Report NEP-FIN-2005-11-05

This is the archive for NEP-FIN, a report on new working papers in the area of Finance. Philip Yu issued this report. It is usually issued weekly.

This report is closed
Other reports in NEP-FIN

The following items were announced in this report:

• Eirik Gaard Kristiansen, 2005. "Strategic bank monitoring and firms’ debt structure," Working Paper 2005/10, Norges Bank.
• Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo, 2005. "Testing For Financial Contagion Between Developed And Emerging Markets During The 1997 East Asian Crisis," Economics and Finance Discussion Papers 05-08, Economics and Finance Section, School of Social Sciences, Brunel University.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers 05-09, Economics and Finance Section, School of Social Sciences, Brunel University.
• Ray Barrell & E Philip Davis, 2005. "Shocks And Shock Absorbers: The International Propagation Of Equity Market Shocks And The Design Of Appropriate Policy Responses," Economics and Finance Discussion Papers 05-12, Economics and Finance Section, School of Social Sciences, Brunel University.
• Ray Barrell & E Philip Davis, 2005. "Equity Prices And The Real Economy – A Vector Error-Correction Approach," Economics and Finance Discussion Papers 05-13, Economics and Finance Section, School of Social Sciences, Brunel University.
• E Philip Davis, 2005. "The Role Of Pension Funds As Institutional Investors In Emerging Markets," Economics and Finance Discussion Papers 05-18, Economics and Finance Section, School of Social Sciences, Brunel University.
• E Philip Davis & CHRISTOS IOANNIDIS & NICOLA SPAGNOLO, 2005. "Stock Market Integration And European Monetary Union," Economics and Finance Discussion Papers 05-19, Economics and Finance Section, School of Social Sciences, Brunel University.
• Eugen Kovac, 2005. "Speculation and Survival in Financial Markets," CERGE-EI Working Papers wp276, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Item repec:col:000135:001419 is not listed on IDEAS anymore

