Report NEP-FMK-2005-12-01

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:

• Emine Boz, 2005. "Do Miracles Lead to Crises?: An Informational Frictions Explanation to Emerging Market Financial Crises," 2005 Meeting Papers 496, Society for Economic Dynamics.
• Leena Mörttinen & Paolo Poloni & Patrick Sandars & Jukka Vesala, 2005. "Analysing banking sector conditions - how to use macro-prudential indicators," Occasional Paper Series 26, European Central Bank.
• Stracca, Livio, 2005. "Liquidity and real equilibrium interest rates: a framework of analysis," Working Paper Series 0542, European Central Bank.
• Harald Uhlig & Fiorella De Fiore, 2005. "Bank Finance versus Bond Finance: What Explains the Differences Between US and Europe?," 2005 Meeting Papers 618, Society for Economic Dynamics.
• Jesper Berg & Annalisa Ferrando & Gabe de Bondt & Silvia Scopel, 2005. "The bank lending survey for the euro area," Occasional Paper Series 23, European Central Bank.
• Byström, Hans, 2005. "Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures," Working Papers 2005:44, Lund University, Department of Economics.
• Tomas Garbaravicius & Frank Dierick, 2005. "Hedge funds and their implications for financial stability," Occasional Paper Series 34, European Central Bank.
• Cristina Arellano, 2005. "Default Risk, the Real Exchange Rate and Income Fluctuations in Emerging Economies," 2005 Meeting Papers 516, Society for Economic Dynamics.
• Cedric Tille, 2005. "Financial Integration and the Wealth Effect of Exchange Rate Fluctuations," 2005 Meeting Papers 282, Society for Economic Dynamics.
• Christian Thimann & Regine Wölfinger & Thierry Bracke & Rita Bessone Basto & Ole Hollensen & Stephan von Stenglin & Santiago Fernández de Lis & Pierre-François Weber & Marco Committeri & Rolf Pauli & , 2005. "Managing financial crises in emerging market economies - experience with the involvement of private sector creditors," Occasional Paper Series 32, European Central Bank.
• Helene Rey & Philippe Martin, 2005. "Globalization and Emerging Markets: With or Without Crash?," 2005 Meeting Papers 152, Society for Economic Dynamics.
• Dimitrios P. Tsomocos & Lea Zicchino, 2005. "On Modelling Endogenous Default," OFRC Working Papers Series 2005fe15, Oxford Financial Research Centre.
• Peter Ilmolelian, 2005. "The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation," Econometrics 0511016, University Library of Munich, Germany.
• Guido M. Sandleris, 2005. "Sovereign Defaults: Information, Investment and Credit," 2005 Meeting Papers 21, Society for Economic Dynamics.
• Angela Maddaloni & Darren Pain, 2004. "Corporate ‘excesses’ and financial market dynamics," Occasional Paper Series 17, European Central Bank.
• Andrea Enria & Lorenzo Cappiello & Frank Dierick & Sergio Grittini & Andrew Haralambous & Angela Maddaloni & Philippe Molitor & Fatima Pires & Paolo Poloni, 2004. "Fair value accounting and financial stability," Occasional Paper Series 13, European Central Bank.
• Jose A. Lopez, 2005. "Empirical analysis of the average asset correlation for real estate investment trusts," Working Paper Series 2005-22, Federal Reserve Bank of San Francisco.
• Bernardo Guimaraes, 2005. "Market Expectations and Currency Crises: Theory and Empirics," 2005 Meeting Papers 174, Society for Economic Dynamics.
• Brzoza-Brzezina, Michal, 2005. "Lending booms in the new EU Member States: will euro adoption matter?," Working Paper Series 0543, European Central Bank.
• Luiz Alberto D´Ávila de Araújo & Paulo de Melo Jorge Neto, 2005. "Risco E Competição Bancánria No Brasil," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 042, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Caio Fonseca Ferreira & Elizabeth M. M. Q. Farina, 2005. "Concorrência E Performance Do Setor Bancário Em Um Mercado Heterogêneo," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 083, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Item repec:dgr:kubcen:2005113 is not listed on IDEAS anymore

• Christian Hellwig & Arijit Mukherji, 2005. "Financial Crises and Interest Rates," 2005 Meeting Papers 172, Society for Economic Dynamics.
• Frank Dierick, 2004. "The supervision of mixed financial services groups in Europe," Occasional Paper Series 20, European Central Bank.
• Louis Bê Duc & Gabe de Bondt & Alessandro Calza & David Marqués Ibáñez & Adrian van Rixtel & Silvia Scopel, 2005. "Financing conditions in the euro area," Occasional Paper Series 37, European Central Bank.
