Money Macro and Finance (MMF) Research Group Conference 2005

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92: The Equity Premium: 101 years of Empirical Evidence from the UK

Andrew Vivian

91: Strong Contagion with Weak Spillovers

Martin Ellison, Liam Graham and Jouko Vilmunen

90: Endogenous Participation Rick in Speculative Markets

Edouard Challe

89: Efficiency of European Banking - Inequality and Integration

Marina Tomova

88: A model of bank capital, lending and the macro economy: Basel I versus Basel II

Lea Zicchino

87: Multiple banking Relationships and Over-Leverage in Italian Manufacturing Firms

Valentina Meliciani and Stefania Cosci

86: The information content of the term structure of interest rates about future inflation – an illustration of the importance of accounting for a time-varying real interest rate and inflation risk premium

Christian Mose Nielsen

85: Measuring inflation persistence: A structural time series approach

Maarten Dossche and Gerdie Everaert

84: Macroeconomics volatility and human capital formation - an empirical analysis

Joost Vandewege and Freddy Heylen

83: New Keynesian Models and the test of Kydland and Prescott

Juan Paez-Farrell

82: Persistence and Nominal Inertia in a Generalised Taylor Economy: How Loner Contracts Dominate Shorter Contracts

Engin Kara and Huw David Dixon

81: Inflation-Target Expectations and Optimal Monetary Policy

Sujit Kapadia

80: Inflation Differentials and Different Labor Market Institutions in the EMU

Ester Faia and Alessia Campolmi

79: Sovereign Risk Premia in the EU Bond Market

Juergen von Hagen

78: Non-discretionary and automatic fiscal policy in the EU and the OECD

Jacques Melitz

77: New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market

Kleopatra Nikolaou and Lucio Sarno

76: Option pricing and spikes in volatility: theoretical and empirical analysis

Paola Zerilli

75: Skewed Pricing in Two-Sided Markets: An IO approach

Wilko Bolt and Alexander F. Tieman

74: Credit Market Development, Asset Prices and Business Cycle

Caterina Mendicino

73: Uncertainty Determinants of Corporate Liquidity

Oleksandr Talavera, Christopher Baum, Mustafa Caglayan and Andreas Stephan

72: Macroeconomics Uncertainty and Firm Leverage

Oleksandr Talavera, Christopher Baum and Andreas Stephan

71: The Persistence and Rigidity of wages and prices

Boris Hofmann and Matthias Paustian

70: Declining Output Volatility in Germany: Impulses, Propagation, and the Role of the Monetary Policy

Ulrich Fritsche and Vladimir Kuzin

69: Testing the New Keynesian Phillips curve: a frequency domain approach

Luca Bindelli

68: The Empirics of Foreign Exchange Intervention in Emerging Market Countries The Cases of Mexico and Turkey

Roberto Guimaraes and Cem Karacadag

67: Credit Frictions, Housing Prices and Optimal Monetary Policy Rules

Andrea Pescatori and Caterina Mendicino

66: How Preussag became TUI - Kissing too many toads can make you a toad

Christoph Schneider, Ingolf Dittman and Ernst Maug

65: Tax Evasion, Investors Protection and Corporate Governance

Jean-Bernard Chatelain and Kirsten Ralf

64: Mean Reversion in Equity Prices: the G-7 Evidence

John Hatgioannides and Spiros Mesomeris

63: Momentum Profits in Alternative Stock Market Structures

Patricia L. Chelley-Steeley and Antonios Siganos

62: Movements in the Equity Premium: Evidence from a Bayesian Time-Varying VAR

Massimiliano De Santis

61: Examining Ricardian Equivalence by estimating and bootstrapping a nonlinear dynamic panel model

Griet Malengier and Lorenzo Pozzi

60: Modeling Time and Macroeconomic Dynamics

Chryssi Giannitsarou and Alexis Anagnostopoulos

59: Are US Output Expectations Unbiased? A Cointegrated VAR Analysis in Real Time

Dimitrios Papaikonomou and Jacinta Pires (Dimitrios Papaoikonomou)

58: Central Bank Reform and Inflation Dynamics in the Transition Economies theory and some evidence

Athanasios Papadopoulos, Giuseppe Diana and Moise Sidiropoulos

57: Inflation, Central Bank Independence and the Legal System

Bernd Hayo and Stefan Voigt

56: Do ECB's statements steer short-term and long-term interest rates in the euro zone?

Marie Musard-Gies

55: BOFIT Discussion Papers - Taxation, growth and welfare: Dynamic effects of Estonia’s income tax act

Michael Funke and Holger Strulik

54: Jointness of Determinants of Economics Growth

Gernot Doppelhofer, Xavier Sala-i-Martin and Melvyn Weeks

53: Political Institutions and Economic Growth

Thomas Renstrom and Laura Marsiliani

52: Inflation Targets as Focal Points

Maria Demertzis and Nicola Viegi

51: Inflation Inertia and Monetary Policy Shocks

Julia Lendvai

50: Inflation Persistence Revisited

Marika Karanassou and Dennis Snower

49: Market Oganization and the prices of financial Assets

George M. Constantinides

48: Dynamics of Equity Markets Integration in Europe: Evidence of Change with Events and over Time

Cal Muckley, Raj Aggarwal and Brian M. Lucey

47: The asymmetric effect of the business cycle on the relation between stock market returns and their volatility

Peter Smith, Steffen Sorensen and Michael R. Wickens

46: Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns

Georgios P. Kouretas, Eleni Constantinou, Robert Georgiades and Avo Kazandjian

45: Determinants of profitability of domestic UK commercial banks: panel evidence from the period 1995-2002

Sailesh Tanna, Kyriaki Kosmidou and Fotios Pasiouras

44: Identifying "Problem Banks" in the German Co-operative and Savings Bank Sector: An Econometric Analysis

Klaus Schaeck and Simon Wolfe

43: Mergers, Diversification and Financial Intermediation

Flavio Toxvaerd