• Matthew Pritsker, 2005. "Large investors: implications for equilibrium asset, returns, shock absorption, and liquidity," Finance and Economics Discussion Series 2005-36, Board of Governors of the Federal Reserve System (U.S.).
• Daniel M. Covitz & Steven A. Sharpe, 2005. "Do nonfinancial firms use interest rate derivatives to hedge?," Finance and Economics Discussion Series 2005-39, Board of Governors of the Federal Reserve System (U.S.).
• Geert Bekaert & Eric Engstrom & Yuhang Xing, 2005. "Risk, uncertainty, and asset prices," Finance and Economics Discussion Series 2005-40, Board of Governors of the Federal Reserve System (U.S.).
• Massimo Guidolin & Eliana La Ferrara, 2005. "The economic effects of violent conflict: evidence from asset market reactions," Working Papers 2005-066, Federal Reserve Bank of St. Louis.
• Gur Huberman & Zhenyu Wang, 2005. "Arbitrage pricing theory," Staff Reports 216, Federal Reserve Bank of New York.
• Jose Manuel Campa & Linda S. Goldberg & Jose M. Gonzalez-Minguez, 2005. "Exchange rate pass-through to import prices in the Euro area," Staff Reports 219, Federal Reserve Bank of New York.
• Kenneth D. Garbade & John Kambhu, 2005. "Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities?," Staff Reports 223, Federal Reserve Bank of New York.
• Joydeep Bhattacharya & Joseph H. Haslag & Antoine Martin, 2005. "The Tobin effect and the Friedman rule," Staff Reports 224, Federal Reserve Bank of New York.
• Ronel Elul, 2005. "Collateral, credit history, and the financial decelerator," Working Papers 05-23, Federal Reserve Bank of Philadelphia.
• Barry Eichengreen & Kenneth M. Kletzer & Ashoka Mody, 2005. "The IMF in a world of private capital markets," Working Paper Series 2005-12, Federal Reserve Bank of San Francisco.
• Queijo, Virginia, 2005. "How Important are Financial Frictions in the U.S. and Euro Area?," Seminar Papers 738, Stockholm University, Institute for International Economic Studies.
• Bjuggren, Per-Olof & Eklund, Johan & Wiberg, Daniel, 2005. "Ownership Structure, Control and Firm Performance: The Effects of Vote Differentiated Shares," Ratio Working Papers 71, The Ratio Institute.
• Werner Jammernegg & Peter Kischka, 2005. "A Decision Rule Based on the Conditional Value at Risk," Jenaer Schriften zur Wirtschaftswissenschaft (Expired!) 09/2005, Friedrich-Schiller-Universität Jena, Wirtschaftswissenschaftliche Fakultät.
• Andreas Freytag & Donato Masciandaro, 2005. "Financial Supervision Fragmentation and Central Bank Independence: The Two Sides of the Same Coin?," Jenaer Schriften zur Wirtschaftswissenschaft (Expired!) 14/2005, Friedrich-Schiller-Universität Jena, Wirtschaftswissenschaftliche Fakultät.
• Martin D. D. Evans & Viktoria Hnatkovska, 2005. "International Capital Flows, Returns and World Financial Integration," NBER Working Papers 11701, National Bureau of Economic Research, Inc.
• Sydeny C. Ludvigson & Serena Ng, 2005. "Macro Factors in Bond Risk Premia," NBER Working Papers 11703, National Bureau of Economic Research, Inc.
• William H. Branson & Conor N. Healy, 2005. "Monetary and Exchange Rate Policy Coordination in ASEAN 1," NBER Working Papers 11713, National Bureau of Economic Research, Inc.
• Xavier Gabaix & Parameswaran Gopikrishnan & Vasiliki Plerou & H. Eugene Stanley, 2005. "Institutional Investors and Stock Market Volatility," NBER Working Papers 11722, National Bureau of Economic Research, Inc.
• Olivia S. Mitchell & Stephen P. Utkus & Tongxuan (Stella) Yang, 2005. "Turning Workers into Savers? Incentives, Liquidity, and Choice in 401(k) Plan Design," NBER Working Papers 11726, National Bureau of Economic Research, Inc.
• Line Vogt, 2005. "The EU's Single Market: At Your Service?," OECD Economics Department Working Papers 449, OECD Publishing.
• Vahe Lskavyan & Mariana Spatareanu, 2005. "Ownership Concentration, Market Monitoring and Performance: Evidence from the UK, the Czech Republic and Poland," Working Papers Rutgers University, Newark 2005-012, Department of Economics, Rutgers University, Newark.
• Han N. Ozsoylev & Shino Takayama, 2005. "Price, Trade Size, and Information Revelation in Multi-Period Securities Markets," OFRC Working Papers Series 2005fe10, Oxford Financial Research Centre.
• Han N. Ozsoylev, 2005. "Amplification and Asymmetry in Crashes and Frenzies," OFRC Working Papers Series 2005fe11, Oxford Financial Research Centre.
• Filippo Ippolito, 2005. "Convertible Preferred Stock in Venture Capital Financing," OFRC Working Papers Series 2005fe12, Oxford Financial Research Centre.
• Filippo Ippolito, 2005. "Takeover Defenses, Firm-Specific Skills and Managerial Entrenchment," OFRC Working Papers Series 2005fe13, Oxford Financial Research Centre.
• Monika Bütler & Federica Teppa, 2005. "Should You Take a Lump-Sum or Annuitize? Results from Swiss Pension Funds," University of St. Gallen Department of Economics working paper series 2005 2005-20, Department of Economics, University of St. Gallen.
• Svetlana Boyarchenko & Sergei Levendorskii, 2005. "General option exercise rules, with applications to embedded options and monopolistic expansion," Finance 0511001, University Library of Munich, Germany.
• Christian Fries, 2005. "The Foresight Bias in Monte-Carlo Pricing of Options with Early," Finance 0511002, University Library of Munich, Germany, revised 08 Nov 2005.
• Diana Barro & Elio Canestrelli, 2005. "Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization," GE, Growth, Math methods 0510011, University Library of Munich, Germany.
• Diana Barro & Elio Canestrelli, 2005. "Tracking Error: a multistage portfolio model," GE, Growth, Math methods 0510012, University Library of Munich, Germany.
• Virgiliu Midrigan, 2005. "International Price Dispersion in State-Dependent Pricing Models," International Finance 0511001, University Library of Munich, Germany.
• Shu Wu, 2005. "Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200519, University of Kansas, Department of Economics, revised Oct 2005.
• Shu Wu & Yong Zeng, 2005. "The Term Structure of Interest Rates under Regime Shifts and Jumps," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200520, University of Kansas, Department of Economics, revised Oct 2005.
• Bentahar, Imen & Bouchard, Bruno, 2005. "Explicit characterization of the super-replication strategy in financial markets with partial transaction costs," SFB 649 Discussion Papers 2005-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.