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Report NEP-FIN-2005-06-05
This is the archive forNEP-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:
- Pesaran, M.H. & Schuermann, T. & Treutler, B-J., 2005. "The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification,"Cambridge Working Papers in Economics 0529, Faculty of Economics, University of Cambridge.
- Item repec:dgr:kubcen:200567 is not listed on IDEAS anymore
- Monica Paiella & Andrea Tiseno, 2005. "Stock market optimism and participation cost: a mean-variance estimation,"DNB Working Papers 040, Netherlands Central Bank, Research Department.
- Olivier Scaillet, 2005. "Kernel Based Goodness-of-Fit Tests for Copulas with Fixed Smoothing Parameters,"FAME Research Paper Series rp145, International Center for Financial Asset Management and Engineering.
- Elisa Luciano, 2005. "Calibrating risk-neutral default correlation,"ICER Working Papers - Applied Mathematics Series 12-2005, ICER - International Centre for Economic Research.
- Heitor Almeida & Daniel Wolfenzon, 2005. "A Theory of Pyramidal Ownership and Family Business Groups,"NBER Working Papers 11368, National Bureau of Economic Research, Inc.
- Menzie D. Chinn & Hiro Ito, 2005. "What Matters for Financial Development? Capital Controls, Institutions, and Interactions,"NBER Working Papers 11370, National Bureau of Economic Research, Inc.
- Kristin J. Forbes, 2005. "The Microeconomic Evidence on Capital Controls: No Free Lunch,"NBER Working Papers 11372, National Bureau of Economic Research, Inc.
- Yacine Ait-Sahalia & Per A. Mykland & Lan Zhang, 2005. "Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise,"NBER Working Papers 11380, National Bureau of Economic Research, Inc.
- Paul Gompers & Anna Kovner & Josh Lerner & David Scharfstein, 2005. "Venture Capital Investment Cycles: The Impact of Public Markets,"NBER Working Papers 11385, National Bureau of Economic Research, Inc.
- Joshua D. Coval & Erik Stafford, 2005. "Asset Fire Sales (and Purchases) in Equity Markets,"NBER Working Papers 11357, National Bureau of Economic Research, Inc.
- John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns,"NBER Working Papers 11389, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Heitor Almeida & Murillo Campello, 2005. "Is Cash Negative Debt? A Hedging Perspective on Corporate Financial Policies,"NBER Working Papers 11391, National Bureau of Economic Research, Inc.
- Item repec:eab:financ:488 is not listed on IDEAS anymore
- Item repec:eab:macroe:475 is not listed on IDEAS anymore
- André SCHMITT & Sandrine SPAETER, 2004. "Insurance and Financial Hedging of Oil Pollution Risks,"Working Papers of BETA 2004-14, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Ned Corron & Xue-Zhong He & Frank Westerhoff, 2005. "Butter Mountains, Milk Lakes and Optimal Price Limiters,"Research Paper Series 158, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carolyn Currie, 2005. "A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks,"Working Paper Series 141, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Marc Henrard, 2005. "Bermudan swaptions in Hull-White one-factor model: analytical and numerical approaches,"Finance 0505023, University Library of Munich, Germany.
- Posch Peter N. & Loeffler Gunter & Schoene Christiane, 2005. "Bayesian Methods for Improving Credit Scoring Models,"Finance 0505024, University Library of Munich, Germany.
- Martin Brown & Christian Zehnder, 2005. "Credit Registries, Relationship Banking and Loan Repayment,"IEW - Working Papers 240, Institute for Empirical Research in Economics - University of Zurich.
- Hong-Bum Kim & Chung Lee, 2005. "Financial Reform, Institutional Interdependency, and Supervisory Failure in the Post-Crisis Korea,"Working Papers 200510, University of Hawaii at Manoa, Department of Economics.
- Santiago Carbó Valverde & Francisco Rodríguez Fernández, 2005. "The determinants of bank margins revisited: A note on the effects of diversification,"ThE Papers 05/11, Department of Economic Theory and Economic History of the University of Granada..
- Christian Leuz & Felix Oberholzer-Gee, 2003. "Political Relationships, Global Financing and Corporate Transparency,"CREMA Working Paper Series 2003-03, Center for Research in Economics, Management and the Arts (CREMA).
- Shizuka Sekita, 2005. "Does Depositors' Discipline by Households Exist? (in Japanese),"Discussion Papers in Economics and Business 05-10, Osaka University, Graduate School of Economics.
- Yusuke Osaki, 2005. "Dependent Background Risks and Asset Prices,"Discussion Papers in Economics and Business 05-13, Osaka University, Graduate School of Economics.
- Masamitsu Ohnishi & Yusuke Osaki, 2005. "The Monotonicity of Asset Prices with Changes in Risk,"Discussion Papers in Economics and Business 05-14, Osaka University, Graduate School of Economics.