Report NEP-FIN-2006-09-11

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:

• Johann Burgstaller, 2006. "Financial predictors of real activity and the propagation of aggregate shocks," Economics working papers 2006-16, Department of Economics, Johannes Kepler University Linz, Austria.
• Elena Carletti & Philipp Hartmann & Giancarlo Spagnolo, 2006. "Mean Variance Optimization of Non-Linear Systems and Worst-case Analysis," CFS Working Paper Series 2006/08, Center for Financial Studies.
• Item repec:cfs:cfswop:wp2000604 is not listed on IDEAS anymore

• Bohl, Martin T. & Döpke, Jörg & Pierdzioch, Christian, 2006. "Real-time forecasting and political stock market anomalies: evidence for the U.S," Discussion Paper Series 1: Economic Studies 2006,22, Deutsche Bundesbank.
• Tilke, Stephan, 2006. "Reducing Asset Weights' Volatility by Importance Sampling in Stochastic Credit Portfolio Optimization," University of Regensburg Working Papers in Business, Economics and Management Information Systems 417, University of Regensburg, Department of Economics.
• Ángel León & Javier Mencía & Enrique Sentana, 2005. "Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation," Working Papers wp2005_0509, CEMFI.
• Julia Hirsch & Uwe Walz, 2006. "Why Do Contracts Differ between VC Types? Market Segmentation versus Corporate Governance Varieties," CFS Working Paper Series 2006/12, Center for Financial Studies.
• Markku Lanne & Timo Vesalay, 2005. "The Effect of a Transaction Tax on Exchange Rate Volatility," Economics Working Papers ECO2005/19, European University Institute.
• Item repec:col:001065:002651 is not listed on IDEAS anymore

• Marco Realdon, 2006. "Valuation of the Firm's Liabilities when Equity Holders are also Creditors," Discussion Papers 06/16, Department of Economics, University of York.
• Markku Lanne, 2006. "Forecasting Realized Volatility by Decomposition," Economics Working Papers ECO2006/20, European University Institute.
• Marco Realdon, 2006. "The Target Rate and Term Structure of Interest Rates," Discussion Papers 06/15, Department of Economics, University of York.
• Ajit Singh & Ann Zammit, 2006. "Corporate Governance, Crony capitalism and Economic Crisis: Should the US Business Model replace the Asian Way of 'Doing Business'?," Working Papers wp329, Centre for Business Research, University of Cambridge.
• Helios Herrera & Enrique Schroth, 2005. "Developer's Expertise and the Dynamics of Financial Innovation: Theory and Evidence," Working Papers 0504, Centro de Investigacion Economica, ITAM.
• Mathias Siems & Priya Lele, 2006. "Shareholder Protection: A Leximetric Approach," Working Papers wp324, Centre for Business Research, University of Cambridge.
• Nick Netzer & Florian Scheuer, 2006. "Competitive Screening in Insurance Markets with Endogenous Labor Supply," Discussion Papers of DIW Berlin 614, DIW Berlin, German Institute for Economic Research.