Report NEP-FMK-2001-12-04

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Other reports in NEP-FMK

The following items were anounced in this report:

• Item repec:wop:syecwp:98-02 is not listed on IDEAS anymore

• Aguilar, Javiera, 1999. "GARCH, Implied Volatilities and Implied Distributions: An Evaluation for Forecasting Purposes," Working Paper Series 88, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
• Takao Kobayashi & Akihiko Takahashi & Norio Tokioka, 2001. "Dynamic Optimality of Yield Curve Strategies," CIRJE F-Series CIRJE-F-141, CIRJE, Faculty of Economics, University of Tokyo.
• Bokhyeon Baik & Cheolbeom Park, 2001. "Differences in Expectations and the Cross-Section of Stock Returns," Departmental Working Papers wp0118, National University of Singapore, Department of Economics. [Downloadable!]
• Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2001. "Evolutionary Dynamics in Financial Markets With Many Trader Types," CeNDEF Working Papers 01-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Hommes, C.H., . "Financial Markets as Nonlinear Adaptive Evolutionary Systems," CeNDEF Working Papers 00-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Ellen R. McGrattan & Edward C. Prescott, 2001. "The Stock Market Crash of 1929: Irving Fisher Was Right!," NBER Working Papers 8622, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Kausik Chaudhuri & Yangru Wu, 2000. "Random Walk versus Breaking Trend in Stock Prices: Evidence from Emerging Markets," Working Papers 2000-3, University of Sydney, Department of Economics. [Downloadable!]
• Aamir R. Hashmi & Anthony S. Tay, 2001. "Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness," Departmental Working Papers wp0116, National University of Singapore, Department of Economics. [Downloadable!]
• Josep Garcia Blandón, 2001. "New Findings Regarding Return Autocorrelation Anomalies and the Importance of Non-trading Periods," Economics Working Papers 585, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Cheolbeom Park, 2001. "Stock Returns and the Dispersion in Earnings Forecasts," Departmental Working Papers wp0117, National University of Singapore, Department of Economics. [Downloadable!]
• Item repec:wop:syecwp:99-02 is not listed on IDEAS anymore

• Säfvenblad, Patrik, 1999. "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," Working Paper Series 86, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
• Söderström, Ulf, 1999. "Predicting monetary policy using federal funds future prices," Working Paper Series 85, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
• Item repec:wop:syecwp:99-18 is not listed on IDEAS anymore

• Akihiko Takahashi & Takao Kobayashi & Naruhisa Nakagawa, 2001. "Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach," CIRJE F-Series CIRJE-F-140, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Edward W. Piotrowski & Jan Sladkowski, . "Quantum-Like Approach to Financial Risk: Quantum Anthropic Principle," Departmental Working Papers 8, University of Bialtystok, Department of Theoretical Physics. [Downloadable!]
• Item repec:wop:syecwp:98-11 is not listed on IDEAS anymore

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