NEP-FMK-2003-03-19

This file is part of IDEAS, which uses RePEc data

Report NEP-FMK-2003-03-19

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:

Kristin J. Forbes & Menzie D. Chinn, 2003. "A Decomposition of Global Linkages in Financial Markets Over Time," NBER Working Papers 9555, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Byström, Hans, 2003. "The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons," Working Papers 2003:2, Lund University, Department of Economics.
Ricardo J. Caballero, 2003. "On the International Financial Architecture: Insuring Emerging Markets," NBER Working Papers 9570, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Rodolfo Apreda, 2003. "Simple and enlarged separation portfolios. On their Use when Arbitraging and Synthesizing Securities," CEMA Working Papers: Serie Documentos de Trabajo. 233, Universidad del CEMA. [Downloadable!]
Byström, Hans, 2003. "Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis," Working Papers 2003:1, Lund University, Department of Economics.
Mila Getmansky & Andrew W. Lo & Igor Makarov, 2003. "An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns," NBER Working Papers 9571, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Remco T. Peters & Robin G. de Vilder, 2002. "The S&P500 future index as a time changed Brownian motion," DELTA Working Papers 2002-06, DELTA (Ecole normale supérieure). [Downloadable!]
Tims, B. & Mahieu, R.J., 2003. "A Range-Based Multivariate Model for Exchange Rate Volatility," Research Paper ERS-2003-022-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!]
Remco T. Peters & Robin G. de Vilder, 2002. "I.I.D Standard Normality For The Dutch (AEX) Stock Index," DELTA Working Papers 2002-05, DELTA (Ecole normale supérieure). [Downloadable!]
Jan Sladkowski & Edward W. Piotrowski, . "Arbitrage Risk Implied by Brokerage (in Polish)," Departmental Working Papers 119pl, University of Bialtystok, Department of Theoretical Physics. [Downloadable!]

This page was last updated on 2009-12-13.

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