Report NEP-FMK-2004-02-15This 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.
The following items were announced in this report:
- Andrea Cipollini & George Kapetanios, 2004. "A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data," Working Papers 506, Queen Mary, University of London, School of Economics and Finance.
- Item repec:cfs:cfswop:wp0335 is not listed on IDEAS anymore
- Item repec:cfs:cfswop:wp0317 is not listed on IDEAS anymore
- Robert-Paul Berben, 2003. "Does stock market uncertainty impair the use of monetary indicators in the euro area?," MEB Series (discontinued) 2003-15, Netherlands Central Bank, Monetary and Economic Policy Department.
- Alexei Krouglov, 2004. "Mathematical Model of Stock Market Fluctuations in the Absence of Economic Growth," Macroeconomics 0402022, EconWPA.
- Fernando Rubio, 2004. "Factores De Riesgo No Sistematico En La Explicacion De Los Retornos De Las Acciones En El Mercado Bursatil Chileno," Finance 0402010, EconWPA.
- Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2004. "Survival of the Fittest on Wall Street," Discussion Papers 04-03, University of Copenhagen. Department of Economics.