Report NEP-FMK-2006-03-18

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Carolina Valiente 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:

• Kenneth M. Kletzer, 2005. "Sovereign debt, volatility, and insurance," Working Paper Series 2006-05, Federal Reserve Bank of San Francisco.
• Maciej Firla-Cuchra, 2005. "Explaining Launch Spreads on Structured Bonds," Economics Series Working Papers 230, University of Oxford, Department of Economics.
• Marta Gomez Puig, 2006. "The Impact of Monetary Union on EU-15 Sovereign Debt Yield Spreads," Working Papers in Economics 147, Universitat de Barcelona. Espai de Recerca en Economia.
• Kazuhiko NISHINA & Tatsuro Nabil MAGHREBI & Moo-Sung KIM, 2006. "Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices," Discussion Papers in Economics and Business 06-09, Osaka University, Graduate School of Economics.
• Adrien Verdelhan & Hanno Lustig, 2005. "The Cross-Section Of Foreign Currency Risk Premia And Consumption Growth Risk," Boston University - Department of Economics - Working Papers Series WP2005-019, Boston University - Department of Economics.
• Annamaria Lusardi & Olivia S. Mitchell, 2005. "Financial Literacy and Planning: Implications for Retirement Wellbeing," CeRP Working Papers 46, Center for Research on Pensions and Welfare Policies, Turin (Italy).
• Item repec:hal:papers:halshs-00009595_v1 is not listed on IDEAS anymore

• Long Chen & Hui Guo & Lu Zhang, 2006. "Equity market volatility and expected risk premium," Working Papers 2006-007, Federal Reserve Bank of St. Louis.
• Gary Gorton & Ping He & Lixin Huang, 2006. "Asset Prices When Agents are Marked-to-Market," NBER Working Papers 12075, National Bureau of Economic Research, Inc.
• Boer-Sorban, K. & Kaymak, U. & Spiering, J., 2006. "From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets," ERIM Report Series Research in Management ERS-2006-009-LIS, 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.
• Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2006. "Market-based measures of monetary policy expectations," Working Paper Series 2006-04, Federal Reserve Bank of San Francisco.
• Fourçans, André & Vranceanu, Radu, 2006. "Is the ECB so special? A qualitative and quantitative analysis," ESSEC Working Papers DR 06004, ESSEC Research Center, ESSEC Business School.
• Massimo Guidolin & Giovanna Nicodano, 2005. "Small Caps in International Equity Portfolios: The Effects of Variance Risk," CeRP Working Papers 41, Center for Research on Pensions and Welfare Policies, Turin (Italy).
• Hui Guo & Christopher J. Neely, 2006. "Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model," Working Papers 2006-006, Federal Reserve Bank of St. Louis.
• Pierre Perron† & Tatsuma Wada, 2005. "Let’s Take a Break: Trends and Cycles in US Real GDP?," Boston University - Department of Economics - Working Papers Series WP2005-031, Boston University - Department of Economics, revised Oct 2005.
• Henrik Cronqvist, 2005. "Advertising and Portfolio Choice," CeRP Working Papers 44, Center for Research on Pensions and Welfare Policies, Turin (Italy).
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2005. "Investing for the Long-Run in European Real Estate. Does Predictability Matter?," CeRP Working Papers 40, Center for Research on Pensions and Welfare Policies, Turin (Italy).
• Peter N. Ireland, 2005. "The monetary transmission mechanism," Working Papers 06-1, Federal Reserve Bank of Boston.
• Justin Wolfers & Eric Zitzewitz, 2006. "Five open questions about prediction markets," Working Paper Series 2006-06, Federal Reserve Bank of San Francisco.
• Michele Cavallo & Cédric Tille, 2006. "Could capital gains smooth a current account rebalancing?," Staff Reports 237, Federal Reserve Bank of New York.
• Samuel Malone, 2005. "Managing Default Risk for Commodity Dependent Countries: Price Hedging in an Optimizing Model," Economics Series Working Papers 246, University of Oxford, Department of Economics.
• Margus Kõomägi & Priit Sander, 2006. "Venture Capital Investments And Financing In Estonia: A Case Study Approach," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 44, Faculty of Economics and Business Administration, University of Tartu (Estonia).
• Alvaro Cartea & Diego del-Castillo-Negrete, 2006. "Fractional Diffusion Models of Option Prices in Markets with Jumps," Birkbeck Working Papers in Economics and Finance 0604, Birkbeck, Department of Economics, Mathematics & Statistics.
• Item repec:fip:fedccf:12 is not listed on IDEAS anymore

