Report NEP-FMK-2003-03-14

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Other reports in NEP-FMK

The following items were anounced in this report:

• Bertola, Giuseppe & Hochguertel, Stefan & Koeniger, Winfried, 2002. "Dealer Pricing of Consumer Credit," CEPR Discussion Papers 3160, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Biais, Bruno & Glosten, Larry & Spatt, Chester S, 2002. "The Microstructure of Stock Markets," CEPR Discussion Papers 3288, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Biais, Bruno & Mariotti, Thomas, 2002. "Strategic Liquidity Supply and Security Design," CEPR Discussion Papers 3369, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Sarno, Lucio & Thornton, Daniel L, 2002. "The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation," CEPR Discussion Papers 3225, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• de Jong, Cyriel & Koedijk, Kees & Schnitzlein, Charles, 2002. "Stock Market Quality in the Prescence of a Traded Option," CEPR Discussion Papers 3173, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio, 2002. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," CEPR Discussion Papers 3281, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Claessens, Stijn & Klingebiel, Daniela & Schmukler, Sergio, 2002. "Explaining the Migration of Stocks from Exchanges in Emerging Economies to International Centres," CEPR Discussion Papers 3301, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Blake, David & Timmermann, Allan G, 2002. "International Asset Allocation with Time-Varying Investment Opportunities," CEPR Discussion Papers 3464, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Medrano, Luis Angel & Vives, Xavier, 2002. "Regulating Insider Trading when Investment Matters," CEPR Discussion Papers 3292, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Jenkinson, Tim & Jones, Howard, 2002. "Bids and Allocations in European IPO Bookbuilding," CEPR Discussion Papers 3644, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Bottazzi, Laura & Da Rin, Marco, 2002. "Europe's 'New' Stock Markets," CEPR Discussion Papers 3521, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Pástor, Luboš & Stambaugh, Robert F, 2002. "Liquidity Risk and Expected Stock Returns," CEPR Discussion Papers 3494, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Gerlach, Stefan, 2002. "Interpreting the Term Structure of Interbank Rates in Hong Kong," CEPR Discussion Papers 3187, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Voth, Hans-Joachim, 2002. "Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period," CEPR Discussion Papers 3254, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Campbell, Rachel & Koedijk, Kees & Kofman, Paul, 2002. "Increased Correlation in Bear markets: A Downside Risk Perspective," CEPR Discussion Papers 3172, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Bartolini, Leonardo & Bertola, Giuseppe & Prati, Alessandro, 2002. "The Overnight Interbank Market: Evidence from the G7 and the Euro Zone," CEPR Discussion Papers 3090, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Conte, Leandro & Toniolo, Gianni & Vecchi, Giovanni, 2003. "Monetary Union, Institutions and Financial Market Integration, Italy 1862-1905," CEPR Discussion Papers 3684, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Voth, Hans-Joachim, 2002. "With a Bang, Not a Whimper: Pricking Germany's 'Stock Market Bubble' in 1927 and the Slide into Depression," CEPR Discussion Papers 3257, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

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