Report NEP-FMK-2006-08-12

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:

• Rosalind L. Bennett & Mark D. Vaughan & Timothy J. Yeager, 2005. "Should the FDIC worry about the FHLB? the impact of Federal Home Loan Bank advances on the Bank Insurance Fund," Supervisory Policy Analysis Working Papers 2005-01, Federal Reserve Bank of St. Louis.
• Thomas Flavin & Ekaterini Panopoulou, 2006. "International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility," The Institute for International Integration Studies Discussion Paper Series iiisdp167, IIIS.
• Dusan Stojanovic & Mark D. Vaughan & Timothy J. Yeager, 2005. "Is the Federal Home Loan Bank system good for banks? a look at evidence on membership, advances and risk," Supervisory Policy Analysis Working Papers 2005-02, Federal Reserve Bank of St. Louis.
• Yuliya Demyanyk, 2006. "U.S. banking deregulation and self-employment: a differential impact on those in need," Supervisory Policy Analysis Working Papers 2006-01, Federal Reserve Bank of St. Louis.
• Catherine Fuss & Philip Vermeulen, 2006. "The response of firms\u2019 investment and financing to adverse cash flow shocks : the role of bank relationships," Working Paper Research 87, National Bank of Belgium.
• Wolfram J. Horneff & Raimond Maurer & Olivia S. Mitchell & Ivica Dus, 2006. "Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion," NBER Working Papers 12392, National Bureau of Economic Research, Inc.
• Dean Yang, 2006. "Why Do Migrants Return to Poor Countries? Evidence From Philippine Migrants%u2019 Responses to Exchange Rate Shocks," NBER Working Papers 12396, National Bureau of Economic Research, Inc.
• Michael D. Bordo, 2006. "Sudden Stops, Financial Crises, and Original Sin in Emerging Countries: Déjà vu?," NBER Working Papers 12393, National Bureau of Economic Research, Inc.
• L. Randall Wray, 2006. "Banking, Finance, and Money: A Socioeconomics Approach," Economics Working Paper Archive wp_459, Levy Economics Institute.
• Balázs Égert & Ronald MacDonald, 2006. "Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable," MNB Working Papers 2006/5, Magyar Nemzeti Bank (Central Bank of Hungary).
• Philip R. Lane & Gian Maria Milesi-Ferretti, 2006. "Capital Flows to Central and Eastern Europe," The Institute for International Integration Studies Discussion Paper Series iiisdp161, IIIS.
• Alain de Serres & Shuji Kobayakawa & Torsten Sløk & Laura Vartia, 2006. "Regulation of Financial Systems and Economic Growth," OECD Economics Department Working Papers 506, OECD Publishing.
• Felipe Meza & Erwan Quintin, 2005. "Financial crises and total factor productivity," Center for Latin America Working Papers 0105, Federal Reserve Bank of Dallas.
• Hellwig, Martin, 2006. "Market Discipline, Information Processing, and Corporate Governance," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 155, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Philip R. Lane, 2006. "Global Bond Portfolios and EMU," The Institute for International Integration Studies Discussion Paper Series iiisdp168, IIIS.
• Charles P. Thomas, 2006. "The Performance of International Equity Portfolios," The Institute for International Integration Studies Discussion Paper Series iiisdp162, IIIS.
• Takatoshi Ito & Kiyotaka Sato, 2006. "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through," NBER Working Papers 12395, National Bureau of Economic Research, Inc.
• Thomass Lagoardde-Segot & Brian M. Lucey, 2006. "Situating Middle East and North Africa (MENA) capital markets within the emerging markets universe," The Institute for International Integration Studies Discussion Paper Series iiisdp172, IIIS.
• Kevin Huang, "undated". "Valuation and asset pricing in infinite-horizon sequential markets with portfolio constraints," Working Papers 2000-09, Utah State University, Department of Economics.
• Jeremy Large, 2006. "A Market-Clearing Role for Inefficiency on a Limit Order Book," Economics Papers 2006-W08, Economics Group, Nuffield College, University of Oxford.
• James L. Smith & Rex Thompson, 2006. "Rational Plunging and the Option Value of Sequential Investment The Case of Petroleum Exploration," Working Papers 0602, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
