Report NEP-FIN-2003-05-08
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:
- Richard L. Johnson, 2003. "An examination of rating agencies' actions around the investment-grade boundary,"Research Working Paper RWP 03-01, Federal Reserve Bank of Kansas City.
- Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2003. "An empirical analysis of stock and bond market liquidity,"Staff Reports 164, Federal Reserve Bank of New York.
- Albert Banal & Ines Macho-Stadler & Jo Seldeslachts, 2003. "Mergers, Investment Decisions and Internal Organisation,"UFAE and IAE Working Papers 569.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Antulio N. Bomfim, 2003. "Counterparty credit risk in interest rate swaps during times of market stress,"Finance and Economics Discussion Series 2003-09, Board of Governors of the Federal Reserve System (U.S.).
- Eric J. Higgins & Joseph R. Mason, 2003. "What is the value of recourse to asset backed securities? A clinical study of credit card banks,"Working Papers 03-6, Federal Reserve Bank of Philadelphia.
- Tuomas Komulainen & ) & Johanna Lukkarila, 2003. "What drives financial crises in emerging markets?,"Macroeconomics 0304010, University Library of Munich, Germany.
- Allen N. Berger & Gregory F. Udell, 2003. "The institutional memory hypothesis and the procyclicality of bank lending behavior,"Finance and Economics Discussion Series 2003-02, Board of Governors of the Federal Reserve System (U.S.).
- Seth B. Carpenter & Joe Lange, 2003. "Money demand and equity markets,"Finance and Economics Discussion Series 2003-03, Board of Governors of the Federal Reserve System (U.S.).
- Anya Krivelyova & Cesare Robotti, 2003. "Playing the field: Geomagnetic storms and international stock markets,"FRB Atlanta Working Paper 2003-5, Federal Reserve Bank of Atlanta.
- Joseph Atta-Mensah, 2003. "Collateral and Credit Supply,"Staff Working Papers 03-11, Bank of Canada.
- Item repec:fip:fedrwp:03-1 is not listed on IDEAS anymore
- Cesare Robotti, 2003. "Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio,"FRB Atlanta Working Paper 2003-6, Federal Reserve Bank of Atlanta.
- Rasmus Fatum & Michael Hutchison, 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan,"NBER Working Papers 9648, National Bureau of Economic Research, Inc.
- J. Benson Durham, 2003. "Foreign portfolio investment, foreign bank lending, and economic growth,"International Finance Discussion Papers 757, Board of Governors of the Federal Reserve System (U.S.).
- Hénin, Pierre-Yves & Weitzenblum, Thomas, 2003. "Employment protection and the stock market: The common shock case,"CEPREMAP Working Papers (Couverture Orange) 0306, CEPREMAP.
- Fang Cai, 2003. "Was there front running during the LTCM crisis,"International Finance Discussion Papers 758, Board of Governors of the Federal Reserve System (U.S.).
- Kevin X. D. Huang & Jan Werner, 2002. "Implementing Arrow-Debreu equilibria by trading infinitely-lived securities,"Research Working Paper RWP 02-08, Federal Reserve Bank of Kansas City.
- Timothy H. Hannan, 2003. "The impact of credit unions on the rates offered for retail deposits by banks and thrift institutions,"Finance and Economics Discussion Series 2003-06, Board of Governors of the Federal Reserve System (U.S.).
- Jon Wongswan, 2003. "Transmission of information across international equity markets,"International Finance Discussion Papers 759, Board of Governors of the Federal Reserve System (U.S.).
- Jean Helwege & J. Nellie Liang, 2003. "Initial public offerings in hot and cold markets,"Finance and Economics Discussion Series 2003-04, Board of Governors of the Federal Reserve System (U.S.).
- J. Benson Durham, 2003. "Does monetary policy affect stock prices and Treasury yields? An error correction and simultaneous equation approach,"Finance and Economics Discussion Series 2003-10, Board of Governors of the Federal Reserve System (U.S.).
- Silvana Tenreyro, 2003. "On the trade impact of nominal exchange rate volatility,"Working Papers 03-2, Federal Reserve Bank of Boston.
- Glen Donaldson & Mark Kamstra & Lisa Kramer, 2003. "Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium,"FRB Atlanta Working Paper 2003-4, Federal Reserve Bank of Atlanta.