Report NEP-FMK-2006-06-03

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:

• Jose Luiz Rossi Junior, 2004. "Foreign Exchange exposure, corporate financial policies and the exchange rate regime: Evidence from Brazil," Econometric Society 2004 Latin American Meetings 163, Econometric Society.
• Item repec:bai:series:wp0002 is not listed on IDEAS anymore

• Sumon Kumar Bhaumik & Jenifer Piesse, 2005. "The Risk Aversion of Banks in Emerging Credit markets: Evidence from India," William Davidson Institute Working Papers Series wp774, William Davidson Institute at the University of Michigan.
• Mende, Alexander & Menkhoff, Lukas, 2006. "Profits and Speculation in Intra-Day Foreign Exchange Trading," Hannover Economic Papers (HEP) dp-339, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Vitale, Paolo, 2006. "A market microstructure analysis of foreign exchange intervention," Working Paper Series 0629, European Central Bank.
• Coche, Joachim & Koivu, Matti & Nyholm, Ken & Poikonen, Vesa, 2006. "Foreign reserves management subject to a policy objective," Working Paper Series 0624, European Central Bank.
• Geert Bekaert & Eric Engstrom & Steven R. Grenadier, 2006. "Stock and Bond Returns with Moody Investors," NBER Working Papers 12247, National Bureau of Economic Research, Inc.
• Ozgur Arslan & Chrisostomos Florackis & Aydin Ozkan, 2006. "The Role of Cash Holdings in Reducing Investment-Cash Flow Sensitivity: Evidence from a Financial Crisis Period in an Emerging Market," Discussion Papers 06/08, Department of Economics, University of York.
• Supreena Narayanan, 2005. "Financial Market Regulation-Security Scams In India with historical evidence and the role of corporate governance," Finance 0506012, University Library of Munich, Germany.
• Michael Ehrmann & Marcel Fratzscher, 2006. "Global Financial Transmission of Monetary Policy Shocks," CESifo Working Paper Series 1710, CESifo.
• De Santis, Roberto A. & Gérard, Bruno, 2006. "Financial integration, international portfolio choice and the European Monetary Union," Working Paper Series 0626, European Central Bank.
• Andersson, Magnus & Hansen, Lars Jul & Sebestyén, Szabolcs, 2006. "Which news moves the euro area bond market?," Working Paper Series 0631, European Central Bank.
• Jean Bonnet & Sylvie Cieply & Marcus Dejardin, 2006. "Financial constraints on new firms: looking for regional disparities," Economics Working Paper Archive (University of Rennes & University of Caen) 200613, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
• Mathias Hoffmann, 2006. "Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock Returns," CESifo Working Paper Series 1712, CESifo.
• Kok, Christoffer & Puigvert Gutiérrez, Josep Maria, 2006. "Euro area banking sector integration: using hierarchical cluster analysis techniques," Working Paper Series 0627, European Central Bank.
• Amina Lahrèche-Révil & Juliette Milgram, 2006. "Exchange-rate policies and trade in the MENA countries," ThE Papers 06/07, Department of Economic Theory and Economic History of the University of Granada..
• kisu simwaka, 2005. "Modelling currency in circulation in Malawi," Macroeconomics 0504018, University Library of Munich, Germany.
• Geert Bekaert & Eric Engstrom & Yuhang Xing, 2006. "Risk, Uncertainty and Asset Prices," NBER Working Papers 12248, National Bureau of Economic Research, Inc.
• Ana Carla A. Costa & Joao M.P. De Mello, 2006. "Judicial Risk and Credit Market Performance: Micro Evidence from Brazilian Payroll Loans," NBER Working Papers 12252, National Bureau of Economic Research, Inc.
• Franzoni, Francesco, 2006. "Where is beta going ? the riskiness of value and small stocks," HEC Research Papers Series 829, HEC Paris.
• Ian Babetskii & Bal??zs ??gert, 2005. "Equilibrium Exchange Rate in the Czech Republic: How Good is the Czech BEER?," William Davidson Institute Working Papers Series wp781, William Davidson Institute at the University of Michigan.
• Frait, Jan & Komarek, Lubos & Meleck, Martin, 2006. "The Real Exchange Rate Misalignment in the Five Central European Countries," The Warwick Economics Research Paper Series (TWERPS) 739, University of Warwick, Department of Economics.
• Skogsvik, Stina & Skogsvik, Kenth, 2005. "Prediction of ROE and the Residual Income Valuation Model: Forecasting and Modeling Mispricing in the Swedish Stock Market," SSE/EFI Working Paper Series in Business Administration 2005:8, Stockholm School of Economics, revised 20 Apr 2009.
• Thorburn, Craig & Rocha, Roberto & Morales, Marco, 2006. "An analysis of money's worth ratios in Chile," Policy Research Working Paper Series 3926, The World Bank.
• Frait, Jan & Komarek, Lubos, 2006. "Monetary Policy and Asset Prices : What Role for Central Banks in New EU Member States?," The Warwick Economics Research Paper Series (TWERPS) 738, University of Warwick, Department of Economics.
• John Duffy & Maxim Nikitin, 2004. "Dollarization Traps," Econometric Society 2004 Latin American Meetings 196, Econometric Society.
• Kohlscheen, Emanuel & O'Connell, Stephen A., 2006. "A Sovereign Debt Model with Trade Credit and Reserves," The Warwick Economics Research Paper Series (TWERPS) 743, University of Warwick, Department of Economics.
• Groh, Alexander & Gottschalg, Oliver, 2006. "The risk-adjusted performance of US buyouts," HEC Research Papers Series 834, HEC Paris.
• Iris Claus & Veronica Jacobsen & Brock Jera, 2004. "Financial Systems and Economic Growth: An Evaluation Framework for Policy," Treasury Working Paper Series 04/17, New Zealand Treasury.
• Paul De Grauwe & Agnieszka Markiewicz, 2006. "Learning to Forecast the Exchange Rate: Two Competing Approaches," CESifo Working Paper Series 1717, CESifo.
• Kisu Simwaka, 2004. "Real Effective Exchange Rate Dynamics in Malawi and South Africa," International Finance 0407009, University Library of Munich, Germany.
• Adriana Breccia, 2006. "Sequential Restructuring of Debt Classes, Absolute Priority Violation and Spread Reversals Under Chapter 11," Discussion Papers 06/09, Department of Economics, University of York.
• Item repec:ven:wpaper:29_06 is not listed on IDEAS anymore

