Report NEP-FIN-2006-10-14

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:

• Item repec:apr:aprifp:ifp0003 is not listed on IDEAS anymore

• Helyette Geman & Steve Ohana, 2006. "Time Inconsistency in Managing a Commodity Portfolio: A Dynamic Risk Measure Approach," Birkbeck Working Papers in Economics and Finance 0610, Birkbeck, Department of Economics, Mathematics & Statistics.
• Alexandra Lai & Nikil Chande & Sean O'Connor, 2006. "Credit in a Tiered Payments System," Staff Working Papers 06-36, Bank of Canada.
• Robert Chirinko & Hisham Foad, 2006. "Noise vs. News in Equity Returns," CESifo Working Paper Series 1812, CESifo.
• Item repec:cfs:cfswop:wp2000622 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200682 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200691 is not listed on IDEAS anymore

• Zon, Adriaan van & Fuss, Sabine, 2006. "Irreversible Investment under Uncertainty in Electricity Generation: A Clay-Clay-Vintage Portfolio Approach with an Application to Climate Change Policy in the UK," MERIT Working Papers 2006-035, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Aude Hubrecht & Michel Dietsch & Fabienne Guerra, 2005. "Mesure de la performance des agences bancaires par une approche DEA," Working Papers CREGO 1050602, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Isabelle Allemand, 2005. "Le rôle du marché des dirigeants dans le système de gouvernance des entreprises:une revue de la littérature," Working Papers CREGO 1050902, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Hervé Alexandre, 2005. "Le point sur les privatisations," Working Papers CREGO 1051203, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Anne Stévenot-Guéry & Loris Guéry, 2006. "L’influence des Capital Investisseurs sur la gestion des ressources humaines des entreprises financées:dimensions, enjeux et limites," Working Papers CREGO 1060502, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Fabrice Hervé, 2006. "Famille de fonds de pension, performance et persistance de la performance," Working Papers CREGO 1060903, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Enrico Prinz, 2006. "Corporate Governance and the Uncertain Role of Interlocking Directorates:Director Networks in Germany and their Impact on Financial Performance," Working Papers CREGO 1061001, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Philippe Desbrières, 2006. "Les normes comptables actuelles permettent-elles une comptabilisation des stock-options à leur juste valeur?," Working Papers CREGO 1061002, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Jacob Bikker & Laura Spierdijk & Paul Finnie, 2006. "Misspecifiation of the Panzar-Rosse Model: Assessing Competition in the Banking Industry," DNB Working Papers 114, Netherlands Central Bank, Research Department.
• Fernandez, Pablo & Carabias, Jose M., 2006. "Creación de valor para los accionistas del Banco Santander," IESE Research Papers D/637, IESE Business School.
• Fernandez, Pablo & Carabias, Jose M., 2006. "Creación de valor para los accionistas de BBVA," IESE Research Papers D/638, IESE Business School.
• Fernandez, Pablo & Carabias, Jose M., 2006. "Creación de valor para los accionistas del Banco Popular," IESE Research Papers D/639, IESE Business School.
• Fernandez, Pablo & Carabias, Jose M., 2006. "Creación de valor para los accionistas de Iberdrola," IESE Research Papers D/640, IESE Business School.
• Fernandez, Pablo & Carabias, Jose M., 2006. "Creación de valor para los accionistas de Unión Fenosa," IESE Research Papers D/642, IESE Business School.
• Fernandez, Pablo & Carabias, Jose M., 2006. "Creación de valor para los accionistas de Repsol," IESE Research Papers D/643, IESE Business School.
• Michael Fritsch & Dirk Schilder, 2006. "Is Venture Capital a regional business? – The role of syndication," Papers on Entrepreneurship, Growth and Public Policy 2006-25, Max Planck Institute of Economics, Entrepreneurship, Growth and Public Policy Group.
• Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2006. "GSEs, mortgage rates, and secondary market activities," Finance and Economics Discussion Series 2006-30, Board of Governors of the Federal Reserve System (U.S.).
• Adam B. Ashcraft & Hoyt Bleakley, 2006. "On the market discipline of informationally opaque firms: evidence from bank borrowers in the federal funds market," Staff Reports 257, Federal Reserve Bank of New York.
• John D. Burger & Francis E. Warnock, 2006. "Foreign Participation in Local Currency Bond Markets," NBER Working Papers 12548, National Bureau of Economic Research, Inc.
• John D. Burger & Francis E. Warnock, 2006. "Local Currency Bond Markets," NBER Working Papers 12552, National Bureau of Economic Research, Inc.
• Dmitry Livdan & Horacio Sapriza & Lu Zhang, 2006. "Financially Constrained Stock Returns," NBER Working Papers 12555, National Bureau of Economic Research, Inc.
• Clive Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," Economics Papers 2006-W12, Economics Group, Nuffield College, University of Oxford.
• Fabio C. Bagliano & Claudio Morana, 2006. "A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling," Carlo Alberto Notebooks 28, Collegio Carlo Alberto.
• Jordi Mondria, 2006. "Financial Contagion and Attention Allocation," Working Papers tecipa-254, University of Toronto, Department of Economics.
• Paul Söderlind, 2006. "C-CAPM without Ex Post Data," University of St. Gallen Department of Economics working paper series 2006 2006-22, Department of Economics, University of St. Gallen.
• Truc Le & Eckhard Platen, 2006. "Approximating the Growth Optimal Portfolio with a Diversified World Stock Index," Research Paper Series 184, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 2006. "On the Pricing and Hedging of Long Dated Zero Coupon Bonds," Research Paper Series 185, Quantitative Finance Research Centre, University of Technology, Sydney.
• Beck, Thorsten & Hesse, Heiko, 2006. "Bank efficiency, ownership, and market structure : why are interest spreads so high in Uganda ?," Policy Research Working Paper Series 4027, The World Bank.
• Jason Allen, 2005. "Size Matters: Covariance Matrix Estimation Under The Alternative," Working Paper 1091, Economics Department, Queen's University.
• Rajagopal, 2006. "Technology and Customer Value Dynamics in Banking Industry: Measuring Symbiotic Influence in Growth and Performance," Marketing Working Papers 2006-07-MKT, Tecnológico de Monterrey, Campus Ciudad de México.
• Jun Yu & Renate Meyer, 2004. "Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison," Working Papers 23-2004, Singapore Management University, School of Economics.
• Item repec:pra:mprapa:42 is not listed on IDEAS anymore

• van den Hauwe, Ludwig, 2006. "Review of Huerta de Soto´s `Money, Bank Credit, and Economic Cycles´," MPRA Paper 49, University Library of Munich, Germany.
• van den Hauwe, Ludwig, 2006. "The Uneasy Case for Fractional-Reserve Free Banking," MPRA Paper 120, University Library of Munich, Germany.
• Item repec:pra:mprapa:153 is not listed on IDEAS anymore

• Vargas, Gregorio A., 2006. "An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model," MPRA Paper 189, University Library of Munich, Germany, revised Aug 2006.
• Fleten, Stein-Erik & Näsäkkälä, Erkka, 2003. "Gas fired power plants: Investment timing, operating flexibility and abandonment," MPRA Paper 217, University Library of Munich, Germany, revised Jun 2006.
• Fleten, Stein-Erik & Maribu, Karl Magnus & Wangensteen, Ivar, 2005. "Optimal investment strategies in decentralized renewable power generation under uncertainty," MPRA Paper 218, University Library of Munich, Germany, revised Jun 2006.
• Fleten, Stein-Erik & Lindset, Snorre, 2004. "Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach," MPRA Paper 220, University Library of Munich, Germany, revised Apr 2006.