Report NEP-FMK-2006-09-16

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-FMK

The following items were announced in this report:

• Adasme, Osvaldo & Majnoni, Giovanni & Uribe, Myriam, 2006. "Access and risk - friends or foes? Lessons from Chile," Policy Research Working Paper Series 4003, The World Bank.
• Monika Piazzesi & Eric T. Swanson, 2006. "Futures prices as risk-adjusted forecasts of monetary policy," Working Paper Series 2006-23, Federal Reserve Bank of San Francisco.
• Pietro ALESSANDRINI & Andrea PRESBITERO & Alberto ZAZZARO, 2006. "Banks, Distances and Financing Constraints for Firms," Working Papers 266, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Item repec:dgr:kubcen:200671 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200672 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200667 is not listed on IDEAS anymore

• Pietro ALESSANDRINI & Giorgio CALCAGNINI & Alberto ZAZZARO, 2006. "Asset Restructuring Strategies in Bank Acquisitions: Evidence from the Italian Banking Industry," Working Papers 264, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Item repec:dgr:kubcen:200668 is not listed on IDEAS anymore

• Csilla Horváth & Judit Krekó & Anna Naszódi, 2006. "Is there a bank lending channel in Hungary? Evidence from bank panel data," MNB Working Papers 2006/7, Magyar Nemzeti Bank (Central Bank of Hungary).
• Viviana Fernandez & Brian M Lucey, 2006. "Portfolio management implications of volatility shifts: Evidence from simulated data," Documentos de Trabajo 219, Centro de Economía Aplicada, Universidad de Chile.
• Item repec:sac:wpaper:641005 is not listed on IDEAS anymore

• Jose Eduardo de A. Ferreira, 2006. "Periodically Collapsing Rational Bubbles in Exchange Rates: A Markov-Switching Analysis for a Sample of Industrialised Markets," Studies in Economics 0604, School of Economics, University of Kent.
• Antonio Diez de los Rios & René Garcia, 2006. "Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns," Staff Working Papers 06-31, Bank of Canada.
• Jeffrey Frankel & Jumana Poonawala, 2006. "The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies," NBER Working Papers 12496, National Bureau of Economic Research, Inc.
• Kabir Dutta & Jason Perry, 2006. "A tale of tails: an empirical analysis of loss distribution models for estimating operational risk capital," Working Papers 06-13, Federal Reserve Bank of Boston.
• José Ramalho, 1990. "The steady-state budget constraint and the integration of european financial markets: an arithmetical exercise," BIS Working Papers 14, Bank for International Settlements.
• Luigi Guiso & Paola Sapienza & Luigi Zingales, 2006. "The Cost of Banking Regulation," NBER Working Papers 12501, National Bureau of Economic Research, Inc.
• Jorge Braga de Macedo & Luis Brites Pereira, 2006. "The credibility of Cabo Verde’s currency peg," Nova SBE Working Paper Series wp494, Universidade Nova de Lisboa, Nova School of Business and Economics.
• Hui Guo & Zijun Wang & Jian Yang, 2006. "Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market," Working Papers 2006-047, Federal Reserve Bank of St. Louis.
• Sawischlewski, Katja & Menkhoff, Lukas & Beckmann, Daniela, 2005. "Robust Lessons about Practical Early Warning Systems," Proceedings of the German Development Economics Conference, Kiel 2005 3, Verein für Socialpolitik, Research Committee Development Economics.
• Pilar Abad Romero & M. Dolores Robles Fernández, 2005. "Risk and returns around bond rating changes: New evidence from the Spanish Stock Market," Documentos de Trabajo del ICAE 0505, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2006. "The Returns to Currency Speculation," NBER Working Papers 12489, National Bureau of Economic Research, Inc.
• John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock, 2006. "Look at Me Now: What Attracts U.S. Shareholders?," NBER Working Papers 12500, National Bureau of Economic Research, Inc.
• Kilkenny, Maureen & Jolly, Robert W., 2005. "Are Rural Credit Markets Competitive? Is There Room for Competition in Rural Credit Markets?," Staff General Research Papers Archive 12634, Iowa State University, Department of Economics.
• Bruce Mizrach & Susan Weerts, 2006. "Highs and Lows: A Behavioral and Technical Analysis," Departmental Working Papers 200610, Rutgers University, Department of Economics.
• Marco Corazza & A.G. Malliaris & Elisa Scalco, 2006. "Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests," Working Papers 137, Department of Applied Mathematics, Università Ca' Foscari Venezia.
• Christopher J. Neely & Joshua M. Ulrich & Paul A. Weller, 2007. "The adaptive markets hypothesis: evidence from the foreign exchange market," Working Papers 2006-046, Federal Reserve Bank of St. Louis.
• Alvaro Cartea & Thomas Williams, 2006. "UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts," Birkbeck Working Papers in Economics and Finance 0608, Birkbeck, Department of Economics, Mathematics & Statistics.
• Meza, Felipe & Benjamin, David, 2006. "Productivity in economies with financial frictions: facts and a theory," Discussion Paper Series In Economics And Econometrics 0613, Economics Division, School of Social Sciences, University of Southampton.
• Olcay Yucel Culha & Fatih Ozatay & Gulbin Sahinbeyoglu, 2006. "The Determinants of Sovereign Spreads in Emerging Markets," Working Papers 0604, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Edward W. Piotrowski & Jan Sladkowski, "undated". "Geometry of Financial Markets - Towards Information Theory Model of Markets," Departmental Working Papers 26, University of Bialtystok, Department of Theoretical Physics.
• Linda S. Goldberg & Cédric Tille, 2006. "The International Role of the Dollar and Trade Balance Adjustment," NBER Working Papers 12495, National Bureau of Economic Research, Inc.
• Linda S. Goldberg & Cédric Tille, 2006. "The internationalization of the dollar and trade balance adjustment," Staff Reports 255, Federal Reserve Bank of New York.
• Alberto ZAZZARO, 2006. "La scomparsa dei centri decisionali dal sistema bancario meriodionale," Working Papers 262, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Item repec:dgr:kubcen:200678 is not listed on IDEAS anymore

