Report NEP-FMK-2006-04-01

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:

• Item repec:dgr:kubtil:20061 is not listed on IDEAS anymore

• Guillermo A. Calvo & Alejandro Izquierdo & Ernesto Talvi, 2006. "Phoenix Miracles in Emerging Markets: Recovering without Credit from Systemic Financial Crises," NBER Working Papers 12101, National Bureau of Economic Research, Inc.
• Item repec:fip:fedlwp:2006-012 is not listed on IDEAS anymore

• Nicola Cetorelli & Linda S. Goldberg, 2006. "Risks in U.S. bank international exposures," Staff Reports 240, Federal Reserve Bank of New York.
• Item repec:pas:camaaa:2006-11 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200611 is not listed on IDEAS anymore

• Shinichi Nishiyama & Tae Okada & Wako Watanabe, 2006. "Do Banks Reduce Lending Preemptively in Response to Capital Losses?," Discussion papers 06016, Research Institute of Economy, Trade and Industry (RIETI).
• Matthieu Wyart & Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters & Michele Vettorazzo, 2006. "Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets," Science & Finance (CFM) working paper archive 500067, Science & Finance, Capital Fund Management.
• Item repec:eab:financ:672 is not listed on IDEAS anymore

• Item repec:eab:financ:669 is not listed on IDEAS anymore

• Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2008. "Time-varying risk, interest rates, and exchange rates in general equilibrium," Staff Report 371, Federal Reserve Bank of Minneapolis.
• Clive G. Bowsher, 2005. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2005-W26, Economics Group, Nuffield College, University of Oxford.
• Mukesh Ralhan, 2006. "Determinants of Capital Flows: A Cross-Country Analysis," Econometrics Working Papers 0601, Department of Economics, University of Victoria.
• Item repec:umc:wpaper:0604 is not listed on IDEAS anymore

• Paul Söderlind, 2006. "C-CAPM Refinements and the Cross-Section of Returns," University of St. Gallen Department of Economics working paper series 2006 2006-07, Department of Economics, University of St. Gallen.
• Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters, 2004. "Random walks, liquidity molasses and critical response in financial markets," Science & Finance (CFM) working paper archive 500063, Science & Finance, Capital Fund Management.
• Paul Levine & Alexandros Mandilaras & Jun Wang, 2006. "Public Debt Maturity and Currency Crises," School of Economics Discussion Papers 0406, School of Economics, University of Surrey.
• Gara Minguez Afonso, 2006. "Imperfect Common Knowledge in First Generation Models of Currency Crises," FMG Discussion Papers dp555, Financial Markets Group.
• Wayne E. Ferson & Andrew F. Siegel, 2006. "Testing Portfolio Efficiency with Conditioning Information," NBER Working Papers 12098, National Bureau of Economic Research, Inc.
• Limao, Nuno & Saggi, Kamal, 2006. "Tariff retaliation versus financial compensation in the enforcement of international trade agreements," Policy Research Working Paper Series 3873, The World Bank.
• Narayana R. Kocherlakota & Luigi Pistaferri, 2006. "Household Heterogeneity and Real Exchange Rates," Levine's Bibliography 122247000000001275, UCLA Department of Economics.
• Christopher Udry & Santosh Anagol, 2006. "The Return to Capital in Ghana," Working Papers 932, Economic Growth Center, Yale University.
• Morten L. Bech & Rod Garratt, 2006. "Illiquidity in the interbank payment system following wide-scale disruptions," Staff Reports 239, Federal Reserve Bank of New York.
• Item repec:eab:macroe:682 is not listed on IDEAS anymore

• Neil Shephard, 2005. "Stochastic Volatility," Economics Papers 2005-W17, Economics Group, Nuffield College, University of Oxford.
• Chang-Tai Hsieh & Jonathan A. Parker, 2006. "Taxes and Growth in a Financially Underdeveloped Country: Evidence from the Chilean Investment Boom," NBER Working Papers 12104, National Bureau of Economic Research, Inc.
• Gita Gopinath & Roberto Rigobon, 2006. "Sticky Borders," NBER Working Papers 12095, National Bureau of Economic Research, Inc.
• Item repec:hal:papers:halshs-00009788_v1 is not listed on IDEAS anymore

• Item repec:eab:financ:670 is not listed on IDEAS anymore

• Colin Rowat & Jayasri Dutta, 2005. "The road to extinction: Commons with Capital Markets," Discussion Papers 05-19, Department of Economics, University of Birmingham.
• Item repec:ece:dispap:8 is not listed on IDEAS anymore

