Report NEP-FMK-2005-10-29

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schloegl issued this report. It is usually issued weekly.

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

Other reports in NEP-FMK

The following items were announced in this report:

• Ana Fernandes, 2005. "Knowledge, Technology Adoption and Financial Innovation," Diskussionsschriften dp0513, Universitaet Bern, Departement Volkswirtschaft.
• Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2005. "The Emerging Market Crisis and Stock Market Linkages: Further Evidence," IEPR Working Papers 05.27, Institute of Economic Policy Research (IEPR).
• Antonio Nicolo' & Loriana Pelizzon, 2005. "Credit Derivatives: Capital Requirements and Strategic Contracting," "Marco Fanno" Working Papers 0006, Dipartimento di Scienze Economiche "Marco Fanno".
• Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2004. "Does Anonymity Matter in Electronic Limit Order Markets?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 3, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• De Fiore, Fiorella & Uhlig, Harald, 2005. "Bank finance versus bond finance: What explains the differences between US and Europe?," SFB 649 Discussion Papers 2005-042, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Sascha Mergner & Jan Bulla, 2005. "Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques," Finance 0510029, University Library of Munich, Germany.
• Brüggemann, Ralf & Lütkepohl, Helmut, 2005. "Uncovered interest rate parity and the expectations hypothesis of the term structure: Empirical results for the US and Europe," SFB 649 Discussion Papers 2005-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Valentín Délano & Felipe Jaque, 2005. "Spreads Soberanos: ¿Diferencian los Inversionistas Internacionales entre Economías Emergentes?," Working Papers Central Bank of Chile 332, Central Bank of Chile.
• Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja, 2005. "Robust Lessons about Practical Early Warning Systems," Hannover Economic Papers (HEP) dp-322, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Hafedh Bouakez & Nooman Rebei, 2005. "Has Exchange Rate Pass-Through Really Declined in Canada?," Staff Working Papers 05-29, Bank of Canada.
• Bühler, Wolfgang & Koziol, Christian, 2004. "Banking Regulation and Financial Accelerators: A One-Period Model with Unlimited Liability," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 17, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Hakenes, Hendrik & Schnabel, Isabel, 2004. "Banks without Parachutes - Competitive Effects of Government Bail-out Policies," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 8, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Minford, Patrick & Peel, David, 2005. "On the equality of Real Interest Rates across borders in Integrated Capital Markets," Cardiff Economics Working Papers E2005/3, Cardiff University, Cardiff Business School, Economics Section.
• M. Koetter, 2005. "Evaluating the German Bank Merger Wave," Working Papers 05-16, Utrecht School of Economics.
• Junning Cai, 2005. "Currency Manipulation versus Current Account Manipulation," International Finance 0510023, University Library of Munich, Germany.
• Alessandro Sansone & Giuseppe Garofalo, 2005. "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Finance 0510026, University Library of Munich, Germany.
• Kugler, Maurice & Oppes, Rossella, 2005. "Collateral and risk sharing in group lending: evidence from an urban microcredit program," Discussion Paper Series In Economics And Econometrics 0504, Economics Division, School of Social Sciences, University of Southampton.
• Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 7, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Miller, Marcus & Ghosal, Sayantan & Dhillon, Amrita & García-Fronti, Javier, 2005. "Bargaining and Sustainability: The Argentine Debt Swap of 2005," CEPR Discussion Papers 5236, C.E.P.R. Discussion Papers.
• Carolyn Currie, 2005. "A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks," Working Paper Series 143, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
• C.J.M. Kool, 2005. "What Drives ECB Monetary Policy?," Working Papers 05-03, Utrecht School of Economics.
• Häussler, Carolin, 2004. "Does Partnering Pay Off? - Stock Market Reactions to Inter-Firm Collaboration Announcements in Germany," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 14, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• G. Rawlings & B. Unger, 2005. "Competing for Criminal Money," Working Papers 05-26, Utrecht School of Economics.
• M.C.J. van Rooij & C.J.M. Kool & H.M. Prast, 2005. "Risk-return preferences in the pension domain: are people able to choose?," Working Papers 05-04, Utrecht School of Economics.
• Tong, Jian, 2005. "Credit rationing and firms in oligopoly," Discussion Paper Series In Economics And Econometrics 0505, Economics Division, School of Social Sciences, University of Southampton.
• B. Candelon & C.J.M. Kool & K. Raabe & T. van Veen, 2005. "The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates," Working Papers 05-09, Utrecht School of Economics.
• Item repec:use:tkiwps:0515 is not listed on IDEAS anymore

• Tong, Jian & Xu, Chenggang, 2003. "Financial institutions and the wealth of nations: tales of development," Discussion Paper Series In Economics And Econometrics 0404, Economics Division, School of Social Sciences, University of Southampton.
• Ray Barrell & Professor E. Philip Davis, 2004. "Costs of Financial Instability, Household-Sector Balance Sheets and Consumption," National Institute of Economic and Social Research (NIESR) Discussion Papers 243, National Institute of Economic and Social Research.
• Zulfiqar Hyder & Sardar Shah, 2005. "Exchange Rate Pass-Through to Domestic Prices in Pakistan," Macroeconomics 0510021, University Library of Munich, Germany.
• Andre Santos & Joao Tusi & Newton Da Costa Jr & Sergio Da Silva, 2005. "Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers," Finance 0510030, University Library of Munich, Germany.
• Lengwiler, Yvan & Wolfstetter, Elmar G., 2005. "Bid Rigging. An Analysis of Corruption in Auctions," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 39, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Geraats, P.M, 2005. "Transparency of Monetary Policy: Theory and Practice," Cambridge Working Papers in Economics 0549, Faculty of Economics, University of Cambridge.
• Item repec:hum:wpaper:sfb649dp2005-024 is not listed on IDEAS anymore

• Item repec:col:000145:001413 is not listed on IDEAS anymore

• Item repec:col:000138:001413 is not listed on IDEAS anymore

• Nicolas Magud & Carmen M. Reinhart, 2005. "Capital Controls: An Evaluation," University of Oregon Economics Department Working Papers 2005-19, University of Oregon Economics Department.
• Giacomini, Enzo & Härdle, Wolfgang Karl, 2005. "Value-at-risk calculations with time varying copulae," SFB 649 Discussion Papers 2005-004, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Ray Barrell & Professor E. Philip Davis, 2004. "Financial Liberalisation, Consumption and Wealth Effects in 7 OECD Countries," National Institute of Economic and Social Research (NIESR) Discussion Papers 247, National Institute of Economic and Social Research.
• Victor Pontines & Reza Siregar, 2005. "External Debt and Exchange Rate Overshooting: The Case of Selected East Asian Countries," International Finance 0510022, University Library of Munich, Germany.