NEP-FMK-2001-04-11

This file is part of IDEAS, which uses RePEc data

Report NEP-FMK-2001-04-11

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.

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Other reports in NEP-FMK

The following items were anounced in this report:

Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?," Discussion Papers in Economics at the University of Washington 0011, Department of Economics at the University of Washington. [Downloadable!]
Theo S Eicher & Uwe Walz & Stephen Turnovsky, 2000. "Financial Liberalization and Capital Flow Reversals:," Discussion Papers in Economics at the University of Washington 0003, Department of Economics at the University of Washington. [Downloadable!]
Amilon, Henrik, 2001. "Comparison of Mean-Variance and Exact Utility Maximization in Stock Portfolio Selection," Working Papers 2001:4, Lund University, Department of Economics. [Downloadable!]
John Y. Campbell & Robert J. Shiller, 2001. "Valuation Ratios and the Long-Run Stock Market Outlook: An Update," NBER Working Papers 8221, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Amilon, Henrik & Byström, Hans, 1998. "The Search for Chaos and Nonlinearities in Swedish Stock Index Returns," Working Papers 1998:6, Lund University, Department of Economics. [Downloadable!]
Amilon, Henrik, 2001. "A Neural Network Versus Black-Scholes: A Comparison of Pricing and Hedging Performances," Working Papers 2001:5, Lund University, Department of Economics, revised 03 Aug 2001.
Item repec:fth:calaec:8-00 is not listed on IDEAS anymore
Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Is There a Structural Break in the Equity Premium?," Discussion Papers in Economics at the University of Washington 0024, Department of Economics at the University of Washington. [Downloadable!]
Item repec:fth:calaec:3-00 is not listed on IDEAS anymore
Ernst-Ludwig VON THADDEN, 1998. "Liquidity Creation through Banks and Markets : Multiple Insurance and Limited Market Access," Cahiers de Recherches Economiques du DÃ©partement d'EconomÃ©trie et d'Economie politique (DEEP) 9820, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
Amilon, Henrik, 2001. "GARCH Estimation and Discrete Stock Prices," Working Papers 2001:6, Lund University, Department of Economics, revised 03 Aug 2001. [Downloadable!]
Item repec:fth:calaec:4-00 is not listed on IDEAS anymore
Item repec:wop:cirano:2001s22 is not listed on IDEAS anymore
Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?," Discussion Papers in Economics at the University of Washington 0023, Department of Economics at the University of Washington. [Downloadable!]

This page was last updated on 2009-11-29.

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