• Cyril Monnet & Erwan Quintin, 2005. "Why do financial systems differ? History matters," 2005 Meeting Papers 275, Society for Economic Dynamics.
• Skander Van den Heuvel, 2005. "The Welfare Cost of Bank Capital Requirements," 2005 Meeting Papers 880, Society for Economic Dynamics.
• Bruce Mizrach & Christopher J. Neely, 2007. "Information shares in the U.S. treasury market," Working Papers 2005-070, Federal Reserve Bank of St. Louis.
• B. Ravikumar & Enchuan Shao, 2005. "Search Frictions and Asset Price Volatility," 2005 Meeting Papers 227, Society for Economic Dynamics.
• Felipe Meza & Erwan Quintin, 2005. "Financial Crises and Total Factor Productivity: The Mexican Case," 2005 Meeting Papers 478, Society for Economic Dynamics.
• Reinhard Petschnigg, 2005. "The institutional framework for financial market policy in the USA seen from an EU perspective," Occasional Paper Series 35, European Central Bank.
• Joel Peress, 2005. "The Stock Market and the Allocation of Capital in a Production Economy," 2005 Meeting Papers 534, Society for Economic Dynamics.
• Victoria Geyfman, 2005. "Risk-adjusted performance measures at bank holding companies with section 20 subsidiaries," Working Papers 05-26, Federal Reserve Bank of Philadelphia.
• Lieven Baele & Annalisa Ferrando & Peter Hördahl & Elizaveta Krylova & Cyril Monnet, 2004. "Measuring financial integration in the euro area," Occasional Paper Series 14, European Central Bank.
• Burcu Duygan, 2005. "Aggregate Shocks, Idiosyncratic Risk, and Durable Goods Purchases: Evidence from Turkeys 1994 Financial Crisis," 2005 Meeting Papers 594, Society for Economic Dynamics.
• Jean-Claude Maswana, 2005. "Reconciling the Chinese Financial Development with its Economic," Development and Comp Systems 0511024, University Library of Munich, Germany.
• Item repec:hum:wpaper:sfb649dp2005-007 is not listed on IDEAS anymore

• Warren E. Weber, 2005. "Were U.S. State Banknotes Priced as Securities?," 2005 Meeting Papers 306, Society for Economic Dynamics.
• Alexandre Ziegler & François-Xavier Delaloye & Michel Habib, 2005. "Negotiating over Banking Secrecy: The Case of Switzerland and the European Union," FAME Research Paper Series rp157, International Center for Financial Asset Management and Engineering.
• Timothy H. Hannan, 2005. "ATM surcharge bans and bank market structure: the case of Iowa and its neighbors," Finance and Economics Discussion Series 2005-46, Board of Governors of the Federal Reserve System (U.S.).
• André Geis & Arnaud Mehl & Stefan Wredenborg, 2004. "The international role of the euro - evidence from bonds issued by non-euro area residents," Occasional Paper Series 18, European Central Bank.
• Fernando Gonzalez & François Haas & Ronald Johannes & Mattias Persson & Liliana Toledo & Roberto Violi & Martin Wieland & Carmen Zins, 2004. "Market dynamics associated with credit ratings - a literature review," Occasional Paper Series 16, European Central Bank.
• Vivian Z. Yue, 2005. "Sovereign Default and Debt Renegotiation," 2005 Meeting Papers 138, Society for Economic Dynamics.
• Craig Burnside & Martin Eichenbaum, 2005. "Government Finance in the Wake of Currency Crises," 2005 Meeting Papers 429, Society for Economic Dynamics.
• Sanjay Banerjee & Parantap Basu, 2005. "Uninsured Risks, Loan Contracts and the Declining Equity Premium," CDMA Conference Paper Series 0502, Centre for Dynamic Macroeconomic Analysis.
• Geir H. Bjønnes & Steinar Holden & Dagfinn Rime & Haakon O.Aa. Solheim, 2005. "“Large” vs. “small” players: A closer look at the dynamics of speculative attacks," Working Paper 2005/13, Norges Bank.
• Juan Carlos Cordoba, 2005. "U.S. Inequality: Debt Constraints or Incomplete Markets?," 2005 Meeting Papers 235, Society for Economic Dynamics.
• Rosemarie Bröker Bone, 2005. "A Importância Dos Fundamentos Nos Ratings Soberanos Brasileiros, 1994-2002," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 037, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Luiz Chabalgoity & Emerson Marinho & Mauricio Benegas & Paulo de M. Jorge Neto, 2005. "The Impact Of De-Regulamentation On The Brazilian Banking Industry: A Production Metafrontier Approach," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 093, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Lieven Baele & Koen Inghelbrecht, 2005. "Structural versus Temporary Drivers of Country and Industry Risk," International Finance 0511005, University Library of Munich, Germany.
