Report NEP-FMK-2006-10-07

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:hhs:bofitp:2005_009 is not listed on IDEAS anymore

• Stefan Krause & Felix Rioja, 2006. "Financial Development and Monetary Policy Efficiency," Emory Economics 0613, Department of Economics, Emory University (Atlanta).
• Hernandez-Canovas, Gines & Koeter-Kant, Johanna, 2006. "The European Institutional Environment and SME Relationship Lending: Should We Care?," Serie Research Memoranda 0019, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Ugo Albertazzi & Leonardo Gambacorta, 2006. "Bank profitability and the business cycle," Temi di discussione (Economic working papers) 601, Bank of Italy, Economic Research and International Relations Area.
• Item repec:hhs:bofitp:2006_005 is not listed on IDEAS anymore

• Pami Dua & Partha Sen, 2006. "Capital Flow Volatility And Exchange Rates-- The Case Of India," Working papers 144, Centre for Development Economics, Delhi School of Economics.
• Item repec:hhs:bofitp:2005_007 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2004_021 is not listed on IDEAS anymore

• Jürgen von Hagen & Haiping Zhang, 2006. "Financial Liberalization in a Small Open Economy," CESifo Working Paper Series 1771, CESifo.
• Lehner, Maria & Schnitzer, Monika, 2006. "Entry of Foreign Banks and their Impact on Host Countries," Discussion Papers in Economics 1208, University of Munich, Department of Economics.
• Wouter Botzen, W.J. & Marey, Philip S., 2006. "Does the ECB respond to the stock market?," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas, 2006. "Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange," Working Papers 0601, University of Crete, Department of Economics.
• Richard S. Grossman, 2006. "The Emergence of Central Banks and Banking Regulation in Comparative Perspective," Wesleyan Economics Working Papers 2006-021, Wesleyan University, Department of Economics.
• Bidisha Chakrabarty & Zhaohui Han & Konstantin Tyurin & Xiaoyong Zheng, 2006. "A Competing Risk Analysis of Executions and Cancellations in a Limit Order Market," CAEPR Working Papers 2006-015, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas, 2006. "Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis," Working Papers 0602, University of Crete, Department of Economics.
• Item repec:hhs:bofitp:2005_010 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2005_017 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2004_022 is not listed on IDEAS anymore

• Jean-Pierre DANTHINE & Xiangrong JIN, 2006. "Intangible Capital, Corporate Valuation and Asset Pricing," Cahiers de Recherches Economiques du Département d'économie 06.05, Université de Lausanne, Faculté des HEC, Département d’économie.
• Item repec:hhs:bofitp:2005_015 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2005_013 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2006_011 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2005_012 is not listed on IDEAS anymore

• Arghyrou, Michael G & Chortareas, Georgios, 2006. "Current Account Imbalances and Real Exchange Rates in the Euro Area," Cardiff Economics Working Papers E2006/23, Cardiff University, Cardiff Business School, Economics Section.
• Roberta Fiori & Simonetta Iannotti, 2006. "Scenario Based Principal Component Value-at-Risk: an Application to Italian Banks' Interest Rate Risk Exposure," Temi di discussione (Economic working papers) 602, Bank of Italy, Economic Research and International Relations Area.
• Mario Quagliariello, 2006. "Banks� Riskiness Over the Business Cicle: a Panel Analysis on Italian Intermediaries," Temi di discussione (Economic working papers) 599, Bank of Italy, Economic Research and International Relations Area.
• Item repec:hhs:bofitp:2006_008 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2004_017 is not listed on IDEAS anymore

• Abel Elizalde, 2006. "Credit Risk Models IV: Understanding and Pricing CDOs," Working Papers wp2006_0608, CEMFI.
• Max Bruche, 2006. "Estimating Structural Models of Corporate Bond Prices," Working Papers wp2006_0610, CEMFI.
• Item repec:hhs:bofitp:2005_004 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2005_008 is not listed on IDEAS anymore

• Bentahar, Imen, 2006. "Tail Conditional Expectation for vector-valued risks," SFB 649 Discussion Papers 2006-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Elena Yusupova, 2006. "Information Asymmetry, Share Mispricing and the Coordination Problem: Investor Portfolio Choice in Czech Voucher Privatization," CERGE-EI Working Papers wp301, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Gillman, Max & Otto, Glen, 2006. "Money Demand in General Equilibrium Endogenous Growth: Estimating the Role of a Variable Interest Elasticity," Cardiff Economics Working Papers E2006/24, Cardiff University, Cardiff Business School, Economics Section, revised Oct 2006.
• Item repec:hhs:bofitp:2005_002 is not listed on IDEAS anymore

