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Report NEP-FMK-2004-05-02
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.Subscribe to this report: email or RSS Other reports in NEP-FMK
The following items were anounced in this report:
Marco Airoldi & Vito Antonelli & Bruno Bassetti & Andrea Martinelli & Marco Picariello, 2004.
"Long Range Interaction Generating Fat-Tails in Finance GE, Growth, Math methods
0404006, EconWPA, revised 27 Apr 2004.
[Downloadable!] Item repec:cdl:ucsbec:1179 is not listed on IDEAS anymore
Kaïs Dachraoui & Georges Dionne, 2004.
"Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors Cahiers de recherche
0411, CIRPEE.
[Downloadable!] Earl A Thompson & Jonathan Treussard, 2003.
"The Tulipmania: Fact or Artifact Levine's Working Paper Archive
618897000000000830, David K. Levine.
[Downloadable!] Don U.A. Galagedera & Robert Faff, 2004.
"Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions Monash Econometrics and Business Statistics Working Papers
8/04, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!] Rama Prasad Kanungo, 2004.
"Genetic Algorithms: Genesis of Stock Evaluation Experimental
0404007, EconWPA.
[Downloadable!] Peter Christoffersen & Stefano Mazzotta, 2004.
"The Informational Content of Over-the-Counter Currency Options CIRANO Working Papers
2004s-16, CIRANO.
[Downloadable!] Item repec:imf:imfwpa:031 is not listed on IDEAS anymore
Marianna Grimaldi & Paul De Grauwe, 2003.
"Bubbling and Crashing Exchange Rates CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Fernandez, Pablo, 2004.
"Are calculated betas good for anything? IESE Research Papers
D/555, IESE Business School.
[Downloadable!] This page was last updated on 2009-11-29.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .