NEP-FMK-2003-04-09

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Report NEP-FMK-2003-04-09

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.

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The following items were anounced in this report:

Item repec:wop:bodewp:467 is not listed on IDEAS anymore
Alejandro Balbás, 2002. "Pseudo-Arbitraje Y Valoración En Mercados Financieros Con Falta De Liquidez," Documentos de Trabajo de EconomÃa de la Empresa db020202, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
Roberto Rigobon & Brian Sack, 2003. "The Effects of War Risk on U.S. Financial Markets," NBER Working Papers 9609, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Erhan Bayraktar & Li Chen & H. Vincent Poor, 2003. "Projecting the Forward Rate Flow on a Finite Dimensional Manifold," Finance 0303007, EconWPA. [Downloadable!]
Li Chen & H. Vincent Poor, 2003. "Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates," Finance 0303008, EconWPA. [Downloadable!]
Bams, Dennis & Walkowiak, Kim & Wolff, Christian C, 2003. "More Evidence on the Dollar Risk Premium in the Foreign Exchange Market," CEPR Discussion Papers 3726, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Li Chen & Damir Filipovic, 2003. "Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk," Finance 0303009, EconWPA. [Downloadable!]
Giovanni Cespa, 2003. "A Comparison of Stock Market Mechanisms," CSEF Working Papers 94, Centre for Studies in Economics and Finance (CSEF), University of Salerno, Italy. [Downloadable!]
Alejandro Balbás & Alfredo Ibáñez & Rosario Romera, 2002. "Shadow Risk-Free Returns When Hedging The Interest Rate Risk," Business Economics Working Papers wb020501, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
Gehrig, Thomas & Menkhoff, Lukas, 2003. "Technical Analysis in Foreign Exchange - The Workhorse Gains Further Ground," Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der UniversitÃ¤t Hannover dp-278, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
Yacine Ait-Sahalia & Per A. Mykland, 2003. "How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise," NBER Working Papers 9611, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

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

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