Report NEP-FMK-2004-09-12

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Other reports in NEP-FMK

The following items were anounced in this report:

• Philip Kostov & Seamus McErlean, 2004. "Estimating the probability of large negative stock market," Finance 0409011, EconWPA. [Downloadable!]
• Peter Spencer, 2004. "Affine Macroeconomic Models of the Term Structure of Interest Rates: The US Treasury Market 1961-99," Discussion Papers 04/16, Department of Economics, University of York, revised Jan 2006. [Downloadable!]
• Eckhard Platen, 2004. "Diversified Portfolios with Jumps in a Benchmark Framework," Research Paper Series 129, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
• Erdem Basci & Mehmet Fatih Ekinci, 2004. "Bond Premium in Turkey," Macroeconomics 0409007, EconWPA. [Downloadable!]
• Levy Yeyati, Eduardo & Schmukler, Sergio L. & Van Horen, Neeltje, 2003. "The price of inconvertible deposits - the stock market boom during the Argentine crisis," Policy Research Working Paper Series 3146, The World Bank. [Downloadable!]
• Dumoulin, Hubert Grignon & Kruse, Mogens, 2004. "The regulatory and supervisory framework for fixed income markets in Europe," Policy Research Working Paper Series 3308, The World Bank. [Downloadable!]
• Pamela Cardozo, . "Valor en Riesgo de los Activos Financieros Colombianos Aplicando la Teoría de Valor Extremo," Borradores de Economia 304, Banco de la Republica de Colombia. [Downloadable!]
• Peter Carr & Liuren Wu, 2004. "Variance Risk Premia," Finance 0409015, EconWPA. [Downloadable!]
• Friedman, Felice B, 2004. "Regulation of fixed income securities markets in the United States," Policy Research Working Paper Series 3283, The World Bank. [Downloadable!]
• Peter Carr & Liuren Wu, 2004. "Static Hedging of Standard Options," Finance 0409016, EconWPA. [Downloadable!]
• Izquierdo, Alejandro & Morisset, Jacques & Olarreaga, Marcelo, 2003. "Information diffusion in international markets," Policy Research Working Paper Series 3032, The World Bank. [Downloadable!]
• Enlin Pan & Liuren Wu, 2004. "Taking Positive Interest Rates Seriously," Finance 0409013, EconWPA. [Downloadable!]
• Kjell G. Nyborg & Ilya A. Strebulaev, 2003. "Multiple Unit Auctions and Short Squeezes," Working Papers 2003.27, Fondazione Eni Enrico Mattei. [Downloadable!]
• Shane Miller & Eckhard Platen, 2004. "Two-Factor Model for Low Interest Rate Regimes," Research Paper Series 130, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
• Dailami, Mansoor & Hauswald, Robert, 2003. "The emerging project bond market - covenant provisions and credit spreads," Policy Research Working Paper Series 3095, The World Bank. [Downloadable!]

This page was last updated on 2009-11-15.