Report NEP-FIN-2006-07-28

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:

• Adrien Verdelhan, 2006. "A Habit-Based Explanation of the Exchange Rate Risk Premium," Computing in Economics and Finance 2006 217, Society for Computational Economics.
• John Y. Campbell & Jens Hilscher & Jan Szilagyi, 2006. "In Search of Distress Risk," NBER Working Papers 12362, National Bureau of Economic Research, Inc.
• Tigran Poghosyan & Evzen Kocenda, 2006. "Foreign Exchange Risk Premium Determinants: Case of Armenia," CERGE-EI Working Papers wp297, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Bernadell, Carlos & Coche, Joachim & Nyholm, Ken, 2006. "A factor risk model with reference returns for the US dollar and Japanese yen bond markets," Working Paper Series 0641, European Central Bank.
• Gropp, Reint & Lo Duca, Marco & Vesala, Jukka, 2006. "Cross-border bank contagion in Europe," Working Paper Series 0662, European Central Bank.
• Pál, Rozália & Ferrando, Annalisa, 2006. "Financing constraints and firms’ cash policy in the euro area," Working Paper Series 0642, European Central Bank.
• Claeys, Sophie & Hainz, Christa, 2006. "Acquisition versus greenfield: the impact of the mode of foreign bank entry on information and bank lending rates," Working Paper Series 0653, European Central Bank.
• George J. Mailath & Georg Noldeke, 2006. "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Cowles Foundation Discussion Papers 1573, Cowles Foundation for Research in Economics, Yale University.
• Kazuhiko Nishina & Nabil Maghrebi & Mark J. Holmes, 2006. "Are Volatility Expectations Characterized By Regime Shifts? Evidence From Implied Volatility Indices," Discussion Papers in Economics and Business 06-20, Osaka University, Graduate School of Economics.
• Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova, 2006. "Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version," PIER Working Paper Archive 06-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 17 Jul 2006.
• Jonathan Lewellen & Stefan Nagel & Jay Shanken, 2006. "A Skeptical Appraisal of Asset-Pricing Tests," NBER Working Papers 12360, National Bureau of Economic Research, Inc.
• Morten Bennedsen & Kasper M. Nielsen & Francisco Pérez-González & Daniel Wolfenzon, 2006. "Inside the Family Firm: The Role of Families in Succession Decisions and Performance," NBER Working Papers 12356, National Bureau of Economic Research, Inc.
• Yingjin Hila Gan & Christopher Mayer, 2006. "Agency Conflicts, Asset Substitution, and Securitization," NBER Working Papers 12359, National Bureau of Economic Research, Inc.
• Sumru G. Altug & Murta Usman, 2006. "Bank Lending with Imperfect Competition and Spillover Effects," CDMA Working Paper Series 200608, Centre for Dynamic Macroeconomic Analysis.
• Fuss, Catherine & Vermeulen, Philip, 2006. "The response of firms‘ investment and financing to adverse cash flow shocks: the role of bank relationships," Working Paper Series 0658, European Central Bank.
• Hillebrand, Eric & Schnabl, Gunther, 2006. "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," Working Paper Series 0650, European Central Bank.
• De Santis, Roberto A. & Lührmann, Melanie, 2006. "On the determinants of external imbalances and net international portfolio flows: a global perspective," Working Paper Series 0651, European Central Bank.
• Item repec:pse:psecon:2006-18 is not listed on IDEAS anymore

• Christoph Thoenissen, 2006. "Real Exchange Rate Volatility and Asset Market Structure," CDMA Working Paper Series 200609, Centre for Dynamic Macroeconomic Analysis, revised 15 Oct 2006.
• Chmelarova, Viera & Schnabl, Gunther, 2006. "Exchange rate stabilization in developed and underdeveloped capital markets," Working Paper Series 0636, European Central Bank.
• Maunula, Mari, 2006. "The Perceived Value-added of Venture Capital Investors. Evidence from Finnish Biotechnology Industry," Discussion Papers 1030, The Research Institute of the Finnish Economy.
• Brand, Claus & Buncic, Daniel & Turunen, Jarkko, 2006. "The impact of ECB monetary policy decisions and communication on the yield curve," Working Paper Series 0657, European Central Bank.
• Item repec:dgr:vuarem:2006-10 is not listed on IDEAS anymore

• Peter Rowland, 2006. "The 90-Day DTF Interest Rate: Why Does It Remain Constant?," Borradores de Economia 371, Banco de la Republica de Colombia.
• Lünnemann, Patrick & Wintr, Ladislav, 2006. "Are internet prices sticky?," Working Paper Series 0645, European Central Bank.
• Giannone, Domenico & Reichlin, Lucrezia, 2006. "Does information help recovering structural shocks from past observations?," Working Paper Series 0632, European Central Bank.
• Jukka Lempa, 2006. "On Infinite Horizon Optimal Stopping of General Random Walk," Discussion Papers 3, Aboa Centre for Economics.
• Yongfu Huang, 2006. "Private investment and financial development in a globalized world," Bristol Economics Discussion Papers 06/589, School of Economics, University of Bristol, UK.
• Moessner, Richhild, 2006. "Optimal monetary policy with uncertainty about financial frictions," Working Paper Series 0639, European Central Bank.
• Joshua Aizenman & Daniel Riera-Crichton, 2006. "Real Exchange Rate and International Reserves in the Era of Growing Financial and Trade Integration," NBER Working Papers 12363, National Bureau of Economic Research, Inc.