Report NEP-FIN-2003-10-28This 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:
- Simón Sosvilla-Rivero & Emma García, . "Purchasing Power Parity Revisited," Working Papers 2003-20, FEDEA.
- P N Smith & S Sorensen & M R Wickens, . "Macroeconomic Sources of Equity Risk," Discussion Papers 03/13, Department of Economics, University of York.
- Roberto Perli & Brian Sack, 2003. "Does mortgage hedging amplify movements in long-term interest rates?," Finance and Economics Discussion Series 2003-49, Board of Governors of the Federal Reserve System (U.S.).
- Pilar Abad & Alfonso Novales, 2002. "The Forecasting Ability of Factor Models of the Term Structure of IRS Markets," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0221, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
- Steven James & Philippe Karam, . "The Role of Government Debt in a World on Incomplete Financial Markets," Working Papers-Department of Finance Canada 2001-01, Department of Finance Canada.
- Michel Normandin & Pascal St-Amour, 2003. "Recursive Measures of Total Wealth and Portfolio Return," Cahiers de recherche 0338, CIRPEE.
- Item repec:cdl:ucsdec:2003-12 is not listed on IDEAS anymore
- W.Jos Jansen & Ad C.J.Stokman, 2003. "Foreign Direct Investment and International Business Cycle Comovement," MEB Series (discontinued) 2003-10, Netherlands Central Bank, Monetary and Economic Policy Department.
- Martin Charron, . "The fair value of the U.S. stock market: A structural VECM approach," Working Papers-Department of Finance Canada 2001-09, Department of Finance Canada.
- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2003. "International risk-sharing and the transmission of productivity shocks," Working Papers 03-19, Federal Reserve Bank of Philadelphia.
- Item repec:cdl:ucsdec:2003-09 is not listed on IDEAS anymore
- Pilar Abad & Alfonso Novales, 2002. "Volatility Transmission acros the Term Structure of Swap Markets: International Evidence," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0220, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
- Hui Guo & Robert Savickas, 2003. "Does idiosyncratic risk matter: another look," Working Papers 2003-025, Federal Reserve Bank of St. Louis.