Report NEP-FMK-2006-02-05

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:

• Marcio Gomes Pinto Garcia & Alexandre Lowenkron, 2005. "Cousin risks: the extent and the causes of positive correlation between country and currency risks," Textos para discussão 507, Department of Economics PUC-Rio (Brazil).
• Marcio Gomes Pinto Garcia & Fábio Urban, 2005. "O Mercado interbancário de câmbio no Brasil,Creation-Date: 2005-07," Textos para discussão 509, Department of Economics PUC-Rio (Brazil).
• Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia, 2006. "Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L," Faculty Working Papers 01/06, School of Economics and Business Administration, University of Navarra.
• Marie-Paule Laurent, 2004. "Asset return correlation in Basel II: implications for credit risk management," Working Papers CEB 04-017.RS, ULB -- Universite Libre de Bruxelles.
• Jayasena, Sajindra & Bressan, Stéphane & Madnick, Stuart, 2006. "A case study of Electronic Bill Presentment and Payment (EBPP) integration using the COIN mediation technology," Working papers 30610, Massachusetts Institute of Technology (MIT), Sloan School of Management.
• Item repec:pas:camaaa:2006-04 is not listed on IDEAS anymore

• Daniel Dorn & Gur Huberman & Paul Sengmueller, 2005. "Correlated Trading and Returns," DNB Working Papers 072, Netherlands Central Bank, Research Department.
• Amparo Nagore & Joaquín Maudos Villarroya, 2005. "Explaining Market Power Differences In Banking: A Cross-Country Study," Working Papers. Serie EC 2005-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Cunningham, Rose, 2005. "Trade Credit and Credit Rationing in Canadian Firms," Economic Analysis (EA) Research Paper Series 2005036e, Statistics Canada, Analytical Studies Branch.
• Solo, Tova Maria & Manroth, Astrid, 2006. "Access to financial services in Colombia : the"unbanked"in Bogota," Policy Research Working Paper Series 3834, The World Bank.
• David-Jan Jansen & Jakob de Haan, 2005. "Is a Word to the Wise Indeed Enough? ECB Statements and the Predictibility of Interest Rate Decisions," DNB Working Papers 075, Netherlands Central Bank, Research Department.
• Juan Carlos Gómez Sala & Germán López Espinosa, 2005. "El Valor De Las Recomendaciones De Consenso De Los Analistas Financieros En El Mercado De Capitales Español," Working Papers. Serie EC 2005-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• William W. Lang & Loretta J. Mester & Todd A. Vermilyea, 2005. "Potential competitive effects on U.S. bank credit card lending from the proposed bifurcated application of Basel II," Working Papers 05-29, Federal Reserve Bank of Philadelphia.
• Chryssanthi Balomenou & Panagyiotis Arsenos & Dimitris Lagos, 2005. "Tourist Enterprises Financing In Greece," ERSA conference papers ersa05p104, European Regional Science Association.
• David Abad & José Yagüe & Sonia Sanabria, 2005. "Liquidity And Information Around Annual Earnings Announcements: An Intraday Analysis Of The Spanish Stock Market," Working Papers. Serie EC 2005-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Allard Bruinshoofd & Leo de Haan, 2005. "Financing the New Economy: Are ICT Firms Really That Different?," DNB Working Papers 077, Netherlands Central Bank, Research Department.
• Robert-Paul Berben & W. Jos Jansen, 2005. "Bond Market and Stock Market Integration in Europe," DNB Working Papers 060, Netherlands Central Bank, Research Department.
• James Poterba & Joshua Rauh & Steven Venti & David Wise, 2006. "Lifecycle Asset Allocation Strategies and the Distribution of 401(k) Retirement Wealth," NBER Working Papers 11974, National Bureau of Economic Research, Inc.
• Wolfers, Justin, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," IZA Discussion Papers 1944, Institute of Labor Economics (IZA).
• Richard J. Sullivan & Zhu Wang, 2005. "Internet banking: an exploration in technology diffusion and impact," Payments System Research Working Paper PSR WP 05-05, Federal Reserve Bank of Kansas City.
• Item repec:fip:fedpwp:06-01 is not listed on IDEAS anymore

