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Money Macro and Finance (MMF) Research Group Conference 2005

From Money Macro and Finance Research Group
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92: The Equity Premium: 101 years of Empirical Evidence from the UK Downloads
Andrew Vivian
91: Strong Contagion with Weak Spillovers Downloads
Martin Ellison, Liam Graham and Jouko Vilmunen
90: Endogenous Participation Rick in Speculative Markets Downloads
Edouard Challe
89: Efficiency of European Banking - Inequality and Integration Downloads
Marina Tomova
88: A model of bank capital, lending and the macro economy: Basel I versus Basel II Downloads
Lea Zicchino
87: Multiple banking Relationships and Over-Leverage in Italian Manufacturing Firms Downloads
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 Downloads
Christian Mose Nielsen
85: Measuring inflation persistence: A structural time series approach Downloads
Maarten Dossche and Gerdie Everaert
84: Macroeconomics volatility and human capital formation - an empirical analysis Downloads
Joost Vandewege and Freddy Heylen
83: New Keynesian Models and the test of Kydland and Prescott Downloads
Juan Paez-Farrell
82: Persistence and Nominal Inertia in a Generalised Taylor Economy: How Loner Contracts Dominate Shorter Contracts Downloads
Engin Kara and Huw Dixon
81: Inflation-Target Expectations and Optimal Monetary Policy Downloads
Sujit Kapadia
80: Inflation Differentials and Different Labor Market Institutions in the EMU Downloads
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 Downloads
Jacques Melitz
77: New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market Downloads
Kleopatra Nikolaou and Lucio Sarno
76: Option pricing and spikes in volatility: theoretical and empirical analysis Downloads
Paola Zerilli
75: Skewed Pricing in Two-Sided Markets: An IO approach Downloads
Wilko Bolt and Alexander Tieman
74: Credit Market Development, Asset Prices and Business Cycle Downloads
Caterina Mendicino
73: Uncertainty Determinants of Corporate Liquidity Downloads
Oleksandr Talavera, Christopher Baum, Mustafa Caglayan and Andreas Stephan
72: Macroeconomics Uncertainty and Firm Leverage Downloads
Oleksandr Talavera, Christopher Baum and Andreas Stephan
71: The Persistence and Rigidity of wages and prices Downloads
Boris Hofmann and Matthias Paustian
70: Declining Output Volatility in Germany: Impulses, Propagation, and the Role of the Monetary Policy Downloads
Ulrich Fritsche and Vladimir Kuzin
69: Testing the New Keynesian Phillips curve: a frequency domain approach Downloads
Luca Bindelli
68: The Empirics of Foreign Exchange Intervention in Emerging Market Countries The Cases of Mexico and Turkey Downloads
Roberto Guimaraes and Cem Karacadag
67: Credit Frictions, Housing Prices and Optimal Monetary Policy Rules Downloads
Andrea Pescatori and Caterina Mendicino
66: How Preussag became TUI - Kissing too many toads can make you a toad Downloads
Christoph Schneider, Ingolf Dittman and Ernst Maug
65: Tax Evasion, Investors Protection and Corporate Governance Downloads
Jean-Bernard Chatelain and Kirsten Ralf
64: Mean Reversion in Equity Prices: the G-7 Evidence Downloads
John Hatgioannides and Spiros Mesomeris
63: Momentum Profits in Alternative Stock Market Structures Downloads
Patricia Chelley-Steeley and Antonios Siganos
62: Movements in the Equity Premium: Evidence from a Bayesian Time-Varying VAR Downloads
Massimiliano De Santis
61: Examining Ricardian Equivalence by estimating and bootstrapping a nonlinear dynamic panel model Downloads
Griet Malengier and Lorenzo Pozzi
60: Modeling Time and Macroeconomic Dynamics Downloads
Chryssi Giannitsarou and Alexis Anagnostopoulos
59: Are US Output Expectations Unbiased? A Cointegrated VAR Analysis in Real Time Downloads
Dimitrios Papaikonomou and Jacinta Pires
58: Central Bank Reform and Inflation Dynamics in the Transition Economies theory and some evidence Downloads
Athanasios Papadopoulos, Giuseppe Diana and Moise Sidiropoulos
57: Inflation, Central Bank Independence and the Legal System Downloads
Bernd Hayo and Stefan Voigt
56: Do ECB's statements steer short-term and long-term interest rates in the euro zone? Downloads
Marie Musard-Gies
55: BOFIT Discussion Papers - Taxation, growth and welfare: Dynamic effects of Estonia’s income tax act Downloads
Michael Funke and Holger Strulik
54: Jointness of Determinants of Economics Growth Downloads
Gernot Doppelhofer, Xavier Sala-i-Martin and Melvyn Weeks
53: Political Institutions and Economic Growth Downloads
Thomas Renstrom and Laura Marsiliani
52: Inflation Targets as Focal Points Downloads
Maria Demertzis and Nicola Viegi
51: Inflation Inertia and Monetary Policy Shocks Downloads
Julia Lendvai
50: Inflation Persistence Revisited Downloads
Marika Karanassou and Dennis Snower
49: Market Oganization and the prices of financial Assets Downloads
George Constantinides
48: Dynamics of Equity Markets Integration in Europe: Evidence of Change with Events and over Time Downloads
Cal Muckley, Raj Aggarwal and Brian Lucey
47: The asymmetric effect of the business cycle on the relation between stock market returns and their volatility Downloads
Peter Smith, Steffen Sorensen and Michael Wickens
46: Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns Downloads
Georgios Kouretas, Eleni Constantinou, Robert Georgiades and Avo Kazandjian
45: Determinants of profitability of domestic UK commercial banks: panel evidence from the period 1995-2002 Downloads
Sailesh Tanna, Kyriaki Kosmidou and Fotios Pasiouras
44: Identifying "Problem Banks" in the German Co-operative and Savings Bank Sector: An Econometric Analysis Downloads
Klaus Schaeck and Simon Wolfe
43: Mergers, Diversification and Financial Intermediation
Flavio Toxvaerd
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