• M. Martin Boyer & Simon van Norden, 2006. "Exchange Rates and Order Flow in the Long Run," CIRANO Working Papers 2006s-07, CIRANO.
• Dominick Stephens, 2006. "Should monetary policy attempt to reduce exchange rate volatility in New Zealand?," Reserve Bank of New Zealand Discussion Paper Series DP2006/05, Reserve Bank of New Zealand.
• Kisukyabo Simwaka, 2004. "Dynamics of real effective exchange rate in Malawi and South Africa," International Trade 0407006, University Library of Munich, Germany.
• Cécile Carpentier & Jean-Marc Suret, 2005. "De l'efficacité des dépenses fiscales pour l'achat d'actions : le cas du régime d'épargne-actions du Québec," CIRANO Working Papers 2005s-10, CIRANO.
• Paolo Panteghini, 2006. "The Capital Structure of Multinational Companies under Tax Competition," CESifo Working Paper Series 1721, CESifo.
• Bignebat, C. & Gouret, F., 2006. "Which Firms Have a Soft Loan ? Managers' Believes in a Cross-Country Survey in Transition Economies," Working Papers MoISA 200603, UMR MoISA : Montpellier Interdisciplinary center on Sustainable Agri-food systems (social and nutritional sciences): CIHEAM-IAMM, CIRAD, INRAE, L'Institut Agro, Montpellier SupAgro, IRD - Montpellier, France.
• Cécile Carpentier & Jean-Marc Suret, 2004. "Bypassing the Financial Growth Cycle: Evidence from Capital Pool Companies," CIRANO Working Papers 2004s-48, CIRANO.
• Susan Thorp & George Milunovich, 2006. "Information processing and measures of integration: New York, London and Tokyo," Research Paper Series 177, Quantitative Finance Research Centre, University of Technology, Sydney.
• Cécile Carpentier & Jean-Marc Suret, 2004. "Le placement privé et la dimension réglementaire du financement des entreprises," CIRANO Working Papers 2004s-51, CIRANO.
• Dreger, Christian & Reimers, Hans-Eggert & Roffia, Barbara, 2006. "Long-run money demand in the new EU Member States with exchange rate effects," Working Paper Series 0628, European Central Bank.
• José Pablo Dapena, 2006. "Volatility of GDP, macro applications and policy implications of real options for structure of capital Markets," CEMA Working Papers: Serie Documentos de Trabajo. 320, Universidad del CEMA.
• Sánchez, Marcelo, 2006. "Implications of monetary union for catching-up member states," Working Paper Series 0630, European Central Bank.
• Foucault, Thierry & Menkveld, Albert, 2006. "Competition for order flow and smart order routing systems," HEC Research Papers Series 831, HEC Paris.
• Bal??zs ??gert & Amalia Morales-Zumaquero, 2005. "Exchange Rate Regimes, Foreign Exchange Volatility and Export Performance in Central and Eastern Europe: Just Another Blur Project?," William Davidson Institute Working Papers Series wp782, William Davidson Institute at the University of Michigan.
• Aydogan Ulker, 2004. "Wealth Holdings and Portfolio Allocation of Older Couples: The Role of Spouses’ Marital History," CEPR Discussion Papers 477, Centre for Economic Policy Research, Research School of Economics, Australian National University.
• Alejandro Diaz-Bautista & Cesar Alfredo Olivas Andrade, 2005. "Un Análisis de cointegración con corrección de errores de las Fugas de Capital y la Inestabilidad Política en México , An econometric model of capital flight in Mexico," International Finance 0511004, University Library of Munich, Germany.
• Sophie Claeys, & Gleb Lanine & Koen Schoors, 2005. "Bank Supervision Russian style: Rules versus Enforcement and Tacit Objectives," William Davidson Institute Working Papers Series wp778, William Davidson Institute at the University of Michigan.
• Ronald Ian McKinnon & Gunther Schnabl, 2006. "China’s Exchange Rate and International Adjustment in Wages, Prices, and Interest Rates: Japan Déjà Vu?," CESifo Working Paper Series 1720, CESifo.
• Item repec:umr:wpaper:200612 is not listed on IDEAS anymore