• Patrick Van Roy, 2006. "Is there a difference between solicited and unsolicited bank ratings and if so, why ?," Working Paper Research 79, National Bank of Belgium.
• Matias Braun & Borja Larrain, 2005. "Supply matters for asset prices: evidence from IPOs in emerging markets," Working Papers 06-4, Federal Reserve Bank of Boston.
• Claudio Campanale, 2005. "Increasing Returns to Saving and Wealth Inequality," CeRP Working Papers 45, Center for Research on Pensions and Welfare Policies, Turin (Italy).
• Philip Bond & David K. Musto & Bilge Yilmaz, 2006. "Predatory lending in rational world," Working Papers 06-2, Federal Reserve Bank of Philadelphia.
• Maciej Firla-Cuchra & Tim Jenkinson, 2005. "Security Design in the Real World: Why are Securitization Issues Tranched?," Economics Series Working Papers 225, University of Oxford, Department of Economics.
• Item repec:bos:wpaper:wp2005-038 is not listed on IDEAS anymore

• Keith Sill, 2006. "Macroeconomic volatility and the equity premium," Working Papers 06-1, Federal Reserve Bank of Philadelphia.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2005. "The importance of default options for retirement saving outcomes: evidence from the United States," CeRP Working Papers 43, Center for Research on Pensions and Welfare Policies, Turin (Italy).
• Dirk Schoenmaker & Charles Goodhart, 2006. "Burden Sharing in a Banking Crisis in Europe," FMG Special Papers sp164, Financial Markets Group.
• Kathryn Graddy, 2006. "Markets,The Fulton Fish Market," Economics Series Working Papers 254, University of Oxford, Department of Economics.
• Julia S. Cheney & Sherrie L. W. Rhine, 2006. "How effective were the financial safety nets in the aftermath of Katrina?," Consumer Finance Institute discussion papers 06-01, Federal Reserve Bank of Philadelphia.
• François Gourio, 2005. "Operating Leverage,Stock Market Cyclicality,and the Cross-Section of Returns," Boston University - Department of Economics - Working Papers Series WP2005-002, Boston University - Department of Economics.
• J. Hirschberg & J. Lye & D.J. Slottje, 2005. "Alernative Forms for Restricted Regressions," Department of Economics - Working Papers Series 954, The University of Melbourne.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006. "Partisan impacts on the economy: evidence from prediction markets and close elections," Working Paper Series 2006-08, Federal Reserve Bank of San Francisco.
• A. Chaudhuri & L. Gangadharan & Pushkar Maitra, 2005. "An Experimental Analysis ofGroup Size and Risk Sharing," Department of Economics - Working Papers Series 955, The University of Melbourne.
• Joshua Aizenman & Reuven Glick, 2005. "Pegged exchange rate regimes -- a trap?," Working Paper Series 2006-07, Federal Reserve Bank of San Francisco.
• Item repec:bos:wpaper:wp2005-044 is not listed on IDEAS anymore

• Willem THORBECKE, 2006. "The Effect of Exchange Rate Changes on Trade in East Asia," Discussion papers 06009, Research Institute of Economy, Trade and Industry (RIETI).
• Fernando Espinosa Navarro & Klender Cortez & Roman Jordi Adillon Boladeres, 2006. "A comparative Long-memory Analysis between Spanish, Mexican and U.S. interest rates," Working Papers in Economics 149, Universitat de Barcelona. Espai de Recerca en Economia.
• David Chambers, 2007. "Gentlemanly Capitalism Revisited: A Case Study of the Underpricing of Initial Public Offerings on the London Stock Exchange 1946-86," Economics Series Working Papers 253, University of Oxford, Department of Economics.
• Giang Ho & Anthony Pennington-Cross, 2006. "The impact of local predatory lending laws on the flow of subprime credit," Working Papers 2006-009, Federal Reserve Bank of St. Louis.
• Keith Welkes, 2005. "Financial resources for the environment: the unsuccessful attempt to create a private financing intermediary for brownfield redevelopment projects," Community Affairs Discussion Paper 05-01, Federal Reserve Bank of Philadelphia.
• Pablo F. Beker & Subir Chattopadhyay, 2005. "Economic Survival when Markets are Incomplete," Levine's Working Paper Archive 784828000000000422, David K. Levine.
• Luis-Felipe Zanna, 2006. "Fighting against currency depreciation, macroeconomic instability and sudden stops," International Finance Discussion Papers 848, Board of Governors of the Federal Reserve System (U.S.).
• George Gelauff & Herman Stolwijk & Paul Veenendaal, 2005. "Europe's financial perspectives in perspective," CPB Document 101, CPB Netherlands Bureau for Economic Policy Analysis.
• Michela Cella, 2005. "Risky Allocations from a Risk-Neutral Informed Principal," Economics Series Working Papers 234, University of Oxford, Department of Economics.
• Item repec:hal:papers:halshs-00009596_v1 is not listed on IDEAS anymore