Report NEP-FMK-2003-12-14

Subscribe to this report
Other reports in NEP-FMK

The following items were anounced in this report:

• Baele, L., 2003. "Volatility spillover effects in European equity markets," Discussion Paper 114, Tilburg University, Center for Economic Research. [Downloadable!]
• Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich, 2003. "The Use of Momentum, Contrarian and Buy-&-Hold Strategies: Survey Evidence from Fund Managers," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-290, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
• Hyoung-Seok Lim & Masao Ogaki, 2003. "A Theory of Exchange Rates and the Term Structure of Interest Rates," RCER Working Papers 504, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
• Calcagno, R. & Wagner, W., 2003. "The inefficiency of the stock market equilibrium under moral hazard," Discussion Paper 107, Tilburg University, Center for Economic Research. [Downloadable!]
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003. "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," Cahiers de recherche 06-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ. [Downloadable!]
• Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2003. "Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-289, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
• Söderlind, Paul, 2003. "C-CAPM and the Cross-Section of Sharpe Ratios," SIFR Research Report Series 18, Swedish Institute for Financial Research. [Downloadable!]
• Peter G. Dunne, . "Size and Book-to-Market Factors in a Multivariate GARCH-in-Mean Asset Pricing Application," Financial Market Papers 2, Financial Services Research Forum. [Downloadable!]
• John Cotter, . "Market Anomalies for the Irish Equity Market," Financial Market Papers 3, Financial Services Research Forum. [Downloadable!]
• Dr Ronan Powell, . "Takeover Prediction and Portfolio Performance," Financial Market Papers 1, Financial Services Research Forum. [Downloadable!]
• Juan Ángel Jiménez Martín & Rodrigo Peruga Urrea, 2003. "La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas," Documentos del Instituto Complutense de Análisis Económico 0306, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
• Peter G Dunne, . "A New Bayesian Model of Market Microstructure Behaviour Applied to the Market in Irish Government Securities: Identification Happens!," Financial Market Papers 8, Financial Services Research Forum. [Downloadable!]
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003. "Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models," Cahiers de recherche 07-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ. [Downloadable!]
• Li Chen & H. Vincent Poor, 2003. "Credit Risk Modeling and the Term Structure of Credit Spreads," Finance 0312009, EconWPA. [Downloadable!]
• Michael J Moore & Maurice J. Roche, . "Liquidity in the Forward Exchange Market," Financial Market Papers 6, Financial Services Research Forum. [Downloadable!]

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