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Report NEP-FMK-2001-10-22
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:
Byström, Hans, 2001.
"Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory Working Papers
2001:18, Lund University, Department of Economics.
David S. Bates, 2001.
"The Market for Crash Risk NBER Working Papers
8557, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) A.B. Berkelaar & R.R.P. Kouwenberg, 2000.
"Dynamic asset allocation and downside-risk aversion Econometric Institute Report
190, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] F. Fornari & A. Mele, 2000.
"Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations THEMA Working Papers
2000-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!] J.L. Prigent & O. Renault & O.Scaillet, 2000.
"An Empirical Estimation in Credit Spread Indices THEMA Working Papers
2000-51, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!] Peghe Braila & Claude Wampach, 2001.
"Undiversifiable Returns in a CAPM Economy Discussion Papers
01-08, University of Copenhagen. Department of Economics.
[Downloadable!] A. Berkelaar & R. Kouwenberg, 2000.
"From boom til bust Econometric Institute Report
196, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] Yoshiro Miwa & J. Mark Ramseyer, 2001.
"Directed Credit? Capital Market Competition in High-Growth Japan CIRJE F-Series
CIRJE-F-132, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] G. Desgranges & T. Foucault, 2001.
"Price Improvements in Financial Markets as a Screening Device THEMA Working Papers
2001-06, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!] This page was last updated on 2009-11-29.
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 .