Report NEP-FMK-2005-12-09

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:

• Schotman, Peter C & Zalewska, Ania, 2005. "Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets," CEPR Discussion Papers 5352, C.E.P.R. Discussion Papers.
• Ehrmann, Michael & Fratzscher, Marcel, 2005. "How should central banks communicate?," Working Paper Series 0557, European Central Bank.
• Eichenbaum, Martin & Rebelo, Sérgio & Burstein, Ariel Tomas, 2005. "The Importance of Nontradeable Goods' Prices in Cyclical Real Exchange Rate Fluctuations," CEPR Discussion Papers 5306, C.E.P.R. Discussion Papers.
• Neuberger, Doris & Schacht, Christoph, 2005. "The number of bank relationships of SMEs: A disaggregated analysis for the Swiss loan market," Thuenen-Series of Applied Economic Theory 52, University of Rostock, Institute of Economics.
• Wilhelm Jr, William J & Chen, Zhaohui, 2005. "The Industrial Organization of Financial Market Information Production," CEPR Discussion Papers 5314, C.E.P.R. Discussion Papers.
• Wing-Keung Wong & Jun Du & Terence Tai-Leung Chong, 2005. "Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan," SCAPE Policy Research Working Paper Series 0512, National University of Singapore, Department of Economics, SCAPE.
• Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2005. "Equilibrium and inefficiency in fixed rate tenders," Working Paper Series 0554, European Central Bank.
• Gaspar, Raquel M. & Schmidt, Thorsten, 2005. "Quadratic Portfolio Credit Risk models with Shot-noise Effects," SSE/EFI Working Paper Series in Economics and Finance 616, Stockholm School of Economics.
• Caio Almeida & Jeremy J. Graveline & Scott Joslin, 2005. "Do Options Contain Information About Excess Bond Returns?," IBMEC RJ Economics Discussion Papers 2005-04, Economics Research Group, IBMEC Business School - Rio de Janeiro.
• Carlo Altavilla & Paul De Grauwe, 2005. "Non-Linearities in the Relation between the Exchange Rate and its Fundamentals," CESifo Working Paper Series 1561, CESifo.
• Guiso, Luigi & Zingales, Luigi & Sapienza, Paola, 2005. "Trusting the Stock Market," CEPR Discussion Papers 5288, C.E.P.R. Discussion Papers.
• Martina Nardon, 2005. "Valuing defaultable bonds: an excursion time approach," Finance 0511015, University Library of Munich, Germany.
• Fabián Duarte & Andrea Repetto & Rodrigo O. Valdés, 2005. "The Effects on Firm Borrowing Costs of Bank M&As," Documentos de Trabajo 206, Centro de Economía Aplicada, Universidad de Chile.
• Perotti, Enrico & Feijen, Erik, 2005. "The Political Economy of Financial Fragility," CEPR Discussion Papers 5317, C.E.P.R. Discussion Papers.
• Georges Dionne & Geneviève Gauthier & Khemais Hammami & Mathieu Maurice & Jean-Guy Simonato, 2005. "Default Risk in Corporate Yield Spreads," Cahiers de recherche 0532, CIRPEE.
• Daniela Russo & Terry L. Hart & Chryssa Papathanassiou, 2004. "Governance of securities clearing and settlement systems," Occasional Paper Series 21, European Central Bank.
• Jan-Egbert Sturm & Barry Williams, 2005. "What Determines Differences in Foreign Bank Efficiency? Australian Evidence," CESifo Working Paper Series 1587, CESifo.
• Andrew Ang & Joseph Chen & Yuhang Xing, 2005. "Downside Risk," NBER Working Papers 11824, National Bureau of Economic Research, Inc.
• Pedro H. Albuquerque, 2005. "BAD Taxation: Disintermediation and Illiquidity in a Bank Account Debits Tax Model," Public Economics 0511019, University Library of Munich, Germany, revised 26 Dec 2005.
• Piotr Wdowinski & Aneta Zglinska-Pietrzak, 2005. "The Warsaw Stock Exchange Index WIG: Modelling and Forecasting," CESifo Working Paper Series 1570, CESifo.
• Chaiki Hara & Atsushi Kajii, 2004. "Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs," KIER Working Papers 590, Kyoto University, Institute of Economic Research.
• Bullard, James & Evans, George W. & Honkapohja, Seppo, 2005. "Near-rational exuberance," Working Paper Series 0555, European Central Bank.
• Item repec:ros:wpaper:46 is not listed on IDEAS anymore

