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Report NEP-FMK-2000-09-05
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:
Amir Yaron, .
"Asset Pricing and The Liquidity Effect: A Theoretical and Empirical Investigation ,"
GSIA Working Papers
27, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] Uri Ron, 2000.
"A Practical Guide to Swap Curve Construction ,"
Working Papers
00-17, Bank of Canada.
[Downloadable!] Amir Yaron & Harold Zhang, 1995.
"Fixed Costs and Asset Market Participation ,"
GSIA Working Papers
1997-25, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] Harold Zhang, .
"Asymmetric Information, Short Sale Constraints, and Asset Prices ,"
GSIA Working Papers
30, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] Jeannine N. Bailliu, 2000.
"Private Capital Flows, Financial Development, and Economic Growth in Developing Countries ,"
Working Papers
00-16, Bank of Canada.
[Downloadable!] Pierre Collin-Dufresne & Robert Goldstein, .
"True Stochastic Volatility and Generalized Affine Models of the Term Structure ,"
GSIA Working Papers
2000-E38, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] Amir Yaron, 1995.
"Liquidity Shocks and International Asset Pricing ,"
GSIA Working Papers
26, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] Suleyman Basak & Michael Gallmeyer, .
"Capital Market Equilibrium with Differential Taxation ,"
GSIA Working Papers
1999-E1, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] David K. Backus & Chris I. Telmer & Liuren Wu, 1999.
"Design and Estimation of Affine Yield Models ,"
GSIA Working Papers
2000-E17, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] Bailliu, Jeannine N., 2000.
"Private Capital Flows, Financial Development, and Economic Growth in Developing Countries ,"
Working Papers
00-15, Bank of Canada.
[Downloadable!] David Backus & Silverio Foresi & Chris Telmer, .
"Interpreting the Forward Premium Anomoly ,"
GSIA Working Papers
15, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] Jesper Andreasen & Pierre Collin-Dufresne & Wei Shi, .
"An Arbitrage Model of the Term Structure of Interest Rates With Stochastic Volatility ,"
GSIA Working Papers
2000-E40, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] Michael Gallmeyer & Duane Seppi, .
"Derivative Security Induced Price Manipulation ,"
GSIA Working Papers
2000-E41, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] David K. Backus & Silverio Foresi & Chris Telmer, .
"Discrete time models of bond pricing ,"
GSIA Working Papers
251, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] Harold Zhang, .
"Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis ,"
GSIA Working Papers
31, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] Richard C. Green & Kristian Rydqvist, .
"Ex-Day Behavior of Lottery Bonds ,"
GSIA Working Papers
65, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] This page was last updated on 2009-11-15.
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 .