Report NEP-FIN-2003-06-04

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:

• Mr. Sunil Sharma & Mr. Ralph Chami & Mr. Mohsin S. Khan, 2003. "Emerging Issues in Banking Regulation," IMF Working Papers 2003/101, International Monetary Fund.
• Item repec:imf:imfwpa:0348 is not listed on IDEAS anymore

• Ms. Brenda Gonzalez-Hermosillo & Mr. Vance Martin & Ms. Renee Fry & Mr. Mardi Dungey, 2003. "Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998," IMF Working Papers 2003/084, International Monetary Fund.
• Dimitrios Tsomocos, 2003. "Equilibrium Analysis, Banking, Contagion and Financial Fragility," OFRC Working Papers Series 2003fe03, Oxford Financial Research Centre.
• Benoit Pochard & Jean-Philippe Bouchaud, 2002. "The skewed multifractal random walk with applications to option smiles," Science & Finance (CFM) working paper archive 0204047, Science & Finance, Capital Fund Management.
• Item repec:imf:imfwpa:0318 is not listed on IDEAS anymore

• Scott, David, 2002. "A practical guide to managing systemic financial crises : a review of approaches taken in Indonesia, the Republic of Korea, and Thailand," Policy Research Working Paper Series 2843, The World Bank.
• Mr. Abdul d Abiad, 2003. "Early Warning Systems: A Survey and a Regime-Switching Approach," IMF Working Papers 2003/032, International Monetary Fund.
• Mr. Brad Setser & Nouriel Roubini & Mr. Christian Keller & Mr. Mark Allen & Mr. Christoph B. Rosenberg, 2002. "A Balance Sheet Approach to Financial Crisis," IMF Working Papers 2002/210, International Monetary Fund.
• Hilde C. Bjørnland & Håvard Hungnes, 2003. "The importance of interest rates for forecasting the exchange rate," Discussion Papers 340, Statistics Norway, Research Department.
• Morten Søberg, 2002. "Voting rules and endogenous trading institutions: An experimental study," Discussion Papers 328, Statistics Norway, Research Department.
• Item repec:imf:imfwpa:0347 is not listed on IDEAS anymore

• Jean-Philippe Bouchaud, 2002. "An introduction to statistical finance," Science & Finance (CFM) working paper archive 313238, Science & Finance, Capital Fund Management.
• Lucy White & Alan D. Morrison, 2002. "Crises and Capital Requirements in Banking," OFRC Working Papers Series 2002fe05, Oxford Financial Research Centre.
• Lawrence M. Benveniste & Alexander Ljungqvist & William J. Wilhelm & Xiaoyun Yu, 2002. "Evidence of Information Spillovers in the Production of Investment Banking Services," OFRC Working Papers Series 2002fe06, Oxford Financial Research Centre.
• Item repec:wop:wobaiu:3001 is not listed on IDEAS anymore

• Mr. Robin Brooks & Mr. Marco Del Negro, 2003. "Firm-Level Evidenceon International Stock Market Comovement," IMF Working Papers 2003/055, International Monetary Fund.
• Eva Catarineu-Rabell & Patricia Jackson & Dimitrios P.Tsomocos, 2003. "Procyclicality and the new Basel Accord - Banks' choice of loan rating system," OFRC Working Papers Series 2003fe06, Oxford Financial Research Centre.
• Levine, Ross & Schmukler, Sergio L., 2003. "Migration, spillovers, and trade diversion : the impact of internationalization on stock market liquidity," Policy Research Working Paper Series 3046, The World Bank.
• Mr. Sergio L. Schmukler & Graciela Laura Kaminsky, 2003. "Short-Run Pain, Long-Run Gain: The Effects of Financial Liberalization," IMF Working Papers 2003/034, International Monetary Fund.
• Item repec:imf:imfwpa:0345 is not listed on IDEAS anymore

• William J. Wilhelm & Alan Morrison & Tim Jenkinson, 2003. "Why are European IPOs so rarely priced outside the indicative price range?," OFRC Working Papers Series 2003fe05, Oxford Financial Research Centre.
• Mr. Luis Catão & Mr. Allan Timmermann, 2003. "Country and Industry Dynamics in Stock Returns," IMF Working Papers 2003/052, International Monetary Fund.
• Item repec:imf:imfwpa:0381 is not listed on IDEAS anymore

• Mr. Philip R. Lane & Mr. Gian M Milesi-Ferretti, 2003. "International Financial Integration," IMF Working Papers 2003/086, International Monetary Fund.
• Dimitrios P. Tsomocos, 2003. "Equilibrium Analysis, Banking and Financial Instability," OFRC Working Papers Series 2003fe08, Oxford Financial Research Centre.
• Shang-Jin Wei & Mr. Julan Du, 2003. "Does Insider Trading Raise Market Volatility?," IMF Working Papers 2003/051, International Monetary Fund.
• BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda., 2002. "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche 2002-17, Universite de Montreal, Departement de sciences economiques.
• Item repec:imf:imfwpa:02232 is not listed on IDEAS anymore

• Laeven, Luc & Klingebiel, Daniela & Kroszner, Randy, 2002. "Financial crises, financial dependence, and industry growth," Policy Research Working Paper Series 2855, The World Bank.
• Alan Morrison & Nir Vulkan, 2003. "Making Money out of Publicly Available Information," OFRC Working Papers Series 2003fe07, Oxford Financial Research Centre.
• Shinichi Hirota & Shyam Sunder, 2002. "Stock Market as a 'Beauty Contest': Investor Beliefs and Price Bubbles sans Dividend Anchors," Yale School of Management Working Papers ysm2, Yale School of Management.
• Hilde Christiane Bjørnland & Håvard Hungnes, 2002. "Fundamental determinants of the long run real exchange rate: The case of Norway," Discussion Papers 326, Statistics Norway, Research Department.
• Mr. Udaibir S Das & Mr. Marc G Quintyn, 2002. "Crisis Prevention and Crisis Management: The Role of Regulatory Governance," IMF Working Papers 2002/163, International Monetary Fund.
• Falko Fecht, 2003. "On the Stability of Different Financial Systems," Finance 0305008, University Library of Munich, Germany.
• Mr. Norbert Funke & Mr. Akimi Matsuda, 2002. "Macroeconomic News and Stock Returns in the United States and Germany," IMF Working Papers 2002/239, International Monetary Fund.
• Item repec:imf:imfwpa:0377 is not listed on IDEAS anymore

• Morten Søberg, 2002. "A laboratory stress-test of bid, double and offer auctions," Discussion Papers 327, Statistics Norway, Research Department.