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Report NEP-FMK-2005-03-20
This is the archive for NEP-FMK , a report on new working papers in the area of Financial Markets. Erik Schloegl issued this report. It is usually issued weekly.Subscribe to this report Other reports in NEP-FMK
The following items were anounced in this report:
Rodolfo Apreda, 2005.
"How trade splits up information sets and dealers carry out their brokerage of asymmetric information CEMA Working Papers: Serie Documentos de Trabajo.
288, Universidad del CEMA.
[Downloadable!] Simon Sosvilla-Rivero & Pedro N. Rodríguez, .
"Linkages in international stock markets: Evidence from a classification procedure Working Papers
2004-23, FEDEA.
[Downloadable!] Byström, Hans N. E., 2005.
"Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market Working Papers
2005:24, Lund University, Department of Economics, revised 15 May 2005.
[Downloadable!] Ericsson, Jan & Jacobs, Kris & Oviedo-Helfenberger, Rodolfo, 2004.
"The Determinants of Credit Default Swap Premia SIFR Research Report Series
32, Swedish Institute for Financial Research.
[Downloadable!] Leo Krippner, 2005.
"Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve Working Papers in Economics
05/03, University of Waikato, Department of Economics.
[Downloadable!] Elena Smirnova, 2004.
"Impact of Cross-listing on Local Stock Returns: Case of Russian ADRs William Davidson Institute Working Papers Series
2004-691, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!] Art A. Durnev & Amrita S. Nain, 2004.
"The Unanticipated Effects of Insider Trading Regulation William Davidson Institute Working Papers Series
2004-695, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!] This page was last updated on 2008-7-20.
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 .