Report NEP-FIN-2006-03-05

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:

• Alvaro Cartea & Sam Howison, 2006. "Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance," Birkbeck Working Papers in Economics and Finance 0602, Birkbeck, Department of Economics, Mathematics & Statistics.
• Ugo Albertazzi, 2006. "Incentives in universal banks," Temi di discussione (Economic working papers) 572, Bank of Italy, Economic Research and International Relations Area.
• Silvia Magri, 2006. "Debt maturity of Italian firms," Temi di discussione (Economic working papers) 574, Bank of Italy, Economic Research and International Relations Area.
• Charles Ka Yui Leung & Peiling Wei & Siu Kei Wong, 2006. "Are the markets for factories and offices integrated? Evidence from Hong Kong?," Departmental Working Papers _179, Chinese University of Hong Kong, Department of Economics.
• Item repec:dgr:kubcen:20069 is not listed on IDEAS anymore

• Fabrice Hervé, 2006. "Les fonds de pension protègent-ils les investisseurs des évolutions du marché?," Working Papers CREGO 1060101, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Vasso Ioannidou & Jan de Dreu, 2006. "The Impact of Explicit Deposit Insurance on Market Discipline," DNB Working Papers 089, Netherlands Central Bank, Research Department.
• Kumar Aniket, 2007. "Does Subsidising the Cost of Capital Help the Poorest? An Analysis of Saving Opportunities in Group Lending," Edinburgh School of Economics Discussion Paper Series 140, Edinburgh School of Economics, University of Edinburgh.
• Sònia Muñoz, 2006. "Habit Formation and Persistence in Individual Asset Portfolio Holdings; The Case of Italy," IMF Working Papers 06/29, International Monetary Fund.
• Berardino Cesi, 2006. "Profitability of Horizontal Mergers in Trigger Strategy Game," Discussion Papers in Economics 06/4, Division of Economics, School of Business, University of Leicester.
• Simon Grant & John Quiggin, 2004. "The risk premium for equity: implications for resource allocation, welfare and policy," Risk & Uncertainty Working Papers WPR04_8, Risk and Sustainable Management Group, University of Queensland.
• John Quiggin & Robert G. Chambers, 2004. "Capital market equilibrium with moral hazard and flexible technology," Risk & Uncertainty Working Papers WPR04_9, Risk and Sustainable Management Group, University of Queensland.
• Monica Paiella, 2006. "The Foregone Gains of Incomplete Portfolios," CSEF Working Papers 156, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Micco, Alejandro & Panizza, Ugo, 2006. "Bank Ownership and Lending Behavior," POLIS Working Papers 61, Institute of Public Policy and Public Choice - POLIS.
• Micco, Alejandro & Panizza, Ugo & Yañez, Monica, 2006. "Bank Ownership and Performance Does Politics Matter?," POLIS Working Papers 62, Institute of Public Policy and Public Choice - POLIS.
• J. David Brown & John S. Earle & Vladimir Vakhitov, 2006. "Wages, Layoffs, and Privatization: Evidence from Ukraine," Upjohn Working Papers 06-126, W.E. Upjohn Institute for Employment Research.
• Hugh Gravelle & Matt Sutton, 2006. "Income, Relative Income, and Self-Reported Health in Britain 1979-2000," Discussion Papers 06/06, Department of Economics, University of York.
• Stéphane Mussard & Virginie Terraza, 2006. "The Shapley decomposition for portfolio risk," Cahiers de recherche 06-09, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
• Stéphane Lhuillery, 2006. "The impact of corporate governance practices on R&D efforts: a look at shareholders’ rights, cross-listing and control pyramid," CEMI Working Papers cemi-report-2006-006, Ecole Polytechnique Fédérale de Lausanne, Collège du Management de la Technologie, Management of Technology and Entrepreneurship Institute, Chaire en Economie et Management de l'Innovation, revised Apr 2009.
• Item repec:mop:credwp:06.63 is not listed on IDEAS anymore

• Alho, Juha & Määttänen, Niku, 2006. "Aggregate Mortality Risk and the Insurance Value of Annuities," Discussion Papers 1005, The Research Institute of the Finnish Economy.
• Francesco Menoncin, "undated". "Risk management for pension funds," Working Papers ubs0403, University of Brescia, Department of Economics.
• Francesco Menoncin, "undated". "Risk management for an internationally diversified portfolio," Working Papers ubs0404, University of Brescia, Department of Economics.
• Peter Abelson & Roselyne Joyeux & George Milunovich & Demi Chung, 2005. "House Prices in Australia - 1970 to 2003 - Facts and Explanations," Research Papers 0504, Macquarie University, Department of Economics.
• George Milunovich & Susan Thorp, 2005. "Valuing Volatility Spillovers," Research Papers 0506, Macquarie University, Department of Economics.
• Joshua Kirkwood & Daehoon Nahm, 2005. "Australian Banking Efficiency and its Relation to Stock Returns," Research Papers 0508, Macquarie University, Department of Economics.