Report NEP-FIN-2005-11-09

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:

• Hazel Bateman & Susan Thorp, 2005. "Decentralised Portfolio Management: Analysis of Australian Accumulation Funds," Research Paper Series 161, Quantitative Finance Research Centre, University of Technology, Sydney.
• Maurício Yoshinori Une & Marcelo Savino Portugal, 2005. "Fear of disruption: a model of Markov-switching regimes for the Brazilian country risk conditional volatility," Econometrics 0509005, University Library of Munich, Germany.
• Maurício Yoshinori Une & Marcelo Savino Portugal, 2005. "Can fear beat hope? A story of GARCH-in-Mean-Level effects for Emerging Market Country Risks," Econometrics 0509006, University Library of Munich, Germany.
• Carl Plat, 2005. "A Double Auction Market with Signals of Varying Precision," Experimental 0508004, University Library of Munich, Germany.
• Camelia Kuhnen & Brian Knutson, 2005. "The Neural Basis of Financial Risk Taking," Experimental 0509001, University Library of Munich, Germany.
• Cornelis A. Los & Bing Yu, 2005. "Persistence Characteristics of the Chinese Stock Markets," Finance 0508008, University Library of Munich, Germany.
• Alicia Garcia-Herrero & Sergio Gavila & Daniel Santabarbara, 2005. "China’s banking reform: An assessment of its evolution and possible impact," Finance 0508010, University Library of Munich, Germany.
• Francis Vitek, 2005. "On Risk Premia and Volatility Transmission Across the Stock and Bond Markets," Finance 0508014, University Library of Munich, Germany.
• Timo Vesala, 2005. "Relationship lending and competition: Higher switching cost does not necessarily imply greater relationship benefits," Finance 0508018, University Library of Munich, Germany.
• Karlo Kauko, 2005. "Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data," Finance 0508020, University Library of Munich, Germany.
• Kirsi Ripatti, 2005. "Central counterparty clearing: constructing a framework for evaluation of risks and benefits," Finance 0508021, University Library of Munich, Germany.
• Doris Neuberger & Christoph Schacht, 2005. "The Number of Bank Relationships of SMEs: A Disaggregated Analysis for the Swiss Loan Market," Finance 0509001, University Library of Munich, Germany.
• Lakshmi Balasubramanyan, 2005. "Do Time-Varying Covariances, Volatility Comovement and Spillover Matter?," Finance 0509002, University Library of Munich, Germany.
• Georg Mosburger & Paul Schneider, 2005. "Modelling International Bond Markets with Affine Term Structure Models," Finance 0509003, University Library of Munich, Germany.
• Richard Kum-yew Lai, 2005. "A Catering Theory of Analyst Bias," Finance 0509004, University Library of Munich, Germany.
• Richard Kum-yew Lai, 2005. "Why Funds of Funds?," Finance 0509005, University Library of Munich, Germany.
• Richard Kum-yew Lai, 2005. "Inventory and the Stock Market," Finance 0509006, University Library of Munich, Germany.
• Shino Takayama & Han Ozsoylev, 2005. "A Dynamic Analysis of Bid-Ask Spreads with Multiple Trade Sizes," Finance 0509007, University Library of Munich, Germany.
• Jing Chen, 2005. "Imperfect Market or Imperfect Theory: A Unified Analytical Theory of Production and Capital Structure of Firms," Finance 0509009, University Library of Munich, Germany.
• John Conlon, 2005. "Should Central Banks Burst Bubbles?," Game Theory and Information 0508007, University Library of Munich, Germany.