This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Report NEP-FMK-2000-08-15
This is the archive for NEP-FMK , a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.Subscribe to this report: email or RSS Other reports in NEP-FMK
The following items were anounced in this report:
Mark Rubinstein., 2000.
"On the Relation Between Binomial and Trinomial Option Pricing Models ,"
Research Program in Finance Working Papers
RPF-292, University of California at Berkeley.
[Downloadable!] Philippe Martin and Hélène Rey., 2000.
"Financial Super-Markets: Size Matters for Asset Trade ,"
Center for International and Development Economics Research (CIDER) Working Papers
C00-110, University of California at Berkeley.
[Downloadable!] Mark Rubinstein., 1994.
"Implied Binomial Trees ,"
Research Program in Finance Working Papers
RPF-232, University of California at Berkeley.
[Downloadable!] Park, S.B., 1997.
"Cointegration and Market Efficiency: An Application to the Canadian Treasury Bill Market ,"
Carleton Economic Papers
97-06, Carleton University, Department of Economics.
[Downloadable!] Andreas M. Fischer, 2000.
"Do Interventions Smooth Interest Rates? ,"
Working Papers
00.04, Swiss National Bank, Study Center Gerzensee.
[Downloadable!] This page was last updated on 2009-12-6.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .