Report NEP-FMK-2004-05-02This 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:
- Marco Airoldi & Vito Antonelli & Bruno Bassetti & Andrea Martinelli & Marco Picariello, 2004. "Long Range Interaction Generating Fat-Tails in Finance," GE, Growth, Math methods, EconWPA 0404006, EconWPA, revised 27 Apr 2004.
- Item repec:cdl:ucsbec:1179 is not listed on IDEAS anymore
- KaÃ¯s Dachraoui & Georges Dionne, 2004. "Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors," Cahiers de recherche, CIRPEE 0411, CIRPEE.
- Earl A Thompson & Jonathan Treussard, 2003. "The Tulipmania: Fact or Artifact," Levine's Working Paper Archive 618897000000000830, David K. Levine.
- 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, Monash University, Department of Econometrics and Business Statistics 8/04, Monash University, Department of Econometrics and Business Statistics.
- Rama Prasad Kanungo, 2004. "Genetic Algorithms: Genesis of Stock Evaluation," Experimental, EconWPA 0404007, EconWPA.
- Peter Christoffersen & Stefano Mazzotta, 2004. "The Informational Content of Over-the-Counter Currency Options," CIRANO Working Papers, CIRANO 2004s-16, CIRANO.
- 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 1045, CESifo Group Munich.
- Fernandez, Pablo, 2004. "Are calculated betas good for anything?," IESE Research Papers, IESE Business School D/555, IESE Business School.