• Luis Berggrun, 2005. "Currency Hedging for a Dutch Investor: The Case of Pension Funds and Insurers," DNB Working Papers 054, Netherlands Central Bank, Research Department.
• Paul Beaudry & Franck Portier, 2005. "Stock Prices, Total Factor Productivity and Economic Fluctuations; Some Further Evidence from Japanese and U.S. Sectoral Data," 2005 Meeting Papers 515, Society for Economic Dynamics.
• Denis Blum & Márcio I. Nakane, 2005. "O Impacto De Requerimentos De Capital Na Oferta De Crédito Bancário No Brasil," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 085, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Christopher Waller & Aleksander Berentsen, 2005. "Optimal Stabilization Policies in a Model with Financial Intermediation," 2005 Meeting Papers 416, Society for Economic Dynamics.
• Bernard Dumas & Alexander Kurshev & Raman Uppal, 2005. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," NBER Working Papers 11803, National Bureau of Economic Research, Inc.
• Arup Daripa & Simone Varotto, 2005. "Ex Ante Versus Ex Post Regulation of Bank Capital," Birkbeck Working Papers in Economics and Finance 0518, Birkbeck, Department of Economics, Mathematics & Statistics.
• Adalbert Winkler & Francesco Mazzaferro & Carolin Nerlich & Christian Thimann, 2004. "Official dollarisation/euroisation - motives, features and policy implications of current cases," Occasional Paper Series 11, European Central Bank.
• Heiko Schmiedel & Andreas Schönenberger, 2005. "Integration of securities market infrastructures in the euro area," Occasional Paper Series 33, European Central Bank.
• Hortlund, Per, 2005. "The Provision of Liquidity in the Swedish Note-Banking System," SSE/EFI Working Paper Series in Economics and Finance 613, Stockholm School of Economics.
• Francis E. Warnock & Veronica C. Warnock, 2005. "International capital flows and U.S. interest rates," International Finance Discussion Papers 840, Board of Governors of the Federal Reserve System (U.S.).
• Hortlund, Per, 2005. "Do Inflation and High Taxes Increase Bank Leverage?," SSE/EFI Working Paper Series in Economics and Finance 612, Stockholm School of Economics.
• Sean D. Campbell, 2005. "Stock market volatility and the Great Moderation," Finance and Economics Discussion Series 2005-47, Board of Governors of the Federal Reserve System (U.S.).
• Geoffrey Dunbar, 2005. "International Lending, Capital Controls and Wealth Inequality," 2005 Meeting Papers 492, Society for Economic Dynamics.
• Emilie Laffiteau & Jean-Marc Montaud, 2005. "Currency Board et ajustements macroéconomiques : les leçons de l’expérience argentine," Documents de travail 120, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV.
• Istvan Konya & Peter Benczur, 2005. "Real Effects of Nominal Exchange Rate Shocks," 2005 Meeting Papers 51, Society for Economic Dynamics.
• Natalia Chernyshoff & David S. Jacks & Alan M. Taylor, 2005. "Stuck on Gold: Real Exchange Rate Volatility and the Rise and Fall of the Gold Standard," NBER Working Papers 11795, National Bureau of Economic Research, Inc.
• John Ammer & Nathanael Clinton & Gregory P. Nini, 2005. "Accounting standards and information: inferences from cross-listed financial firms," International Finance Discussion Papers 843, Board of Governors of the Federal Reserve System (U.S.).
• Xiaosong Zeng & Charles Goodhart, 2005. "China’s Banking Reform: Problems and Potential Solutions," FMG Special Papers sp163, Financial Markets Group.
• fadil govori, 2005. "Investitorët Institucionalë," Finance 0511011, University Library of Munich, Germany.
• Stephane Guibaud, 2005. "Endogenous Borrowing Constraints in the Presence of Shipping Costs," 2005 Meeting Papers 762, Society for Economic Dynamics.
• Selo Imrohoroglu & Kaiji Chen & Ayse Imrohoroglu, 2005. "Japanese Saving Rate," 2005 Meeting Papers 747, Society for Economic Dynamics.
• Alexandre Rands Barros, 2005. "The Impact Of State Owned Banks On Interest Rates Spread," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 041, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Daniel Reichstul & Gilberto Tadeu Lima, 2005. "Crédito Bancário E Atividade Econômica: Evidências Empíricas Para A Produção Industrial No Estado De São Paulo," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 119, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Julimar da Silva Bichara & André Moreira Cunha & Marcos Tadeu Caputi Lélis, 2005. "Integração Monetária E Financeira Na Ásia E No Mercosul," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 082, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• David Andolfatto, 2005. "On the Coexistence of Money and Bonds," 2005 Meeting Papers 9, Society for Economic Dynamics.