Report NEP-FMK-2006-10-21

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:bofrdp:2005_009 is not listed on IDEAS anymore

• Item repec:hhs:bofrdp:2006_001 is not listed on IDEAS anymore

• Item repec:hhs:bofrdp:2006_003 is not listed on IDEAS anymore

• Marco Cipriani & Graciela L. Kaminsky, 2006. "Volatility in International Financial Market Issuance: The Role of the Financial Center," NBER Working Papers 12587, National Bureau of Economic Research, Inc.
• Item repec:hhs:bofrdp:2005_024 is not listed on IDEAS anymore

• Item repec:hhs:bofrdp:2006_016 is not listed on IDEAS anymore

• Panicos Demetriades & Michail Karoglou & Siong Hook Law, 2006. "Financial Liberalisation and Breaks in Stock Market Volatility," Discussion Papers in Economics 06/13, Division of Economics, School of Business, University of Leicester, revised Nov 2006.
• Item repec:hhs:bofrdp:2006_019 is not listed on IDEAS anymore

• Toth, Bence & Scalas, Enrico & Huber, Juergen & Kirchler, Michael, 2006. "The value of information in a multi-agent market model," MPRA Paper 341, University Library of Munich, Germany.
• Item repec:hhs:bofrdp:2006_013 is not listed on IDEAS anymore

• Ojo, Marianne, 2005. "The Financial Services Authority : A Model of Improved Accountability?," MPRA Paper 228, University Library of Munich, Germany, revised Aug 2006.
• Item repec:hhs:bofrdp:2006_020 is not listed on IDEAS anymore

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

• Item repec:hhs:bofrdp:2006_017 is not listed on IDEAS anymore

• Hendrik Hakenes & Isabel Schnabel, 2006. "The Threat of Capital Drain: A Rationale for Public Banks?," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2006_11, Max Planck Institute for Research on Collective Goods.
• Item repec:hhs:bofrdp:2006_007 is not listed on IDEAS anymore

• Item repec:hhs:bofrdp:2005_003 is not listed on IDEAS anymore

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

• Schmitz, Philipp & Glaser, Markus & Weber, Martin, 2006. "Individual Investor Sentiment and Stock Returns - What Do We Learn from Warrant Traders?," Sonderforschungsbereich 504 Publications 06-12, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
• Chen, Jing & Chollete, Lorán, 2006. "Financial Distress and Idiosyncratic Volatility: An Empirical Investigation," Discussion Papers 2006/8, Norwegian School of Economics, Department of Business and Management Science.
• SODOKIN, Koffi, 2006. "La complémentarité des banques et des microbanques dans une approche de la comptabilité des flux et des stocks," LEG - Document de travail - Economie 2006-09, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne.
• Item repec:hhs:bofrdp:2006_006 is not listed on IDEAS anymore

• Item repec:hhs:bofrdp:2006_010 is not listed on IDEAS anymore

• Hali J. Edison & Francis E. Warnock, 2006. "Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets," NBER Working Papers 12589, National Bureau of Economic Research, Inc.
• Item repec:hhs:bofrdp:2006_015 is not listed on IDEAS anymore

• Item repec:hhs:bofrdp:2006_008 is not listed on IDEAS anymore

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

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

• Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2006. "Pricing Implications of Shared Variance in Liquidity Measures," Discussion Papers 2006/9, Norwegian School of Economics, Department of Business and Management Science, revised 21 Jun 2007.
• Item repec:hhs:bofrdp:2006_014 is not listed on IDEAS anymore

• Item repec:hhs:bofrdp:2005_027 is not listed on IDEAS anymore

• Item repec:hhs:bofrdp:2005_002 is not listed on IDEAS anymore

• L. Grossi & G. Morelli, 2006. "Robust volatility forecasts and model selection in financial time series," Economics Department Working Papers 2006-SE02, Department of Economics, Parma University (Italy).
• Item repec:ven:wpaper:38_06 is not listed on IDEAS anymore

• Item repec:hhs:bofrdp:2006_002 is not listed on IDEAS anymore

• Item repec:hhs:bofrdp:2005_011 is not listed on IDEAS anymore

• Ekern, Steinar, 2006. "A Dozen Consistent CAPM-Related Valuation Models - So Why Use the Incorrect One?," Discussion Papers 2006/6, Norwegian School of Economics, Department of Business and Management Science, revised 25 Apr 2007.
• Item repec:pas:camaaa:2006-23 is not listed on IDEAS anymore

• Lindset, Snorre & Persson, Svein-Arne, 2005. "A Note on a Barrier Exchange Option: The World’s Simplest Option Formula?," Discussion Papers 2005/5, Norwegian School of Economics, Department of Business and Management Science.
• Hvide, Hans K., 2005. "Optimal contracts under imperfect enforcement revisited," Discussion Papers 2005/4, Norwegian School of Economics, Department of Business and Management Science.
• Berka, Martin, 2005. "General Equilibrium Model of Arbitrage Trade and Real Exchange Rate Persistence," MPRA Paper 234, University Library of Munich, Germany.
• Item repec:ven:wpaper:39_06 is not listed on IDEAS anymore

