#CorporateFinance – Working papers (#RePEc, 31/03/2014)

working_papers1

Source: RePEc – EconPapers

The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency
Denice Bodeutsch and Philip Hans Franses 
Erasmus University Rotterdam, Erasmus School of Ec…
Keywords: emerging markets, developing countries, returns, volatility, market weak-form efficiency
JEL-code: G15 G14
Created/Revised: 2014-02-01Downloads

A Tourism Conditions Index
Chia-Lin Chang, Hui-Kuang Hsu and Michael McAleer 
Erasmus University Rotterdam, Erasmus School of Ec…
JEL-code: B41 E44 E47 G32
Created/Revised: 2014-01-01Downloads

Bank Failures and the Source of Strength Doctrine
Vincent Bouvatier, Michael Brei and Xi Yang 
University of Paris West – Nanterre la Défense, Ec…
Keywords: financial crises, bank failures, bank regulation
JEL-code: G21 E58 G32
Created/Revised: 2014Downloads

Soft Information and Default Prediction in Cooperative and Social Banks
Simon Cornée 
ULB — Universite Libre de Bruxelles
Keywords: Relationship Lending; Soft Information; Credit Rating; Cooperative and Social Banking
JEL-code: G21 L22 M21 P13
Created/Revised: 2014-02-12Downloads

Recreating the South Sea Bubble: Lessons from an Experiment in Financial History
Giovanni Giusti, Charles Noussair and Hans-Joachim Voth 
Department of Economics – University of Zurich
Keywords: Financial bubbles, experiments, South Sea bubble, risk-shifting, government debt, equity issuance
JEL-code: G01 G12 G14 N23 C92
Created/Revised: 2014-03Downloads

Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending
Peter Koudijs and Hans-Joachim Voth 
Department of Economics – University of Zurich
Keywords: Leverage, collateralized lending, haircuts, personal experience
JEL-code: G12 G23 N23 G01 G02
Created/Revised: 2014-03Downloads

Global financial stability – the road ahead
William Dudley 
Federal Reserve Bank of New York
Keywords: global financial system; shadow banking; global systemically important financial institutions(G-SIFI…
JEL-code: F30 G28
Created/Revised: 2014-02-26Downloads

Liquidity policies and systemic risk
Tobias Adrian and Nina Boyarchenko 
Federal Reserve Bank of New York
Keywords: liquidity regulation; systemic risk; DSGE; financial intermediation
JEL-code: E02 E32 G00 G28
Created/Revised: 2014-12-01Downloads

The capital and loss assessment under stress scenarios (CLASS) model
Beverly Hirtle, Anna Kovner, James Vickery and Meru Bhanot 
Federal Reserve Bank of New York
Keywords: capital; stress testing
JEL-code: G01 G17 G21
Created/Revised: 2014-02-01Downloads

10 Financial stability policies for shadow banking
Tobias Adrian 
Federal Reserve Bank of New York
Keywords: shadow bank policies; systemic risk; financial intermediation
JEL-code: E44 G00 G01 G28
Created/Revised: 2014-02-01Downloads

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