• Harl, Neil E., 2005. "History and Unique Features of the Farm Credit System," Staff General Research Papers Archive 12677, Iowa State University, Department of Economics.
• Item repec:col:001004:002658 is not listed on IDEAS anymore

• Howard Kunreuther & Mark Pauly, 2006. "Rules Rather Than Discretion: Lessons from Hurricane Katrina," NBER Working Papers 12503, National Bureau of Economic Research, Inc.
• Kristopher Gerardi & Harvey S. Rosen & Paul S. Willen, 2006. "Do households benefit from financial deregulation and innovation?: the case of the mortgage market," Public Policy Discussion Paper 06-6, Federal Reserve Bank of Boston.
• Edward W. Piotrowski & Malgorzata Schroeder, "undated". "Kelly Criterion Revisited: Optimal Bets," Departmental Working Papers 24, University of Bialtystok, Department of Theoretical Physics.
• Item repec:dgr:kubcen:200665 is not listed on IDEAS anymore

• Gene Amromin & Jennifer Huang & Clemens Sialm, 2006. "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Working Paper Series WP-06-05, Federal Reserve Bank of Chicago.
• Sonia Benito & Alfonso Novales Cinca, 2005. "A factor analysis of volatility across the term structure: the Spanish case," Documentos de Trabajo del ICAE 0502, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• P. J. Engelen, 2006. "An Economic Analysis of the Bekaert NV Insider Trading Case," Working Papers 06-04, Utrecht School of Economics.
• Felipe Balmaceda & Ronald Fischer, 2006. "Performance of an economy with credit constraints, bankruptcy and labor inflexibility," Documentos de Trabajo 222, Centro de Economía Aplicada, Universidad de Chile.
• Olivier Armantier & Nicolas Treich, 2006. "Overbidding in Independant Private-Values Auctions and Misperception of Probabilities," CIRANO Working Papers 2006s-15, CIRANO.
• Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian, 2005. "The Decline in German Output Volatility: A Bayesian Analysis," Economics Working Papers 2006-02, Christian-Albrechts-University of Kiel, Department of Economics.
• Saubhik Deb, 2006. "Output Growth, Capital Flow Reversals and Sudden stop Crises," Departmental Working Papers 200606, Rutgers University, Department of Economics.
• Raymond Kan & Cesare Robotti, 2006. "Specification tests of asset pricing models using excess returns," FRB Atlanta Working Paper 2006-10, Federal Reserve Bank of Atlanta.
• David L. Dickinson, 2006. "Cash or Credit? The importance of reward medium and experiment timing in classroom preferences for fairness," Working Papers 06-12, Department of Economics, Appalachian State University.
• Item repec:dgr:kubcen:200670 is not listed on IDEAS anymore