• Item repec:hal:papers:halshs-00102698_v1 is not listed on IDEAS anymore

• Tatiana Fic & Omar F. Saqib, 2006. "Political Instability and the August 1998 Ruble Crisis," Discussion Papers of DIW Berlin 626, DIW Berlin, German Institute for Economic Research.
• Q. Farooq Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist, 2006. "Pursuing financial stability under an inflation-targeting regime," Working Paper 2006/08, Norges Bank.
• Abel Elizalde, 2006. "Credit Risk Models I: Default Correlation in Intensity Models," Working Papers wp2006_0605, CEMFI.
• Jerome L. Stein, 2006. "United States Current Account Deficits: A Stochastic Optimal Control Analysis," CESifo Working Paper Series 1805, CESifo.
• Steffen Sebastian & Marcel Tyrell, 2006. "Open-end real estate funds: danger or diamond?," Working Paper Series: Finance and Accounting 168, Department of Finance, Goethe University Frankfurt am Main.
• Item repec:hhb:aarmsl:1990_002 is not listed on IDEAS anymore

• Constantine Manasakis, 2006. "Shareholder wealth effects from mergers and acquisitions in the Greek banking industry," Working Papers 0612, University of Crete, Department of Economics.
• Juan Pablo Mateo Tomé, 2006. "Crisis de rentabilidad, acumulación de capital y distribución de la renta en la economía de México," Post-Print halshs-00103422, HAL.
• Item repec:hhb:aarmsl:2006_003 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2005_014 is not listed on IDEAS anymore

• David-Jan Jansen & Jakob de Haan & Jakob de Haan, 2006. "Does ECB Communication Help in Predicting its Interest Rate Decisions?," CESifo Working Paper Series 1804, CESifo.
• Item repec:hhs:bofitp:2005_003 is not listed on IDEAS anymore

• Yiannis Kamarianakis & Anastasios Xepapadeas, 2006. "Control Bands for Tracking Constant Portfolio Allocations with Fixed and Proportional Transaction Costs," Working Papers 0610, University of Crete, Department of Economics.
• Tobias Lindhe & Jan Södersten, 2006. "The Equity Trap, the Cost of Capital and the Firm’s Growth Path," CESifo Working Paper Series 1801, CESifo.
• Dominique M. Gross & Nicolas Schmitt, 2006. "Why do Low- and High-Skill Workers Migrate? Flow Evidence from France," CESifo Working Paper Series 1797, CESifo.
• Paolo Panteghini, 2006. "A Simple Explanation for the Unfavorable Tax Treatment of Investment Costs," CESifo Working Paper Series 1784, CESifo.
• Holly, S. & Pesaran, M.H. & Yamagata. T., 2006. "A Spatio-Temporal Model of House Prices in the US," Cambridge Working Papers in Economics 0654, Faculty of Economics, University of Cambridge.
• Abel Elizalde, 2006. "Credit Risk Models III: Reconciliation Reduced – Structural Models," Working Papers wp2006_0607, CEMFI.
• Item repec:cfs:cfswop:wp2000620 is not listed on IDEAS anymore

• Item repec:fra:franaf:169 is not listed on IDEAS anymore

• Elisabetta Iossa & Giuliana Palumbo, 2006. "Overoptimism and Lender Liability in the Consumer Credit Market," Temi di discussione (Economic working papers) 598, Bank of Italy, Economic Research and International Relations Area.
• Thiess Buettner & Michael Overesch & Ulrich Schreiber & Georg Wamser, 2006. "The Impact of Thin-Capitalization Rules on Multinationals' Financing and Investment Decisions," Working Papers 2006-06, University of Kentucky, Institute for Federalism and Intergovernmental Relations.
• Abel Elizalde, 2006. "Credit Risk Models II: Structural Models," Working Papers wp2006_0606, CEMFI.
• Jérôme Blanc, 2006. "Local currencies in European History : an analytical framework," Post-Print halshs-00102974, HAL.
• Julie A. Nelson, "undated". "Ethics and International Debt: A View from Feminist Economics," GDAE Working Papers 06-04, GDAE, Tufts University.
• Sudhir A. Shah, 2006. "Comparative risk aversion when the outcomes are vectors," Working papers 149, Centre for Development Economics, Delhi School of Economics.