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Report NEP-FMK-2002-12-09
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:
Takatoshi Ito & Yuko Hashimoto, 2002.
"High Frequency Contagion of Currency Crises in Asia ,"
NBER Working Papers
9376, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Daniel Cooper & Geoffrey Woglom, 2002.
"The S&P 500 effect: not such good news in the long run ,"
Finance and Economics Discussion Series
2002-48, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Brännäs, Kurt & Quoreshi, Shahiduzzaman & Simonsen, Ola, 2002.
"Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns ,"
Umeå Economic Studies
597, Umeå University, Department of Economics.
[Downloadable!] Massa, Massimo & Simonov, Andrei, 2001.
"Reputation and Interdealer Trading. A Microstructure Analysis of the Treasury Bond Market ,"
SIFR Research Report Series
5, Institute for Financial Research.
[Downloadable!] Daniel M. Covitz & Diana Hancock & Myron L. Kwast, 2002.
"Market discipline in banking reconsidered: the roles of deposit insurance reform, funding manager decisions and bond market liquidity ,"
Finance and Economics Discussion Series
2002-46, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Goergen, M. & Khurshed, A. & McCahery, J.A. & Renneboog, L.D.R., 2002.
"The rise and fall of the European new markets : on the short and long-run performance of high-tech initial public offerings ,"
Discussion Paper
101, Tilburg University, Center for Economic Research.
[Downloadable!] Yacine Ait-Sahalia & Robert Kimmel, 2002.
"Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions ,"
NBER Technical Working Papers
0286, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Dan Covitz & Chris Downing, 2002.
"Insolvency or liquidity squeeze? Explaining very short-term corporate yield spreads ,"
Finance and Economics Discussion Series
2002-45, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Robert M. Adams & Lars-Hendrik Roller & Robin C. Sickles, 2002.
"Market power in outputs and inputs: an empirical application to banking ,"
Finance and Economics Discussion Series
2002-52, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] William R. Emmons & Frank A. Schmid, 2002.
"Cracks in the facade: American economic and financial structures after the boom ,"
Working Papers
2002-026, Federal Reserve Bank of St. Louis.
[Downloadable!] This page was last updated on 2009-12-6.
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 .