Report NEP-FIN-2004-05-09

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:

• Item repec:cdl:scciec:1012 is not listed on IDEAS anymore

• Rui Albuquerque, 2004. "Optimal Currency Hedging," Finance 0405010, University Library of Munich, Germany.
• Item repec:dgr:rugsom:04e02 is not listed on IDEAS anymore

• Johanna Lukkarila, 2004. "Comparison between Asian, Russian and Turkish financial crises," International Finance 0405001, University Library of Munich, Germany.
• Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," International Finance 0405006, University Library of Munich, Germany.
• Item repec:cdl:scciec:1011 is not listed on IDEAS anymore

• Bal??zs ??gert & Yosra Koubaa, 2004. "Modelling Stock Returns in the G-7 and in Selected CEE Economies: A Non-linear GARCH Approach," William Davidson Institute Working Papers Series 2004-663, William Davidson Institute at the University of Michigan.
• Hokky Situngkir & Yohanes Surya, 2004. "Agent-based Model Construction In Financial Economic System," Finance 0405006, University Library of Munich, Germany.
• Luigi Guiso & Tullio Jappelli & Mario Padula & Marco Pagano, 2004. "Financial Market Integration and Economic Growth in the EU," CSEF Working Papers 118, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Ruslan Gurtoviy & Luis G. González, 2008. "How Much to Pay in Cash? Employee Retention via Stock Options," Papers on Strategic Interaction 2004-24, Max Planck Institute of Economics, Strategic Interaction Group.
• Item repec:cdl:anderf:1246 is not listed on IDEAS anymore

• Item repec:dgr:unutaf:eifc03-36 is not listed on IDEAS anymore

• Item repec:cdl:glinre:1019 is not listed on IDEAS anymore

• Item repec:cdl:anderf:1176 is not listed on IDEAS anymore

• Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, University Library of Munich, Germany.
• Item repec:cdl:anderf:1155 is not listed on IDEAS anymore

• Item repec:cdl:scciec:1006 is not listed on IDEAS anymore

• Colm Kearney & Valerio Poti, 2004. "Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets," The Institute for International Integration Studies Discussion Paper Series iiisdp015, IIIS.
• Item repec:cdl:anderf:1245 is not listed on IDEAS anymore

• Gian Maria Milesi-Ferretti, & Philip R. Lane, 2003. "International Financial Integration," The Institute for International Integration Studies Discussion Paper Series iiisdp03, IIIS.
• Item repec:cdl:rpfina:1012 is not listed on IDEAS anymore

• Iftekhar Hasan & Heiko Schmiedel, 2004. "Do networks in the stock exchange industry pay off? European evidence," International Finance 0405002, University Library of Munich, Germany.
• Natalia Isachenkova & Tomasz Mickiewicz, 2004. "Ownership Characteristics and Access to Finance: Evidence from a Survey of Large Privatised Companies in Hungary and Poland," William Davidson Institute Working Papers Series 2004-666, William Davidson Institute at the University of Michigan.
• Svetlana Boyarchenko & Sergei Levendorskii, 2004. "Real options and the universal bad news principle," Finance 0405011, University Library of Munich, Germany.
• Item repec:cdl:anderf:1251 is not listed on IDEAS anymore

• Item repec:cdl:anderf:1248 is not listed on IDEAS anymore

• Item repec:cdl:anderf:1135 is not listed on IDEAS anymore

• Item repec:cdl:anderf:1011 is not listed on IDEAS anymore

• Ay?e Y. Evrensel & Ali M. Kutan, 2004. "Testing Creditor Moral Hazard in Sovereign Bond Markets: A Unified Theoretical Approach and Empirical Evidence," William Davidson Institute Working Papers Series 2004-665, William Davidson Institute at the University of Michigan.
• Item repec:cdl:anderf:1134 is not listed on IDEAS anymore

• Torsten Sløk & Mike Kennedy, 2004. "Factors Driving Risk Premia," OECD Economics Department Working Papers 385, OECD Publishing.
• Item repec:cdl:anderf:1109 is not listed on IDEAS anymore

• Alicia Garcia Herrero & Sonsoles Gallego Herrero & Cristina Luna Abella, 2004. "Investing In The Financial Sector Of Emerging Countries: Potential Risk And How To Manage Them," International Finance 0404015, University Library of Munich, Germany.
• Muravyev Alexander, 2004. "The Puzzle of Dual Class Stock in Russia. Explaining the Price Differential between Common and Preferred Shares," EERC Working Paper Series 04-07e, EERC Research Network, Russia and CIS.
• Hokky Situngkir & Yohanes Surya, 2004. "Stylized Statistical Facts of Indonesian Financial Data: Empirical Study of Several Stock Indexes in Indonesia," Finance 0405005, University Library of Munich, Germany.
• Ali M. Kutan & Ayse Y. Evrensel, 2004. "Creditor Moral Hazard in Equity Markets: A Theoretical Framework and Evidence from Indonesia and Korea," William Davidson Institute Working Papers Series 2004-659, William Davidson Institute at the University of Michigan.
• Natalia Fadeeva, 2004. "Corporate Governance: Securities Market in Moldova," Finance 0405008, University Library of Munich, Germany.
• Amir Kia & Hilde Patron, 2004. "Market-Based Monetary Policy Transparency Index, Risk and Volatility - The Case of the United States," Carleton Economic Papers 04-07, Carleton University, Department of Economics.
• Tomas Lhotak, 2004. "EURO currency implications on the Czech financial institutions sector," International Finance 0405003, University Library of Munich, Germany.
• Andrew D. Sanford & Gael Martin, 2004. "Bayesian Analysis of Continuous Time Models of the Australian Short Rate," Monash Econometrics and Business Statistics Working Papers 11/04, Monash University, Department of Econometrics and Business Statistics.
• Raj Aggarwal & Brian M. Lucey & Cal Muckley, 2004. "Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events," The Institute for International Integration Studies Discussion Paper Series iiisdp019, IIIS.
• Ali M. Kutan & Brasukra G. Sudjana, 2004. "Worsening of the Asian Financial Crisis: Who is to Blame?," William Davidson Institute Working Papers Series 2004-658, William Davidson Institute at the University of Michigan.