NEP-FMK-2003-03-10

This file is part of IDEAS, which uses RePEc data

Report NEP-FMK-2003-03-10

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.

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Other reports in NEP-FMK

The following items were anounced in this report:

Item repec:cla:uclaol:27 is not listed on IDEAS anymore
Item repec:cla:uclaol:166 is not listed on IDEAS anymore
J. Scheinkman & W. Xiong, 2002. "Overconfidence, Short-Sale Constraints and Bubbles," Princeton Economic Theory Working Papers 98734966f1c1a57373801367f, UCLA Department of Economics. [Downloadable!]
Tims, B. & Mahieu, R.J., 2003. "International Portfolio Choice," Research Paper ERS-2003-011-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
Masanao Aoki, 2002. "Open Models of Share Markets with Two Dominant Types of Participants," UCLA Economics Online Papers 107, UCLA Department of Economics. [Downloadable!]
Dufwenberg, Martin & Lindqvist, Tobias & Moore, Evan, 2003. "Bubbles and Experience: An Experiment on Speculation," Research Papers in Economics 2003:1, Stockholm University, Department of Economics. [Downloadable!]
Mark Gugiatti & Anthony Richards, 2003. "Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets," RBA Research Discussion Papers rdp2003-02, Reserve Bank of Australia. [Downloadable!]
Nigel Pain & Desirée van Welsum, 2002. "Financial Liberalisation, Alliance Capitalism and the Changing Structure of Financial Markets," NIESR Discussion Papers 199, National Institute of Economic and Social Research. [Downloadable!]
Shiu-Sheng Chen, 2003. "Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach," International Finance 0303002, EconWPA, revised 13 Mar 2003. [Downloadable!]
Item repec:cla:uclaol:192 is not listed on IDEAS anymore
Clive G. Bowsher, 2003. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2003-W03, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
Item repec:cla:uclaol:195 is not listed on IDEAS anymore
Julan Du & Shang-Jin Wei, 2003. "Does Insider Trading Raise Market Volatility?," NBER Working Papers 9541, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Post, G.T., 2003. "Statistical Inference on Stochastic Dominance Efficiency. Do Omitted Risk Factors Explain the Size and Book-to-Market Effects?," Research Paper ERS-2003-017-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
Christian Hellwig, 2003. "Bubbles and Self-enforcing Debt (October 2006, with Guido Lorenzoni)," UCLA Economics Online Papers 229, UCLA Department of Economics. [Downloadable!]
Manuel Cano Rodríguez & Manuel Núñez Nickel, 2002. "Is The Risk-Return Paradox Still Alive?," Business Economics Working Papers wb024818, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
Carmen Broto & Esther Ruiz, 2002. "Estimation Methods For Stochastic Volatility Models: A Survey," Statistics and Econometrics Working Papers ws025414, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]

This page was last updated on 2008-7-20.

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