Report NEP-FMK-2005-11-12

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schloegl issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Howard Bodenhorn, 2005. "Usury Ceilings, Relationships and Bank Lending Behavior: Evidence from Nineteenth Century," NBER Working Papers 11734, National Bureau of Economic Research, Inc.
• Menkhoff, Lukas & Chodechai Suwanaporn, Chodechai, 2005. "On the Rationale of Bank Lending in Pre-Crisis Thailand," Hannover Economic Papers (HEP) dp-326, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2005. "Banking system stability: a cross-Atlantic perspective," Working Paper Series 0527, European Central Bank.
• Cappiello, Lorenzo & De Santis, Roberto A., 2005. "Explaining exchange rate dynamics: the uncovered equity return parity condition," Working Paper Series 0529, European Central Bank.
• Item repec:ttu:wpaper:tutwpe05/120 is not listed on IDEAS anymore

• Sean D. Campbell & Francis X. Diebold, 2005. "Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence," NBER Working Papers 11736, National Bureau of Economic Research, Inc.
• Krylova, Elizaveta & Nikkinen, Jussi & Vähämaa, Sami, 2005. "Cross-dynamics of volatility term structures implied by foreign exchange options," Working Paper Series 0530, European Central Bank.
• Martin D. D. Evans (Georgetown University), 2005. "Foreign Exchange Market Microstructure," Working Papers gueconwpa~05-05-20, Georgetown University, Department of Economics.
• Brissimis, Sophocles N. & Kosma, Theodora, 2005. "Market power, innovative activity and exchange rate pass-through in the euro area," Working Paper Series 0531, European Central Bank.
• Noriko Inakura & Satoshi Shimizutani & Ralph Paprzycki, 2005. "Deposit Insurance and Depositor Discipline: Direct Evidence on Bank Switching Behavior in Japan," Hi-Stat Discussion Paper Series d05-125, Institute of Economic Research, Hitotsubashi University.
• Martin D. D. Evans & Richard K. Lyons, 2005. "Understanding Order Flow," NBER Working Papers 11748, National Bureau of Economic Research, Inc.
• Paolo Pellizzari & Arianna Dal Forno, 2005. "A comparison of different trading protocols in an agent-based market," Computational Economics 0511001, University Library of Munich, Germany.
• Flynn, Sean M., 2005. "The Portfolio Allocation Effects of Investor Sentiment about the Ability of Managers to Beat the Market," Vassar College Department of Economics Working Paper Series 77, Vassar College Department of Economics.
• Item repec:dgr:kubtil:200412 is not listed on IDEAS anymore

• Abadir, Karim & Talmain, Gabriel, 2005. "Distilling co-movements from persistent macro and financial series," Working Paper Series 0525, European Central Bank.
• Antonella Basso & Stefania Funari, 2005. "Performance evaluation of ethical mutual funds in slump periods," GE, Growth, Math methods 0511001, University Library of Munich, Germany.
• David K. Musto & Nicholas S. Souleles, 2005. "A Portfolio View of Consumer Credit," NBER Working Papers 11735, National Bureau of Economic Research, Inc.
• Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005. "Arbitrage in the foreign exchange market: Turning on the microscope," Working Paper 2005/12, Norges Bank.
• Dean Karlan & Jonathan Zinman, 2005. "Elasticities of Demand for Consumer Credit," Working Papers 926, Economic Growth Center, Yale University.
• Rodolfo Apreda, 2005. "The subsidiarity principle and the negative spread. A case in point for the governance of state-owned banks," CEMA Working Papers: Serie Documentos de Trabajo. 308, Universidad del CEMA.
• Marie-Claude Beaulieu & Jean-Claude Cosset & Naceur Essaddam, 2005. "Price Political Uncertainty and Stock Market Returns: Evidence from the 1995 Quebec Referendum," Cahiers de recherche 0531, CIRPEE.
• Tassos Anastasatos & Ian R. Davidson, 2004. "How Homogenous are Currency Crises? A Panel Study using Multiple-Response Models," Discussion Paper Series 2004_23, Department of Economics, Loughborough University, revised Dec 2004.
• Item repec:dgr:kubtil:200525 is not listed on IDEAS anymore

• Lionel de Boisdeffre, 2005. "Competitive equilibrium with asymmetric information: an existence theorem for numeraire assets," Cahiers de la Maison des Sciences Economiques b05067, Université Panthéon-Sorbonne (Paris 1).
• Andrea Morone, 2005. "Financial Market in the Laboratory, an Experimental Analysis of some Stylized Facts," Papers on Strategic Interaction 2005-27, Max Planck Institute of Economics, Strategic Interaction Group.
• Item repec:dgr:kubtil:200523 is not listed on IDEAS anymore

• Sarbajit Chaudhuri, 2005. "Interaction Of Formal And Informal Credit Markets In Backward," Game Theory and Information 0511001, University Library of Munich, Germany.
• Sarbajit Chaudhuri, 2005. "Interactions Between Two Informal Sector Lenders And Interest Rate Determination In The Informal Credit Market: A Theoretical Analysis," Game Theory and Information 0511002, University Library of Munich, Germany.