: a survey," International Finance 0209001, University Library of Munich, Germany.
- Léonce Ndikumana, 2003. "Financial Development, Financial Structure and Domestic Investment: International Evidence," Working Papers wp16, Political Economy Research Institute, University of Massachusetts at Amherst.
- Henk Brouwer & Ralph de Haas & Bas Kiviet, 2002. "Banking sector development and financial stability in the run up to EU accession," Macroeconomics 0209003, University Library of Munich, Germany.
- Léonce Ndikumana, 2001. "Financial Markets and Economic Development in Africa," Working Papers wp17, Political Economy Research Institute, University of Massachusetts at Amherst.
- Item repec:wop:kieliw:1115 is not listed on IDEAS anymore
- Maurizio Michael Habib, 2002. "Financial contagion, interest rates and the role of the exchange rate as shock absorber in Central and Eastern Europe," International Finance 0209004, University Library of Munich, Germany.
- Nicholas Barberis & Richard Thaler, 2002. "A Survey of Behavioral Finance," NBER Working Papers 9222, National Bureau of Economic Research, Inc.
- Ramiro Tovar-Landa, 2002. "Efficiency in Finacial Regulation and Reform of Supervisory," Law and Economics 0209002, University Library of Munich, Germany.