Report NEP-FMK-2005-10-15

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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Lorenzo Cappiello & Nikolaos Panigirtzoglou, 2005. "Estimates of Foreign Exchange Risk Premia: A Pricing Kernel Approach," Working Papers 547, Queen Mary University of London, School of Economics and Finance.
• Item repec:fiu:wpaper:0304 is not listed on IDEAS anymore

• Chinn,M.D. & Ito,H., 2005. "What matters for financial development? : capital controls, institutions, and interactions," Working papers 4, Wisconsin Madison - Social Systems.
• Sue Mialon, 2005. "Efficient Horizontal Mergers: The Effects of Internal Capital Reallocation and Organizational Form," Emory Economics 0522, Department of Economics, Emory University (Atlanta).
• Item repec:fiu:wpaper:0305 is not listed on IDEAS anymore

• LaFond, Ryan, 2005. "Is the Accrual Anomaly a Global Anomaly?," Working papers 27856, Massachusetts Institute of Technology (MIT), Sloan School of Management.
• Dimitrios Tsomocos & Lea Zicchino, 2005. "On Modelling Endogenous Default," FMG Discussion Papers dp548, Financial Markets Group.
• Stefano DellaVigna & Joshua Pollet, 2005. "Investor Inattention, Firm Reaction, and Friday Earnings Announcements," NBER Working Papers 11683, National Bureau of Economic Research, Inc.
• Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima, 2005. "Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress," CIRJE F-Series CIRJE-F-364, CIRJE, Faculty of Economics, University of Tokyo.
• Joe Chen, 2005. "The Market Structure of Nasdaq Dealer Markets and Quoting Conventions," CIRJE F-Series CIRJE-F-357, CIRJE, Faculty of Economics, University of Tokyo.
• Tetsuji Okazaki & Michiru Sawada & Ke Wang, 2005. "The Fall of "Organ Bank" Relationships During the Wave of Bank Failures and Consolidations: Experience in Pre-war Japan," CIRJE F-Series CIRJE-F-379, CIRJE, Faculty of Economics, University of Tokyo.
• Tetsuji Okazaki & Michiru Sawada & Kazuki Yokoyama, 2005. "Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry," CIRJE F-Series CIRJE-F-355, CIRJE, Faculty of Economics, University of Tokyo.
• Francois-Éric Racicot & Raymond Théoret, 2005. "De l'évaluation du risque de crédit," RePAd Working Paper Series UQO-DSA-wp0322005, Département des sciences administratives, UQO.
• Michael Thorpe, 2005. "Financial Sector Reform in China," CERT Discussion Papers 0502, Centre for Economic Reform and Transformation, Heriot Watt University.
• Andreoni,J. & Che,Y.-K. & Kim,J., 2006. "Asymmetric information about rivals' types in standard auctions : an experiment," Working papers 6, Wisconsin Madison - Social Systems.
• Lee,J. & Chinn,M.D., 2004. "Current account and real exchange rate dynamics in the G-7 countries," Working papers 11, Wisconsin Madison - Social Systems.
• Naohiko Baba & Motoharu Nakashima & Yousuke Shigemi & Kazuo Ueda, 2005. "The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market," CIRJE F-Series CIRJE-F-374, CIRJE, Faculty of Economics, University of Tokyo.
• José M. Marín & Francesco Franzoni, 2005. "Portable alphas from pension mispricing," Economics Working Papers 894, Department of Economics and Business, Universitat Pompeu Fabra.
• Arturo C. Porzecanski, 2005. "The Constructive Role of Private Creditors," International Finance 0510011, University Library of Munich, Germany.
• Item repec:eab:macroe:636 is not listed on IDEAS anymore

• James Laurenceson, "undated". "China�s exchange rate policy: the case against abandoning the dollar peg," EAERG Discussion Paper Series 0105, School of Economics, University of Queensland, Australia.
• Arturo C. Porzecanski, 2005. "Argentina: The Root Cause of the Disaster," International Finance 0510014, University Library of Munich, Germany.
• Item repec:oec:traaab:7-fr is not listed on IDEAS anymore

• Geraats, P.M., 2005. "The Mystique of Central Bank Speak," Cambridge Working Papers in Economics 0543, Faculty of Economics, University of Cambridge.
• Néstor Adrián Amado & Ana María Cerro & Osvaldo Meloni, 2005. "Making Explosive Cocktails: recipes and costs for 26 Crises from 1823 to 2003," Economic History 0510001, University Library of Munich, Germany.
• Arturo C. Porzecanski, 2005. "Bankruptcy Lite," International Finance 0510013, University Library of Munich, Germany.
• Item repec:yca:wpaper:1 is not listed on IDEAS anymore

• Carmen Díaz-Roldán & Oscar Bajo-Rubio, "undated". "Vulnerability to Shocks in EMU: 1991-2004," Working Papers on International Economics and Finance 05-08, FEDEA.
• Nora Dihel & Blanka Kalinova, 2004. "Services Barriers and their Economic Impact: Examples of Banking and Telecommunications Services in Selected Transition Economies," OECD Trade Policy Papers 7, OECD Publishing.
• Helena Marques & Sushanta Mallick, 2004. "Sectoral Exchange Rate Pass-through: A Tale of Two Policy Regimes in India," Discussion Paper Series 2004_12, Department of Economics, Loughborough University, revised Mar 2004.
• Enrique G. Mendoza, 2005. "Real Exchange Rate Volatility and the Price of Nontradables in Sudden-Stop-Prone Economies," NBER Working Papers 11691, National Bureau of Economic Research, Inc.
• Nymoen, Ragnar, 2005. "Evaluating a Central Bank’s Recent Forecast Failure," Memorandum 22/2005, Oslo University, Department of Economics.
• Fred Ramb & Markus Reitzig, 2005. "Who do you trust while Shares are on a Roler-Coaster Ride? Balance Sheet and Patent Data as Sources of Investor Information During Volatile Market Times," DRUID Working Papers 05-15, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
• Arturo C. Porzecanski, 2005. "A Critique of Sovereign Bankruptcy Initiatives," International Finance 0510012, University Library of Munich, Germany.
• Yoshiro Miwa & J. Mark Ramseyer, 2005. "Trade Credit, Bank Loans, and Monitoring: Evidence from Japan," CIRJE F-Series CIRJE-F-381, CIRJE, Faculty of Economics, University of Tokyo.
• Heitor Almeida & Thomas Philippon, 2005. "The Risk-Adjusted Cost of Financial Distress," NBER Working Papers 11685, National Bureau of Economic Research, Inc.
• Kazuo Ueda, 2005. "The Bank of Japan's Struggle with the Zero Lower Bound on Nominal Interest Rates: Exercises in Expectations Management," CIRJE F-Series CIRJE-F-375, CIRJE, Faculty of Economics, University of Tokyo.
• Pål Boug & Ådne Cappelen & Torbjørn Eika, 2005. "Exchange Rate Pass-through in a Small Open Economy," Discussion Papers 429, Statistics Norway, Research Department.
• Philip Inyeob Ji & Jae H. Kim, 2005. "Real Interest Rate Linkages in the Pacific Basin Region," Monash Econometrics and Business Statistics Working Papers 23/05, Monash University, Department of Econometrics and Business Statistics.
• Item repec:dgr:rugccs:200506 is not listed on IDEAS anymore

• Helena Marques, 2004. "The skilled U-shaped Europe: is it really and on which side does it stand?," Discussion Paper Series 2004_06, Department of Economics, Loughborough University, revised Mar 2004.