Report NEP-FIN-2003-06-16

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:

• Gregory C. Chow, 2003. "A Time-Series Analysis of the Shanghai and New York Stock Price Indices," General Economics and Teaching 0306008, University Library of Munich, Germany.
• Item repec:fip:fedhwp:wp-03-1 is not listed on IDEAS anymore

• Pesaran, M.H. & Schuermann, T. & Treutler, B-J. & Weiner, S.M., 2003. "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Cambridge Working Papers in Economics 0330, Faculty of Economics, University of Cambridge.
• Eric Ghysels & João Pereira, 2003. "On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation," CIRANO Working Papers 2003s-27, CIRANO.
• Sarno, Lucio & Daniel l Thornton & Giorgio Valente, 2003. "Federal Funds Rate Prediction," Royal Economic Society Annual Conference 2003 183, Royal Economic Society.
• d'Amico, Stefania & Mira Farka, 2003. "The Fed and Stock Market: A Proxy and Instrumental Variable Identification," Royal Economic Society Annual Conference 2003 52, Royal Economic Society.
• Proto, Eugene, 2003. "International Risk Sharing and Bank Runs," Royal Economic Society Annual Conference 2003 170, Royal Economic Society.
• Antulio N. Bomfim, 2003. "Monetary policy and the yield curve," Finance and Economics Discussion Series 2003-15, Board of Governors of the Federal Reserve System (U.S.).
• Andrew Ellul & Marco Pagano, 2003. "IPO underpricing and after-market liquidity," CSEF Working Papers 99, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 09 Feb 2006.
• Tudela, Merxe & Garry Young, 2003. "A Merton Model Approach to Assessing the Default Risk of UK Public Companies," Royal Economic Society Annual Conference 2003 207, Royal Economic Society.
• Item repec:fip:fedhwp:wp-03-2 is not listed on IDEAS anymore

• Vicky Henderson, 2002. "Stock Based Compensation: Firm-specific risk, Efficiency and Incentives," OFRC Working Papers Series 2002fe01, Oxford Financial Research Centre.
• Roider, Andreas & Mathias Drehmann & Jorg Oechssler, 2003. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Royal Economic Society Annual Conference 2003 177, Royal Economic Society.
• W.A. Bruinshoofd & W.A. Letterie, 2003. "Investment and Financing Decisions when Liquidation is Costly," WO Research Memoranda (discontinued) 721, Netherlands Central Bank, Research Department.
• Fratzscher, Marcel & Matthieu Bussiere, 2003. "Towards A New Early Warning System of Financial Crises," Royal Economic Society Annual Conference 2003 81, Royal Economic Society.
• Roberto Rigobon & Brian P. Sack, 2003. "Spillovers across U.S. financial markets," Finance and Economics Discussion Series 2003-13, Board of Governors of the Federal Reserve System (U.S.).
• Roberto Rigobon & Brian P. Sack, 2003. "The effects of war risk on U.S. financial markets," Finance and Economics Discussion Series 2003-18, Board of Governors of the Federal Reserve System (U.S.).
• Jin-Lung Lin & Chung-Shu Wu, 2003. "Identifying the Predictors for Financial Crisis Using Gibbs Sampler," Econometrics 0306006, University Library of Munich, Germany.
• Cooke, Dudley, 2003. "Exchange Rate Volatility and Consumption Home-Bias," Royal Economic Society Annual Conference 2003 49, Royal Economic Society.
• Gregory C. Chow, 2003. "Shanghai Stock Prices as Determined by the Present Value Model," Finance 0306003, University Library of Munich, Germany.
• Joerg Bibow, 2003. "Is Europe Doomed to Stagnation? An Analysis of the Current Crisis and Recommendations for Reforming Macroeconomic Policymaking in Euroland," General Economics and Teaching 0306002, University Library of Munich, Germany.
• Item repec:fip:fedgfe:2003-9 is not listed on IDEAS anymore