• Nicholas Barberis & Wei Xiong, 2006. "What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation," NBER Working Papers 12397, National Bureau of Economic Research, Inc.
• In Choi & Timothy K. Chue, 2006. "Subsampling-Based Tests of Stock-Return Predictability," Hi-Stat Discussion Paper Series d06-178, Institute of Economic Research, Hitotsubashi University.
• William R. Emmons, 2005. "Consumer-finance myths and other obstacles to financial literacy," Supervisory Policy Analysis Working Papers 2005-03, Federal Reserve Bank of St. Louis.
• Courtney Coile & Kevin Milligan, 2006. "How Household Portfolios Evolve After Retirement: The Effect of Aging and Health Shocks," NBER Working Papers 12391, National Bureau of Economic Research, Inc.
• K. Huang & Z. Liu, "undated". "Implementing Arrow-Debreu equilibria by trading infinitely lived securities," Working Papers 2000-21, Utah State University, Department of Economics.
• Machiel van Dijk & Michiel Bijlsma & Marc Pomp, 2006. "The price of free advice," CPB Discussion Paper 66, CPB Netherlands Bureau for Economic Policy Analysis.
• Paul Hiebert, 2006. "Household Saving and Asset Valuations in Selected Industrialised Countries," RBA Research Discussion Papers rdp2006-07, Reserve Bank of Australia.
• Nicola Bruti-Liberati & Eckhard Platen, 2006. "On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance," Research Paper Series 179, Quantitative Finance Research Centre, University of Technology, Sydney.
• Cornand, Camille & Heinemann, Frank, 2006. "Optimal Degree of Public Information Dissemination," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 158, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Jorg Bibow, 2006. "How the Maastricht Regime Fosters Divergence as Well as Fragility," Economics Working Paper Archive wp_460, Levy Economics Institute.
• R. F. Kosobud & H.H. Stokes & C.D. Tallarico & B.L. Scott, 2004. "The Chicago VOC Trading System: The Consequences of Market Design for Performance," Working Papers 0419, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
• Beuselinck, C. & Manigart, S., 2006. "Financial reporting quality in privaty equity backed companies: the impact of ownership concentration," Vlerick Leuven Gent Management School Working Paper Series 2005-23, Vlerick Leuven Gent Management School.
• Marco LiCalzi & Paolo Pellizzari, 2006. "Simple Market Protocols for Efficient Risk Sharing," Working Papers 136, Department of Applied Mathematics, Università Ca' Foscari Venezia.
• Joshua Linn, 2006. "Stock Prices and the Cost of Environmental Regulation," Working Papers 0611, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
• Abdelkrim Seghir & Juan Pablo Torres-Martinez, 2006. "Wealth transfers and the role of collateral when lifetimes are uncertain," Textos para discussão 527, Department of Economics PUC-Rio (Brazil).
• Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright, 2006. "The U.S. Treasury yield curve: 1961 to the present," Finance and Economics Discussion Series 2006-28, Board of Governors of the Federal Reserve System (U.S.).
• Daniel M. Covitz & Song Han & Beth Anne Wilson, 2006. "Are longer bankruptcies really more costly?," Finance and Economics Discussion Series 2006-27, Board of Governors of the Federal Reserve System (U.S.).
• Bellemare, Charles & Shearer, Bruce S., 2006. "Sorting, Incentives and Risk Preferences: Evidence from a Field Experiment," IZA Discussion Papers 2227, Institute of Labor Economics (IZA).
• Matti Liski & Juan-Pablo Montero, 2005. "Forward trading and collusion in oligopoly," Working Papers 0506, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
• Item repec:pas:camaaa:2006-19 is not listed on IDEAS anymore

• Christopher D. Carroll & Miles S. Kimball, 2006. "Precautionary Saving and Precautionary Wealth," Economics Working Paper Archive 530, The Johns Hopkins University,Department of Economics.
• Nick Bloom & John Van Reenen & Stephen Bond, 2006. "Uncertainty and Investment Dynamics," NBER Working Papers 12383, National Bureau of Economic Research, Inc.