Report NEP-FIN-2006-08-05

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:

• von Kalckreuth, Ulf, 2005. "A "wreckers theory" of financial distress," Discussion Paper Series 1: Economic Studies 2005,40, Deutsche Bundesbank.
• Brooks, Robin & Del Negro, Marco, 2005. "Firm-level evidence on international stock market comovement," Discussion Paper Series 1: Economic Studies 2005,11, Deutsche Bundesbank.
• Kamp, Andreas & Pfingsten, Andreas & Porath, Daniel, 2005. "Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios," Discussion Paper Series 2: Banking and Financial Studies 2005,03, Deutsche Bundesbank.
• Memmel, Christoph & Wehn, Carsten, 2005. "The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation," Discussion Paper Series 2: Banking and Financial Studies 2005,02, Deutsche Bundesbank.
• Chantapong, Saovanee & Menkhoff, Lukas, 2005. "Cost Efficiency of Domestic and Foreign Banks in Thailand: Evidence from Panel Data," Proceedings of the German Development Economics Conference, Kiel 2005 9, Verein für Socialpolitik, Research Committee Development Economics.
• Cai, Fang & Warnock, Francis E., 2005. "International diversification at home and abroad," Discussion Paper Series 1: Economic Studies 2005,06, Deutsche Bundesbank.
• Nicholas Barberis & Ming Huang, 2006. "The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle," NBER Working Papers 12378, National Bureau of Economic Research, Inc.
• Antonio Diez de los Rios, 2006. "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Staff Working Papers 06-27, Bank of Canada.
• Düllmann, Klaus, 2006. "Measuring business sector concentration by an infection model," Discussion Paper Series 2: Banking and Financial Studies 2006,03, Deutsche Bundesbank.
• Koetter, Michael & Bos, Jaap W. B. & Heid, Frank & Kool, Clemens J. M. & Kolari, James W. & Porath, Daniel, 2005. "Accounting for distress in bank mergers," Discussion Paper Series 2: Banking and Financial Studies 2005,09, Deutsche Bundesbank.
• Hamerle, Alfred & Knapp, Michael & Liebig, Thilo & Wildenauer, Nicole, 2005. "Incorporating prediction and estimation risk in point-in-time credit portfolio models," Discussion Paper Series 2: Banking and Financial Studies 2005,13, Deutsche Bundesbank.
• Fecht, Falko & Grüner, Hans Peter, 2005. "Financial integration and systemic risk," Discussion Paper Series 2: Banking and Financial Studies 2005,11, Deutsche Bundesbank.
• Haselmann, Rainer & Helmut, Herwartz, 2005. "The Introduction of the Euro and its Effects on Investment Decisions," Economics Working Papers 2005-15, Christian-Albrechts-University of Kiel, Department of Economics.
• Hainz, Christa, 2005. "Quality of Institutions, Credit Markets and Bankruptcy," Proceedings of the German Development Economics Conference, Kiel 2005 18, Verein für Socialpolitik, Research Committee Development Economics.
• Koetter, Michael, 2005. "Evaluating the German bank merger wave," Discussion Paper Series 2: Banking and Financial Studies 2005,12, Deutsche Bundesbank.
• Christa Hainz, 2006. "Business Groups in Emerging Markets – Financial Control and Sequential Investment," CESifo Working Paper Series 1763, CESifo.
• Bernoth, Kerstin & Wolff, Guntram B., 2006. "Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia," Discussion Paper Series 1: Economic Studies 2006,19, Deutsche Bundesbank.
• Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2006. "Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market," NBER Working Papers 12376, National Bureau of Economic Research, Inc.
• Heid, Frank, 2005. "Cyclical implications of minimum capital requirements," Discussion Paper Series 2: Banking and Financial Studies 2005,06, Deutsche Bundesbank.
• Stolz, Stéphanie & Wedow, Michael, 2005. "Banks' regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks," Discussion Paper Series 2: Banking and Financial Studies 2005,07, Deutsche Bundesbank.
• Kerstin Bernoth & Guntram B. Wolff, 2006. "Fool the Markets? Creative Accounting, Fiscal Transparency and Sovereign Risk Premia," CESifo Working Paper Series 1732, CESifo.
• Knetsch, Thomas A., 2006. "Forecasting the price of crude oil via convenience yield predictions," Discussion Paper Series 1: Economic Studies 2006,12, Deutsche Bundesbank.
• Koetter, Michael & Wedow, Michael, 2006. "Finance and growth in a bank-based economy: is it quantity or quality that matters?," Discussion Paper Series 2: Banking and Financial Studies 2006,02, Deutsche Bundesbank.
• Bos, Jaap W. B. & Heid, Frank & Koetter, Michael & Kolari, James W. & Kool, Clemens J. M., 2005. "Inefficient or just different? Effects of heterogeneity on bank efficiency scores," Discussion Paper Series 2: Banking and Financial Studies 2005,15, Deutsche Bundesbank.
