NEP-FMK-2001-09-10

This file is part of IDEAS, which uses RePEc data

Report NEP-FMK-2001-09-10

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:

H. Nielsen, . "Extracting implicit density functions from short term interest rate options," Sonderforschungsbereich 373 2001-47, Humboldt Universitaet Berlin.
Ole E. Barndorff-Nielsen & Neil Shephard, 2000. "Econometric analysis of realised volatility and its use in estimating stochastic volatility models," Economics Papers 2001-W4, Economics Group, Nuffield College, University of Oxford, revised 05 Jul 2001. [Downloadable!]
Author Miloslav, 2001. "Bifurcation Routes in Financial Markets," Finance 0109001, EconWPA. [Downloadable!]
Steven A. Weinberg, 2001. "Interpreting the volatility smile: an examination of the information content of option prices," International Finance Discussion Papers 706, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Hao Zhou, 2001. "Jump-diffusion term structure and Ito conditional moment generator," Finance and Economics Discussion Series 2001-28, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
E. Platen, . "A Benchmark Model for Financial Markets," Sonderforschungsbereich 373 2001-52, Humboldt Universitaet Berlin.
Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2001. "Portfolio Diversification: Alive and well in Euroland !," Cahiers de Recherches Economiques du DÃ©partement d'EconomÃ©trie et d'Economie politique (DEEP) 01.08, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
U. Horst, . "Financial price fluctuations in a stock market model with many interacting agents," Sonderforschungsbereich 373 2001-36, Humboldt Universitaet Berlin.
Item repec:dgr:uvatin:20010071 is not listed on IDEAS anymore
P. Imkeller, . "Random times at which insiders can have free lunches," Sonderforschungsbereich 373 2001-62, Humboldt Universitaet Berlin.
Lubos Pastor & Robert F. Stambaugh, 2001. "Liquidity Risk and Expected Stock Returns," NBER Working Papers 8462, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Steven A. Sharpe, 2001. "Reexamining stock valuation and inflation: the implications of analysts' earnings forecasts," Finance and Economics Discussion Series 2001-32, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
S. Müller, . "Initial Offerings of Options," Sonderforschungsbereich 373 2001-22, Humboldt Universitaet Berlin.
M. Fengler & W. Härdle & C. Villa, . "The Dynamics of Implied Volatilities: A Common Principle Components Approach," Sonderforschungsbereich 373 2001-38, Humboldt Universitaet Berlin.
Kessara Thanyalakpark & Darren Filson, . "Testing for Contagion during the Asian Crisis," Claremont Colleges Working Papers 2001-23, Claremont Colleges. [Downloadable!]
Kolodyazhny Georgy & Medvedev Alexey, 2001. "Financial Crisis in Russia: The Behavior of Non-Residents," EERC Working Paper Series 2k-12e, EERC Research Network, Russia and CIS. [Downloadable!]

This page was last updated on 2009-12-13.

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.