Report NEP-FMK-2001-09-10This 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.
The following items were announced in this report:
- Item repec:wop:humbsf:2001-47 is not listed on IDEAS anymore
- 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.
- Author Miloslav, 2001. "Bifurcation Routes in Financial Markets," Finance 0109001, EconWPA.
- 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.).
- 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.).
- Item repec:wop:humbsf:2001-52 is not listed on IDEAS anymore
- 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.
- Item repec:wop:humbsf:2001-36 is not listed on IDEAS anymore
- P. Hartmann & S. Straetmans & C.G. de Vries, 2001. "Asset Market Linkages in Crisis Periods," Tinbergen Institute Discussion Papers 01-071/2, Tinbergen Institute.
- Item repec:wop:humbsf:2001-62 is not listed on IDEAS anymore
- Lubos Pastor & Robert F. Stambaugh, 2001. "Liquidity Risk and Expected Stock Returns," NBER Working Papers 8462, National Bureau of Economic Research, Inc.
- 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.).
- Item repec:wop:humbsf:2001-22 is not listed on IDEAS anymore
- Item repec:wop:humbsf:2001-38 is not listed on IDEAS anymore
- Kessara Thanyalakpark & Darren Filson, . "Testing for Contagion during the Asian Crisis," Claremont Colleges Working Papers 2001-23, Claremont Colleges.
- 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.