• Kenny, Charles, 2006. "What is effective aid? How would donors allocate It?," Policy Research Working Paper Series 4005, The World Bank.
• Blanco, Fernando & Herrera, Santiago, 2006. "The quality of fiscal adjustment and the long-run growth impact of fiscal policy in Brazil," Policy Research Working Paper Series 4004, The World Bank.
• Item repec:col:001069:002666 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200669 is not listed on IDEAS anymore

• Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004. "Portfolio Selection with Monotone Mean-Variance Preferences," Carlo Alberto Notebooks 6, Collegio Carlo Alberto, revised 2007.
• Ruby Shih & David E. A. Giles, 2006. "Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada," Econometrics Working Papers 0605, Department of Economics, University of Victoria.
• Item repec:col:001039:002654 is not listed on IDEAS anymore

• Saubhik Deb, 2006. "Trade First and Trade Fast: A Duration Analysis of Recovery from Currency Crisis," Departmental Working Papers 200607, Rutgers University, Department of Economics.
• LOVO, Stefano & HÖRNER, Johanes, 2006. "Belief-free Equilibria in games with incomplete information," HEC Research Papers Series 845, HEC Paris.
• Budria, Santiago, 2006. "Term premium and equity premium in economies with habit formation," UC3M Working papers. Economics we065522, Universidad Carlos III de Madrid. Departamento de Economía.
• T.Huw Edwards, 2006. "International Share Ownership, Profit Shift and Protectionism," Discussion Paper Series 2006_15, Department of Economics, Loughborough University.
• Bradley Herring & Mark V. Pauly, 2006. "The Effect of State Community Rating Regulations on Premiums and Coverage in the Individual Health Insurance Market," NBER Working Papers 12504, National Bureau of Economic Research, Inc.
• Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2006. "Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism Among G7 Countries," NBER Working Papers 12483, National Bureau of Economic Research, Inc.
• Hugh Rockoff & John Landon-Lane, 2006. "A Companion to "The Origin and Diffusion of Shocks to Regional Interest Rates in the United States, 1880-2002."," Departmental Working Papers 200608, Rutgers University, Department of Economics.
• Item repec:nos:wuwpfi:smolski_aliaksei.41567-11 is not listed on IDEAS anymore

• John Williamson, 2006. "A Worldwide System of Reference Rates," Working Papers 130, Oesterreichische Nationalbank (Austrian Central Bank).
• Jolly, Robert W. & Roe, Joshua D., 2005. "Selling a Piece of the Farm Credit System," Staff General Research Papers Archive 12633, Iowa State University, Department of Economics.
• Dietrich, F.K. & List, C., 2006. "Judgment aggregation on restricted domains," Research Memorandum 033, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
• Sean D. Campbell & Morris A. Davis & Joshua H. Gallin & Robert F. Martin, 2006. "A trend and variance decomposition of the rent-price ratio in housing markets," Finance and Economics Discussion Series 2006-29, Board of Governors of the Federal Reserve System (U.S.).
• Michael Bordo & Thomas Helbling & Harold James, 2006. "Swiss Exchange Rate Policy in the 1930s. Was the Delay in Devaluation Too High a Price to Pay for Conservatism?," NBER Working Papers 12491, National Bureau of Economic Research, Inc.
• Luengo Prado, María José, 2006. "On the user cost and homeownership," UC3M Working papers. Economics we065421, Universidad Carlos III de Madrid. Departamento de Economía.
• Item repec:dgr:kubcen:200673 is not listed on IDEAS anymore

• Roques, F.A. & Nuttall, W.J. & Newbery, D.M., 2006. "Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty," Cambridge Working Papers in Economics 0650, Faculty of Economics, University of Cambridge.
• Item repec:col:001048:002656 is not listed on IDEAS anymore

• P. J. Engelen & L. Liedekerke, 2006. "An Ethical Analysis of Regulating Insider Trading," Working Papers 06-05, Utrecht School of Economics.