Report NEP-FIN-2006-09-30

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:

• Jason Allen & Walter Engert & Ying Liu, 2006. "Are Canadian Banks Efficient? A Canada--U.S. Comparison," Staff Working Papers 06-33, Bank of Canada.
• Xia Su & Frank Riedel, 2006. "On Irreversible Investment," Bonn Econ Discussion Papers bgse13_2006, University of Bonn, Germany.
• Xia Su, 2006. "Hedging Basket Options by Using a Subset of Underlying Assets," Bonn Econ Discussion Papers bgse14_2006, University of Bonn, Germany.
• Anna Zalewska, 2006. "Is Locking Domestic Funds into the Local Market Beneficial? Evidence from the Polish Pension Reforms," The Centre for Market and Public Organisation 06/153, The Centre for Market and Public Organisation, University of Bristol, UK.
• Item repec:cfs:cfswop:wp2000617 is not listed on IDEAS anymore

• Item repec:cfs:cfswop:wp2000619 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200683 is not listed on IDEAS anymore

• Froukelien Wendt, 2006. "Intraday Margining of Central Counterparties: EU Practice and a Theoretical Evaluation of Benefits and Costs," DNB Working Papers 107, Netherlands Central Bank, Research Department.
• Jan Kakes, 2006. "Financial behaviour of Dutch pension funds: a disaggregated approach," DNB Working Papers 108, Netherlands Central Bank, Research Department.
• Jacob Bikker & Jan de Dreu, 2006. "Pension fund efficiency: the impact of scale, governance and plan design," DNB Working Papers 109, Netherlands Central Bank, Research Department.
• Ronald Bosman & Frans van Winden, 2006. "Global Risk, Investment, and Emotions," DNB Working Papers 112, Netherlands Central Bank, Research Department.
• Kenneth Kasa & Todd B. Walker & Charles H. Whiteman, 2006. "Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders," CAEPR Working Papers 2006-010, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Todd B. Walker, 2006. "How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders," CAEPR Working Papers 2006-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Mahnke, Volker & Overby, Mikkel Lucas, 2006. "Managing Risk and Synergies R&D-Collaborations," Working Papers 2004-16, Copenhagen Business School, Department of Informatics.
• Brännäs, Kurt & Soultanaeva, Albina, 2006. "Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices," Umeå Economic Studies 696, Umeå University, Department of Economics.
• Bertram Düring & Michel Fournié & Ansgar Jüngel, 2001. "High order compact finite difference schemes for a nonlinear Black-Scholes equation," CoFE Discussion Paper 01-07, Center of Finance and Econometrics, University of Konstanz.
• Nell, Martin & Richter, Andreas & Schiller, Jörg, 2006. "When prices hardly matter: Incomplete insurance contracts and markets for repair goods," Discussion Papers in Business Administration 1187, University of Munich, Munich School of Management.
• Michael W. Brandt & David A. Chapman, 2006. "Linear Approximations and Tests of Conditional Pricing Models," NBER Working Papers 12513, National Bureau of Economic Research, Inc.
• Alexander Dyck & Natalya Volchkova & Luigi Zingales, 2006. "The Corporate Governance Role of the Media: Evidence from Russia," NBER Working Papers 12525, National Bureau of Economic Research, Inc.
• Jeffrey R. Brown & Norma B. Coe & Amy Finkelstein, 2006. "Medicaid Crowd-Out of Private Long-Term Care Insurance Demand: Evidence from the Health and Retirement Survey," NBER Working Papers 12536, National Bureau of Economic Research, Inc.
• Thomas W. Bates & Kathleen M. Kahle & Rene M. Stulz, 2006. "Why Do U.S. Firms Hold So Much More Cash Than They Used To?," NBER Working Papers 12534, National Bureau of Economic Research, Inc.
• Diego Garcia & Francesco Sangiorgi & Branko Urosevic, 2005. "Overconfidence and Market Efficiency with Heterogeneous Agents," Carlo Alberto Notebooks 11, Collegio Carlo Alberto.
• Andrea Buffa & Giovanna Nicodano, 2006. "Should Insider Trading be Prohibited when Share Repurchases are Allowed?," Carlo Alberto Notebooks 16, Collegio Carlo Alberto.
• Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2006. "Ambiguity in Asset Markets: Theory and Experiment," Carlo Alberto Notebooks 27, Collegio Carlo Alberto, revised 2009.
• Luigi Guiso & Tullio Jappelli, 2006. "Information Acquisition and Portfolio Performance," CSEF Working Papers 167, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Suzan Hol, 2006. "The influence of the business cycle on bankruptcy probability," Discussion Papers 466, Statistics Norway, Research Department.
• Suzan Hol & Nico van der Wijst, 2006. "The financing structure of non-listed firms," Discussion Papers 468, Statistics Norway, Research Department.
• Igor Livshits & James MacGee & Michele Tertilt, 2006. "Accounting for the Rise in Consumer Bankruptcies," University of Western Ontario, Economic Policy Research Institute Working Papers 20066, University of Western Ontario, Economic Policy Research Institute.
• García-Fronti, Javier & Miller, Marcus & Zhang, Lei, 2006. "Supply shocks and currency crises : the policy dilemma reconsidered," The Warwick Economics Research Paper Series (TWERPS) 760, University of Warwick, Department of Economics.
• Hlávka, Zdeněk & Peésta, Michal, 2006. "Constrained general regression in pseudo-Sobolev spaces with application to option pricing," SFB 649 Discussion Papers 2006-069, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Schwarzbauer, Wolfgang, 2006. "Financial Structure and its Impact on the Convergence of Interest Rate Pass-through in Europe. A Time-varying Interest Rate Pass-through Model," Economics Series 191, Institute for Advanced Studies.
• Reschreiter, Andreas, 2006. "Real and Nominal UK Interest Rates, ERM Membership and Inflation Targeting," Economics Series 193, Institute for Advanced Studies.
• Giulio PALOMBA, 2006. "Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Working Papers 267, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Fulgencio López Martínez & José Yagüe & Pedro Martínez Solano, 2006. "Titulización De Activos: Efectos Sobre El Valor De Las Entidades Bancarias," Working Papers. Serie EC 2006-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Xavier De Scheemaekere, 2006. "The epistemology of modern finance," Working Papers CEB 06-017.RS, ULB -- Universite Libre de Bruxelles.
• Dennis Gaertner & Armin Schmutzler, 2006. "Merger Negotiations and Ex-Post Regret," SOI - Working Papers 0607, Socioeconomic Institute - University of Zurich, revised Dec 2007.
• Alessandro Fedele & Federica Calidoni Lundberg, 2006. "Technology Replaces Culture in Microcredit Markets: the Case of Italian MAGs," Working Papers 20060902, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Sep 2006.
• Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2004. "Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore," Working Papers 02-2005, Singapore Management University, School of Economics, revised Jan 2005.
• Winston T.H. Koh & Edward H.K. Ng, 2005. "Investing in Real Estate: Mortgage Financing Practices and Optimal Holding Period," Working Papers 03-2005, Singapore Management University, School of Economics.
• Brishti Guha, 2005. "Honesty and Intermediation: Corporate Cheating, Auditor Involvement and the Implications for Development," Working Papers 18-2005, Singapore Management University, School of Economics.
• Rivaud-Danset, Dorothée & Oheix, Valérie, 2005. "Do corporate financial patterns in European countries converge and testitfy for disintermediation?," MPRA Paper 40, University Library of Munich, Germany.