Report NEP-FIN-2003-04-09

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:

• Carmichael, Benoît & Coën, Alain, 2002. "International Portfolio Choice in an Overlapping Generations Model with Transactions Costs," Cahiers de recherche 0207, Université Laval - Département d'économique.
• Coval, Joshua & Pástor, LuboÅ¡ & Cohen, Randolph, 2003. "Judging Fund Managers by the Company They Keep," CEPR Discussion Papers 3717, C.E.P.R. Discussion Papers.
• Item repec:wop:bodewp:467 is not listed on IDEAS anymore

• Archishman Chakraborty & Rick Harbaugh, 2003. "Ordinal Cheap Talk," Claremont Colleges Working Papers 2003-05, Claremont Colleges.
• Ricarda Demarmels & Andreas Fischer, 2003. "Understanding Reserve Volatility in Emerging Markets: A Look at the Long-Run," Working Papers 03.03, Swiss National Bank, Study Center Gerzensee.
• Roberto Rigobon & Brian Sack, 2003. "The Effects of War Risk on U.S. Financial Markets," NBER Working Papers 9609, National Bureau of Economic Research, Inc.
• Richard C.K. Burdekin & Marc D. Weidenmier, "undated". "Circulating Interest-Bearing Currency: An Arkansan Experiment, 1861-1863," Claremont Colleges Working Papers 2003-04, Claremont Colleges.
• Mark J. Koetse & Arno J. van der Vlist & Henri L.F. de Groot, 2003. "Investment, Expectations and Uncertainty: Empirical Evidence on the Relevance of Firm Size," Tinbergen Institute Discussion Papers 03-025/3, Tinbergen Institute.
• Wolff, Christian & Bams, Dennis & Walkowiak, Kim, 2003. "More Evidence on the Dollar Risk Premium in the Foreign Exchange Market," CEPR Discussion Papers 3726, C.E.P.R. Discussion Papers.
• Szeidl, Adam, 2003. "The Credibility of the Hungarian Exchange Rate Regime 1997-98," CEPR Discussion Papers 3799, C.E.P.R. Discussion Papers.
• Christoph Pasternak, 2003. "The Signals Approach as an Early Warning System for Currency Crises. An Application to Transition Economies - with special emphasis on Poland," International Finance 0304001, University Library of Munich, Germany.
• Giovanni Cespa, 2003. "A Comparison of Stock Market Mechanism," CSEF Working Papers 94, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Martin Lettau & Sydney Ludvigson, 2003. "Expected Returns and Expected Dividend Growth," NBER Working Papers 9605, National Bureau of Economic Research, Inc.
• Ibáñez, Alfredo & Romera, Rosario, 2002. "Shadow risk-free returns when hedging the interest rate risk," DEE - Working Papers. Business Economics. WB wb020501, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series ces0304, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
• Gehrig, Thomas & Menkhoff, Lukas, 2003. "Technical Analysis in Foreign Exchange - The Workhorse Gains Further Ground," Hannover Economic Papers (HEP) dp-278, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.