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Report NEP-FMK-2002-01-22
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:
James E. Griffin & Mark F.J. Steel, 2002.
"Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility ,"
Econometrics
0201002, EconWPA, revised 04 Apr 2003.
[Downloadable!] Jacobson, Tor & Lindh, Thomas & Warne, Anders, 1998.
"Growth, Savings, Financial Markets and Markov Switching Regimes ,"
Working Paper Series
69, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!] Barry Eichengreen & Michael D. Bordo, 2002.
"Crises Now and Then: What Lessons from the Last Era of Financial Globalization ,"
NBER Working Papers
8716, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Sugato Chakravarty, 2002.
"Stealth-Trading: Which Traders' Trades Move Stock Prices? ,"
Finance
0201003, EconWPA.
[Downloadable!] Sugato Chakravarty & Frederick H. deB. Harris & Robert A. Wood, 2002.
"Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First? ,"
Econometrics
0201003, EconWPA.
[Downloadable!] Ross M. Miller, 2002.
"Can Markets Learn to Avoid Bubbles? ,"
Experimental
0201001, EconWPA, revised 07 Jan 2002.
[Downloadable!] Luca Rigotti & Chris Shannon=20, 2002.
"Uncertainty and Risk in Financial Markets ,"
Game Theory and Information
0201001, EconWPA.
[Downloadable!] Edward W. Piotrowski & Jan Sladkowski, .
"Trading by Quantum Rules - Quantum Anthropic Principle ,"
Departmental Working Papers
9, University of Bialtystok, Department of Theoretical Physics.
[Downloadable!] Sugato Chakravarty & Craig Holden, 2002.
"An Integrated Model of Market and Limit Orders ,"
Finance
0201004, EconWPA.
[Downloadable!] Alexius, Annika, 2001.
"How to Beat the Random Walk ,"
Working Paper Series
175, Trade Union Institute for Economic Research.
[Downloadable!] Ali Bora Yigitbasioglu, 2002.
"Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk ,"
Finance
0201001, EconWPA.
[Downloadable!] This page was last updated on 2009-11-22.
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 .