• Yadira González de Lara, 2005. "The Secret Of Venetian Success: The Role Of The State In Financial Markets," Working Papers. Serie AD 2005-28, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• David Abad & Antonio Rubia, 2005. "Modelos De Estimacion De La Probabilidad De Negociacion Informada: Una Comparacion Metodologica En El Mercado Español," Working Papers. Serie EC 2005-12, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Khalid Sekkat & Marie-Ange Veganzones, 2004. "Trade and foreign exchange liberalization, investment climate and FDI in the MENA countries," Working Papers CEB 04-023.RS, ULB -- Universite Libre de Bruxelles.
• Peter Vlaar, 2005. "Defined Benefit Pension Plans and Regulation," DNB Working Papers 063, Netherlands Central Bank, Research Department.
• María Jesús Pastor & Francisco Poveda, 2005. "Earnings Management As An Explanation Of The Equity Issue Puzzle," Working Papers. Serie AD 2005-04, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Arco van Oord & Howie Lin, 2005. "Molling Inter- and Intraday Payment Flows," DNB Working Papers 074, Netherlands Central Bank, Research Department.
• Abdelaziz Rouabah, 2006. "L'identité de Fisher et l'interaction entre l'inflation et la rentabilité des actions: l'importance des régimes sous-jacents aux marchés boursiers," BCL working papers 18, Central Bank of Luxembourg.
• Ant Bozkaya & Bruno Van Pottelsberghe, 2004. "Who Funds Technology-Based Small Firms? Evidence from Belgium," Working Papers CEB 04-027.RS, ULB -- Universite Libre de Bruxelles.
• Item repec:pas:camaaa:2006-05 is not listed on IDEAS anymore

• O. Emre Ergungor & C. N. V. Krishnan & Ajai K. Singh & Allan A. Zebedee, 2005. "Offer-price discount of bank seasoned equity offers: do voluntary and involuntary offers convey different information?," Working Papers (Old Series) 0515, Federal Reserve Bank of Cleveland.
• Caskey & John P. & Duran, Clemente Ruiz & Solo, Tova Maria, 2006. "The urban unbanked in Mexico and the United States," Policy Research Working Paper Series 3835, The World Bank.
• John Landon-Lane & Kim Oosterlinck, 2005. "Hope springs eternal: French bondholders and the Soviet repudiation (1915-1919)," Working Papers CEB 05-013.RS, ULB -- Universite Libre de Bruxelles.
• Refet S. Gürkaynak & Justin Wolfers, 2005. "Macroeconomic derivatives: an initial analysis of market-based macro forecasts, uncertainty, and risk," Working Paper Series 2005-26, Federal Reserve Bank of San Francisco.
• Kim Oosterlinck & Ariane Szafarz, 2004. "One asset, two prices: the case of the Tsarist repudiated bonds," Working Papers CEB 04-022.RS, ULB -- Universite Libre de Bruxelles.
• Marie-Paule Laurent, 2004. "Non-maturity deposits with a fidelity premium," Working Papers CEB 04-016.RS, ULB -- Universite Libre de Bruxelles.
• David L. Reifschneider & John M. Roberts, 2005. "Expectations formation and the effectiveness of strategies for limiting the consequences of the zero bound on interest rates," Finance and Economics Discussion Series 2005-70, Board of Governors of the Federal Reserve System (U.S.).
• Annamaria Lusardi & Olivia S. Mitchell, 2006. "Financial Literacy and Planning: Implications for Retirement Wellbeing," DNB Working Papers 078, Netherlands Central Bank, Research Department.
• Enrique G. Mendoza, 2006. "Lessons From the Debt-Deflation Theory of Sudden Stops," NBER Working Papers 11966, National Bureau of Economic Research, Inc.
• Peter Warr, 2006. "The Gregory Thesis Visits the Tropics," Departmental Working Papers 2006-03, The Australian National University, Arndt-Corden Department of Economics.
• Axel Börsch-Supan & Alexander Ludwig & Joachim Winter, 2005. "Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation Model," DNB Working Papers 065, Netherlands Central Bank, Research Department.
• Ahmed Loulit, 2004. "Approximating equity volatility," Working Papers CEB 04-028.RS, ULB -- Universite Libre de Bruxelles.
• Timothy H. Hannan, 2005. "Retail deposit fees and multimarket banking," Finance and Economics Discussion Series 2005-65, Board of Governors of the Federal Reserve System (U.S.).
• Macauley, Molly, 2006. "Some Issues at the Forefront of Public Policy for Environmental Risk," RFF Working Paper Series dp-06-01, Resources for the Future.
• Ivan Paya & David A. Peel, 2005. "A New Analysis Of The Determinants Of The Real Dollar-Sterling Exchange Rate: 1871-1994," Working Papers. Serie AD 2005-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Claudio Campanale, 2005. "Increasing Returns To Savings And Wealth Inequality," Working Papers. Serie AD 2005-20, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis, 2005. "Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs," DNB Working Papers 069, Netherlands Central Bank, Research Department.
• Cunningham, Rose, 2005. "Crédit commercial et limitation du crédit des entreprises canadiennes," Série de documents de recherche sur l'analyse économique (AE) 2005036f, Statistics Canada, Direction des études analytiques.
• Frank de Jong, 2005. "Valuation of pension liabilities in incomplete markets," DNB Working Papers 067, Netherlands Central Bank, Research Department.
• Heisz, Andrew & Larochelle-Cote, Sebastien, 2004. "Corporate Financial Leverage in Canadian Manufacturing: Consequences for Employment and Inventories," Analytical Studies Branch Research Paper Series 2004217e, Statistics Canada, Analytical Studies Branch.
• Joao Amaro de Matos & Ana Lacerda, 2006. "Dry markets and statistical arbitrage bounds for European derivatives," Nova SBE Working Paper Series wp479, Universidade Nova de Lisboa, Nova School of Business and Economics.
• François MORIN (LEREPS-GRES), 2006. "The Capitalism of financial market and the control of cognitive (In French)," Cahiers du GRES (2002-2009) 2006-05, Groupement de Recherches Economiques et Sociales.
• Item repec:fip:fedpwp:06-02 is not listed on IDEAS anymore