• Stephen G. Cecchetti & Lianfi Li, 2005. "Do Capital Adequacy Requirements Matter for Monetary Policy?," NBER Working Papers 11830, National Bureau of Economic Research, Inc.
• Nuno Palma, 2005. "The Effects of Market Linkages and the Natural Rate of Discoveries on Market Structure," Working Papers Department of Economics 2005/17, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Huizinga, Harry, 2005. "The EU Deposit Insurance Directive: Does One Size Fit All?," CEPR Discussion Papers 5277, C.E.P.R. Discussion Papers.
• michael george, 2005. "microeconomics of achieving and sustaining supernormal returns- Information Theoretic Approach Revised Nov 28, 2005," Microeconomics 0511010, University Library of Munich, Germany.
• Bacchetta, Philippe & van Wincoop, Eric, 2005. "Rational Inattention: A Solution to the Forward Discount Puzzle," CEPR Discussion Papers 5261, C.E.P.R. Discussion Papers.
• Pesaran, M. Hashem & Zaffaroni, Paolo, 2005. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers 5279, C.E.P.R. Discussion Papers.
• Frederic S. Mishkin, 2005. "How Big a Problem is Too Big to Fail?," NBER Working Papers 11814, National Bureau of Economic Research, Inc.
• Koji Sakai & Iichiro Uesugi & Tsutomu Watanabe, 2005. "Firm Age and the Evolution of Borrowing Costs: Evidence from Japanese Small Firms," Discussion papers 05026, Research Institute of Economy, Trade and Industry (RIETI).
• Wako WATANABE, 2005. "How Are Loans by Their Main Bank Priced? Bank Effects, Information and Non-price Terms of Contract," Discussion papers 05028, Research Institute of Economy, Trade and Industry (RIETI).
• Kazuo Ogawa & Elmer Sterken & Ichiro Tokutsu, 2005. "Bank Control and the Number of Bank Relations of Japanese Firms," CESifo Working Paper Series 1589, CESifo.
• Francois-Éric Racicot & Raymond Théoret, 2005. "L'assurance de portefeuille: Simulations en Visual Basic de portefeuilles visant à reproduire les flux monétaires de stratégies d'options," RePAd Working Paper Series UQO-DSA-wp0332005, Département des sciences administratives, UQO.
• Piotr Wdowinski, 2005. "Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model," CESifo Working Paper Series 1557, CESifo.
• Carlos A.Huertas Campos, 2005. "Tasa de Cambio Real de Colombia: Un Enfoque E´mpírico No Lineal," Borradores de Economia 359, Banco de la Republica de Colombia.
• José Miguel Benavente & Alexander Galetovic & Ricardo Sanhueza, 2005. "La dinámica industrial y el financiamiento de las pyme," Documentos de Trabajo 201, Centro de Economía Aplicada, Universidad de Chile.
• Hind Sami, 2005. "Financial Distress and Reputational Concerns," Working Papers 0509, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• Kaoru Hosono & Hiroko Iwaki & Kotaro Tsuru, 2005. "Banking Crises, Deposit Insurance, and Market Discipline: Lessons from the Asian Crises," Discussion papers 05029, Research Institute of Economy, Trade and Industry (RIETI).
• Baquero, G. & Verbeek, M.J.C.M., 2005. "A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money," ERIM Report Series Research in Management ERS-2005-068-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Gunther Capelle-Blancard & Jézabel Couppey-Soubeyran & Laurent Soulat, 2005. "The measurement of financial intermediation in Japan," Cahiers de la Maison des Sciences Economiques bla05080, Université Panthéon-Sorbonne (Paris 1), revised Nov 2005.
• Fernandez, Pablo, 2005. "Financial literature about discounted cash flow valuation," IESE Research Papers D/606, IESE Business School.
• Item repec:fmg:fmgdps:dp550 is not listed on IDEAS anymore

• Fadil Govori, 2005. "Funksionet E Ndërmjetësimit Financiar," Finance 0511014, University Library of Munich, Germany.
• Item repec:dgr:kubtil:200530 is not listed on IDEAS anymore

• Murat A. Yülek, 2005. "On the Financial Repression in Japan During the High Growth Period (1953-73)," Finance 0511012, University Library of Munich, Germany.
• José Fajardo & Ernesto Mordecki, 2005. "Duality and Derivative Pricing with Lévy Processes," IBMEC RJ Economics Discussion Papers 2005-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
• Arito Ono & Iichiro Uesugi, 2005. "The Role of Collateral and Personal Guarantees in Relationship Lending: Evidence from Japan's Small Business Loan Market," Discussion papers 05027, Research Institute of Economy, Trade and Industry (RIETI).
• Caroline Freund & Frank Warnock, 2005. "Current Account Deficits in Industrial Countries: The Bigger They are, the Harder They Fall?," NBER Working Papers 11823, National Bureau of Economic Research, Inc.
• Deepak Shah, 2005. "Resurrection of Rural Credit Delivery System in Maharashtra, India," Finance 0512003, University Library of Munich, Germany.
• Morten Nalholm, 2005. "Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application," FRU Working Papers 2005/08, University of Copenhagen. Department of Economics. Finance Research Unit.
• Tano Santos & Pietro Veronesi, 2005. "Cash-Flow Risk, Discount Risk, and the Value Premium," NBER Working Papers 11816, National Bureau of Economic Research, Inc.
• Forsman, Mats-Ola, 2005. "Speculative Attacks on Nordic Exchange-Rates, 1971-1992," Working Papers in Economics 186, University of Gothenburg, Department of Economics.
• Michael Graff, 2005. "Is There an Optimum Level of Financial Activity?," KOF Working papers 05-106, KOF Swiss Economic Institute, ETH Zurich.
• Qiang Liu, 2005. "Options Pricing with Arithmetic Brownian Motion and its Implication for Risk-Neutral Valuation," Finance 0512001, University Library of Munich, Germany.