• Lemke, Wolfgang & Archontakis, Theofanis, 2006. "Bond pricing when the short term interest rate follows a threshold process," Discussion Paper Series 1: Economic Studies 2006,06, Deutsche Bundesbank.
• Neuberger, Doris & Räthke, Solvig, 2006. "Microenterprises and multiple bank relationships: Evidence from a survey among professionals," Thuenen-Series of Applied Economic Theory 61, University of Rostock, Institute of Economics.
• Rozália Pál & Roman Kozhan, 2006. "Firms' investment under financing constraints. An euro area investigation," CERS-IE WORKING PAPERS 0606, Institute of Economics, Centre for Economic and Regional Studies, revised 21 Jul 2006.
• Fecht, Falko & Martin, Antoine, 2005. "Banks, markets, and efficiency," Discussion Paper Series 2: Banking and Financial Studies 2005,04, Deutsche Bundesbank.
• Hamburg, Britta & Hoffmann, Mathias & Keller, Joachim, 2005. "Consumption, wealth and business cycles: why is Germany different?," Discussion Paper Series 1: Economic Studies 2005,16, Deutsche Bundesbank.
• Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006. "Real-time macroeconomic data and ex ante predictability of stock returns," Discussion Paper Series 1: Economic Studies 2006,10, Deutsche Bundesbank.
• Fecht, Falko & Huang, Kevin & Martin, Antoine, 2005. "Financial intermediaries, markets and growth," Discussion Paper Series 1: Economic Studies 2005,03, Deutsche Bundesbank.
• Krüger, Ulrich & Stötzel, Martin & Trück, Stefan, 2005. "Time series properties of a rating system based on financial ratios," Discussion Paper Series 2: Banking and Financial Studies 2005,14, Deutsche Bundesbank.
• Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006. "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies 2006,01, Deutsche Bundesbank.
• Ágnes Lublóy, 2006. "Topology of the Hungarian large-value transfer system," MNB Occasional Papers 2006/57, Magyar Nemzeti Bank (Central Bank of Hungary).
• Bartzsch, Nikolaus & Craig, Ben R. & Fecht, Falko, 2005. "The eurosystem money market auctions: a banking perspective," Discussion Paper Series 2: Banking and Financial Studies 2005,10, Deutsche Bundesbank.
• Xu, Fang, 2005. "Does Consumption-Wealth Ratio Signal Stock Returns? VECM Results for Germany," Economics Working Papers 2005-02, Christian-Albrechts-University of Kiel, Department of Economics.
• Alfarano, Simone & Lux, Thomas, 2005. "A noise trader model as a generator of apparent financial power laws and long memory," Economics Working Papers 2005-13, Christian-Albrechts-University of Kiel, Department of Economics.
• Nestmann, Thorsten, 2005. "German bank lending to industrial and non-industrial countries: driven by fundamentals or different treatment?," Discussion Paper Series 2: Banking and Financial Studies 2005,08, Deutsche Bundesbank.
• Cristina de Fuentes Barberá & María Consuelo Pucheta, 2006. "Incentivos De Las Empresas Cotizadas Españolas Para Crear Voluntariamente Comités De Auditoría," Working Papers. Serie EC 2006-08, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo, 2005. "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," Economics Working Papers 2005-04, Christian-Albrechts-University of Kiel, Department of Economics.
• Xavier Gabaix & Augustin Landier, 2006. "Why Has CEO Pay Increased So Much?," NBER Working Papers 12365, National Bureau of Economic Research, Inc.
• Koetter, Michael, 2005. "Measurement matters: Input price proxies and bank efficiency in Germany," Discussion Paper Series 2: Banking and Financial Studies 2005,01, Deutsche Bundesbank.
• Øystein Thøgersen, 2006. "Intergenerational Risk Sharing by Means of Pay-as-you-go Programs – an Investigation of Alternative Mechanisms," CESifo Working Paper Series 1759, CESifo.
• Item repec:hum:wpaper:sfb649dp2006-053 is not listed on IDEAS anymore

• Tomaso Duso & Klaus Gugler & Burçin Yurtoglu, 2006. "How Effective is European Merger Control?," CIG Working Papers SP II 2006-12, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
• Leora Friedberg & Anthony Webb, 2006. "Determinants and Consequences of Bargaining Power in Households," NBER Working Papers 12367, National Bureau of Economic Research, Inc.
• Antonio Falcó & Francisco Chinesta & Mariano González, 2006. "Model Reduction Methods In Option Pricing," Working Papers. Serie AD 2006-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Rocholl, Jörg, 2005. "Discriminatory auctions with seller discretion: evidence from German treasury auctions," Discussion Paper Series 1: Economic Studies 2005,15, Deutsche Bundesbank.