• Richard Blundell & Carl Emmerson & Matthew Wakefield, 2006. "The importance of incentives in influencing private retirement saving: known knowns and known unknowns," IFS Working Papers W06/09, Institute for Fiscal Studies.
• Piero Gottardi & Felix Kubler, 2006. "Social Security and Risk Sharing," CESifo Working Paper Series 1705, CESifo.
• Chadha, J.S. & Holly, S., 2006. "Macroeconomic Models and the Yield Curve: An assessment of the Fit," Cambridge Working Papers in Economics 0640, Faculty of Economics, University of Cambridge.
• Alejandro Diaz-Bautista & Mario Alberto Rosas Chimal, 2005. "Los Determinantes de la Inversión Extranjera de Cartera en México: Un Análisis de Corte Estructural, The determinants of foreign portfolio investment in Mexico," International Finance 0511003, University Library of Munich, Germany.
• Miltiades N. Georgiou & Nicholas Kyriazes, 2006. "Banking Entrepreneurship Differentials between Europe and USA. A Note," Papers on Entrepreneurship, Growth and Public Policy 2006-17, Max Planck Institute of Economics, Entrepreneurship, Growth and Public Policy Group.
• Bruce Chapman & Ric Simes, 2004. "Profit Related Loans for Economically Disadvantaged Regions," CEPR Discussion Papers 481, Centre for Economic Policy Research, Research School of Economics, Australian National University.
• Reichardt, Susana, 2006. "On the future contract quality option: a new look," DEE - Working Papers. Business Economics. WB wb063711, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Richard N. Langlois, 2005. "The Secret Life of Mundane Transaction Costs," Working papers 2005-49, University of Connecticut, Department of Economics.
• Item repec:hhb:aaracc:90-002 is not listed on IDEAS anymore

• M. Hashem Pesaran & Ron P. Smith & Takashi Yamagata & Liudmyla Hvozdyk, 2006. "Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures," CESifo Working Paper Series 1704, CESifo.
• Calvet, Laurent & Campbell, John Y. & Sodini, Paolo, 2006. "Down or out: assessing the welfare costs of household investment mistakes," HEC Research Papers Series 832, HEC Paris.
• Hartley, Roger & Lanot, Gauthier & Walker, Ian, 2006. "Who really wants to be a millionaire? Estimates of risk aversion from gameshow data," The Warwick Economics Research Paper Series (TWERPS) 747, University of Warwick, Department of Economics.
• Robin Boadway & Motohiro Sato, 2006. "Entrepreneurship And Asymmetric Information In Input Markets," Working Paper 1069, Economics Department, Queen's University.
• Xiaozhong Zhai, 2004. "Application of Four-Rate Formula and Exchange Rate Formula to demonstration of single currency with different value and interest rate," Macroeconomics 0410007, University Library of Munich, Germany.
• Item repec:apr:aprpdp:dp0017 is not listed on IDEAS anymore

• Item repec:apr:aprpdp:dp0015 is not listed on IDEAS anymore

• Dr Martin Weale & Dr. James Mitchell, 2005. "Poverty and Debt," National Institute of Economic and Social Research (NIESR) Discussion Papers 263, National Institute of Economic and Social Research.
• Matthew Adler, "undated". "Against 'Individual Risk': A Sympathetic Critique of Risk Assessment," Scholarship at Penn Law upenn_wps-1013, University of Pennsylvania Law School.