• Björk, Tomas & Blix, Magnus & Landen, Camilla, 2005. "On finite dimensional realizations for the term structure of futures prices," SSE/EFI Working Paper Series in Economics and Finance 620, Stockholm School of Economics.
• Oscar Villar & Esther Vayá, 2005. "Financial Contagion between Economies - an Exploratory Spatial Analysis," ERSA conference papers ersa05p574, European Regional Science Association.
• Baggs, Jennifer & Brander, James A., 2005. "Trade Liberalization, Profitability, and Financial Leverage," Analytical Studies Branch Research Paper Series 2005256e, Statistics Canada, Analytical Studies Branch.
• Klaus Gugler & Dennis C. Mueller & B. Burçin Yurtoglu, 2006. "The Determinants of Merger Waves," CIG Working Papers SP II 2006-01, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
• Joao Amaro de Matos & Ana Lacerda, 2006. "Equilibrium bid-ask spread of European derivatives in dry markets," Nova SBE Working Paper Series wp480, Universidade Nova de Lisboa, Nova School of Business and Economics.
• Ezequiel Uriel Jiménez & Javier Ferri & María Luisa Moltó Carbonell, 2005. "Distribución De Los Servicios De Intermediación Financiera Medidos Indirectamente (Simfi) En La Mcs-95," Working Papers. Serie EC 2005-20, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Baggs, Jennifer & Brander, James A., 2005. "Liberalisation des echanges, rentabilite et levier financier," Direction des études analytiques : documents de recherche 2005256f, Statistics Canada, Direction des études analytiques.
• Robert R. Bliss & George G. Kaufman, 2006. "U.S. corporate and bank insolvency regimes: an economic comparison and evaluation," Working Paper Series WP-06-01, Federal Reserve Bank of Chicago.
• Neri, Marcelo Côrtes & Medrado, André Luiz, 2005. "Experimentando microcrédito: uma análise do impacto do crediAMIGO sobre acesso a crédito," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 608, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Marek Hudon, 2006. "Subsidies and financial performances of the microfinance institutions: Does management matter?," Working Papers CEB 05-015.RS, ULB -- Universite Libre de Bruxelles.
• Sylvain Dessy & Jacques Ewoudou, 2006. "Microfinance and Female Empowerment," Cahiers de recherche 0603, CIRPEE.
• Javier Sánchez Vidal & Juan Francisco Martín Ugedo, 2005. "Determinantes Del Conservadurismo Financiero De Las Empresas Españolas," Working Papers. Serie EC 2005-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).