• Lisa Borland & Jean-Philippe Bouchaud, 2005. "On a multi-timescale statistical feedback model for volatility fluctuations," Science & Finance (CFM) working paper archive 500059, Science & Finance, Capital Fund Management.
• Manoj Atolia, 2003. "Productivity-Enhancing Reforms, Private Capital Inflows, and Real Interest Rates in Africa," Working Papers wp2003_10_02, Department of Economics, Florida State University, revised Dec 2008.
• Gunter Stephan & Georg M ller-F rstenberger, 2006. "Discounting The Global Climate When Technological Change is Endogenous," Diskussionsschriften dp0603, Universitaet Bern, Departement Volkswirtschaft.
• Hanno Lustig, "undated". "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn)," UCLA Economics Online Papers 380, UCLA Department of Economics.
• Valentin Kenndler, 2006. "New York City¿s Role as a Global Hub in the Contemporary Art Market - A Qualitative Analysis on Driving Forces and Success Factors," NEURUS papers neurusp88, NEURUS - Network of European and US Regional and Urban Studies.
• Takatoshi Ito & Kiyotaka Sato, 2006. "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through," CIRJE F-Series CIRJE-F-406, CIRJE, Faculty of Economics, University of Tokyo.
• Olivier Guedj & Jean-Philippe Bouchaud, 2004. "Experts' earning forecasts: bias, herding and gossamer information," Science & Finance (CFM) working paper archive 500062, Science & Finance, Capital Fund Management.
• Larry Wall & Maria Nieto, 2006. "Precondition for a Successful Implementation of Supervisors' Primpt Corrective Action: Is There a Case for a Banking Standard in the EU?," FMG Special Papers sp165, Financial Markets Group.
• Edward F. Buffie & Manoj Atolia, 2005. "Exchange-Rate-Based Stabilization, Durables Consumption, and the Stylized Facts," Working Papers wp2005_12_01, Department of Economics, Florida State University, revised Jan 2009.
• Lisa Borland & Jean-Philippe Bouchaud & Jean-Francois Muzy & Gilles Zumbach, 2005. "The Dynamics of Financial Markets -- Mandelbrot's multifractal cascades, and beyond," Science & Finance (CFM) working paper archive 500061, Science & Finance, Capital Fund Management.
• Joao Correia-da-Silva & Carlos Hervés-Beloso, 2006. "Rational Expectations Equilibrium in Economies with Uncertain Delivery," FEP Working Papers 206, Universidade do Porto, Faculdade de Economia do Porto.
• Jeanjean, Thomas & Cazavan-Jeny, Anne, 2005. "Levels of voluntary disclosure in IPO prospectuses : an empirical analysis," HEC Research Papers Series 827, HEC Paris.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2005. "Variation, jumps, market frictions and high frequency data in financial econometrics," Economics Papers 2005-W16, Economics Group, Nuffield College, University of Oxford.
• Botond Koszegi & Matthew Rabin, 2006. "Reference-Dependent Risk Attitudes," Levine's Bibliography 122247000000001267, UCLA Department of Economics.
• Patrick Bolton & Jose Scheinkman & Wei Xiong, 2006. "Pay for Short-Term Performance: Executive Compensation in Speculative Markets," NBER Working Papers 12107, National Bureau of Economic Research, Inc.
• Item repec:dgr:kubtil:20065 is not listed on IDEAS anymore

• Grund, Christian & Sliwka, Dirk, 2006. "Performance Pay and Risk Aversion," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 101, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Item repec:eab:macroe:683 is not listed on IDEAS anymore

• Marc Potters & Jean-Philippe Bouchaud & Laurent Laloux, 2005. "Financial Applications of Random Matrix Theory: Old Laces and New Pieces," Science & Finance (CFM) working paper archive 500058, Science & Finance, Capital Fund Management.
• Gottschalg, Oliver & Meier, Degenhard, 2005. "Interest alignment and firm performance," HEC Research Papers Series 825, HEC Paris.
• Item repec:dgr:kubtil:20062 is not listed on IDEAS anymore

• Refet S. Gürkaynak & Andrew T. Levin & Eric T. Swanson, 2006. "Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden," Working Paper Series 2006-09, Federal Reserve Bank of San Francisco.
• Ali al-Nowaihi & Paul Levine & Alex Mandilaras, 2006. "Central Bank Independence and the `Free Lunch Puzzle': A New Perspective," School of Economics Discussion Papers 0806, School of Economics, University of Surrey.
• Miguel Segoviano, 2006. "Conditional Probabilty of Default Methodolgy," FMG Discussion Papers dp558, Financial Markets Group.
• Item repec:fip:fedgfe:2006-2 is not listed on IDEAS anymore

• Ben R. Craig & William E. Jackson & James B. Thomson, 2006. "Small-firm credit markets, SBA-guaranteed lending, and economic performance in low-income areas," Working Papers (Old Series) 0601, Federal Reserve Bank of Cleveland.
• Marianne Crowe & Scott Schuh & Joanna Stavins, 2006. "Consumer behavior and payment choice: a conference summary," Public Policy Discussion Paper 06-1, Federal Reserve Bank of Boston.
• Jane E. Ihrig & Mario Marazzi & Alexander D. Rothenberg, 2006. "Exchange-rate pass-through in the G-7 countries," International Finance Discussion Papers 851, Board of Governors of the Federal Reserve System (U.S.).
• Nalinaksha Bhattacharyya & Thomas A. Garrett, 2006. "Why people choose negative expected return assets - an empirical examination of a utility theoretic explanation," Working Papers 2006-014, Federal Reserve Bank of St. Louis.
• Jan Hanousek & Jan Bena, 2006. "Rent Extraction by Large Shareholders: Evidence Using Dividend Policy in the Czech Republic," FMG Discussion Papers dp556, Financial Markets Group.
• Ding, Yuan & Hervé, Stolowy & Hope, Ole-Kristian & Jeanjean, Thomas, 2005. "Differences between domestic accounting standards and IAS: measurement, determinants and implications," HEC Research Papers Series 826, HEC Paris.
• Christopher Bowdler, 2005. "Openness, exchange rate regimes and the Phillips curve," Economics Papers 2005-W25, Economics Group, Nuffield College, University of Oxford.
• Toshihiro Okubo, 2006. "Shake Hands or Shake Apart? Pre-war Global Trade and Currency Blocs--the role of the Japanese Empire," IHEID Working Papers 05-2006, Economics Section, The Graduate Institute of International Studies.
• Gottschalg, Oliver & Berg, Achim, 2005. "Understanding value generation in buyouts," HEC Research Papers Series 824, HEC Paris.
• Item repec:dgr:kubtil:20063 is not listed on IDEAS anymore

• Eric M. Leeper & Shu-Chun Susan Yang, 2006. "Dynamic Scoring: Alternative Financing Schemes," NBER Working Papers 12103, National Bureau of Economic Research, Inc.
• Item repec:eab:microe:671 is not listed on IDEAS anymore