• González, Manuel, 2004. "La Curva de Retorno y el Modelo C-CAPM: Evidencia para Chile," MPRA Paper 309, University Library of Munich, Germany.
• Item repec:hhs:bofrdp:2005_018 is not listed on IDEAS anymore

• Item repec:hhs:bofrdp:2005_019 is not listed on IDEAS anymore

• Norbäck, Pehr-Johan & Persson, Lars, 2006. "Investment Lilberalization - Why a Restrictive Cross-Border Merger Policy can be Counterproductive," Working Paper Series 666, Research Institute of Industrial Economics.
• Item repec:hhs:bofrdp:2005_016 is not listed on IDEAS anymore

• Forssbaeck, Jens & Oxelheim, Lars, 2006. "The Interplay between Money Market Development and Changes in Monetary Policy Operations in Small European Countries, 1980–2000," Working Paper Series 669, Research Institute of Industrial Economics.
• Oliver Kirchkamp, & Eva Poen, & Philipp Reiß, 2006. "Outside options: Another reason to choose the first-price auction," CRIEFF Discussion Papers 0605, Centre for Research into Industry, Enterprise, Finance and the Firm.
• Andrén, Niclas & Oxelheim, Lars, 2006. "Producer Prices in the Transition to a Common Currency," Working Paper Series 668, Research Institute of Industrial Economics.
• Marek Hudon & Daniel Traca, 2006. "On the efficiency effects of subsidies in microfinance: an empirical inquiry," Working Papers CEB 06-020.RS, ULB -- Universite Libre de Bruxelles.
• Aase, Knut K., 2005. "Using Option Pricing Theory to Infer About Equity Premiums," Discussion Papers 2005/11, Norwegian School of Economics, Department of Business and Management Science.
• Abramov, Vyacheslav & Klebaner, Fima, 2006. "Forecasting and testing a non-constant volatility," MPRA Paper 207, University Library of Munich, Germany.
• Annamaria Lusardi & Olivia S. Mitchell, 2006. "Baby Boomer Retirement Security: the Roles of Planning, Financial Literacy, and Housing Wealth," NBER Working Papers 12585, National Bureau of Economic Research, Inc.
• W. Kip Viscusi & Richard J. Zeckhauser, 2006. "National Survey Evidence on Disasters and Relief: Risk Beliefs, Self-Interest, and Compassion," NBER Working Papers 12582, National Bureau of Economic Research, Inc.
• Oliver Kirchkamp, & Philipp Reiß, 2006. "Expectations in first-price auctions," CRIEFF Discussion Papers 0609, Centre for Research into Industry, Enterprise, Finance and the Firm.
• von Kalckreuth, Ulf & von Furstenberg, George M., 2006. "Dependence on external finance: an inherent industry characteristic?," Discussion Paper Series 1: Economic Studies 2006,30, Deutsche Bundesbank.
• SODOKIN, Koffi, 2006. "La fonction monétaire des institutions de microfinance et leurs relations de complémentarité avec les banques officielles dans les pays en développement," LEG - Document de travail - Economie 2006-08, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne.
• Jörnsten, Kurt & Ubøe, Jan, 2005. "Efficient Statistical Equilibria in Markets," Discussion Papers 2005/2, Norwegian School of Economics, Department of Business and Management Science.
• Stecher, Jack D., 2006. "The Nonequivalence of the Earnings and Dividends Approaches to Equity Valuation," Discussion Papers 2006/1, Norwegian School of Economics, Department of Business and Management Science.
• Aase, Knut K., 2005. "The perpetual American put option for jump-diffusions with applications," Discussion Papers 2005/12, Norwegian School of Economics, Department of Business and Management Science.
• Item repec:hhs:bofrdp:2005_021 is not listed on IDEAS anymore

• Tomaso Duso & Klaus Gugler & Burcin Yurtoglu, 2006. "Is the Event Study Methodology Useful for Merger Analysis? A Comparison of Stock Market and Accounting Data," CIG Working Papers SP II 2006-19, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
• M. Menegatti, 2006. "A note on a new interpretation for the precautionary saving motive," Economics Department Working Papers 2006-EP05, Department of Economics, Parma University (Italy).
• Item repec:hhs:bofrdp:2005_023 is not listed on IDEAS anymore

• Fugarolas Álvarez-Ude, Guadalupe & Matesanz Gómez, David, 2005. "Restricción de balanza de pagos y vulnerabilidad externa en la argentina de los noventa. Un análisis de caso," MPRA Paper 210, University Library of Munich, Germany, revised 2005.