Report NEP-FMK-2005-09-17This 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.
The following items were announced in this report:
- Ahmed Shamiri & Abu Hassan, 2005. "Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities," Econometrics, EconWPA 0509015, EconWPA.
- Prasad V. Bidarkota & Brice V. Dupoyet & J. Huston McCulloch, 2005. "Asset Pricing with Incomplete Information under Stable Shocks," Working Papers, Florida International University, Department of Economics 0514, Florida International University, Department of Economics.
- Felici Roberto & Pagnini Marcello, 2005. "Distance, bank heterogeneity and entry in local banking markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 557, Bank of Italy, Economic Research and International Relations Area.
- Rasmus Fatum & Michael R. King, 2005. "Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 05-06, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Michael Funke & Jörg Rahn, 2005. "Just how Undervalued is the Chinese Renminbi," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics 20504, Hamburg University, Department of Economics.
- Ruben Lee, 2005. "Politics and the Creation of a European SEC:The Optimal UK Strategy – Constructive Inconsistency," FMG Special Papers, Financial Markets Group sp161, Financial Markets Group.
- Item repec:pas:camaaa:2005-19 is not listed on IDEAS anymore
- Item repec:iim:iimawp:2005-08-04 is not listed on IDEAS anymore
- Dohmen, Thomas & Falk, Armin & Huffman, David B. & Sunde, Uwe & Schupp, Jürgen & Wagner, Gert G., 2005. "Individual Risk Attitudes: New Evidence from a Large, Representative, Experimentally-Validated Survey," IZA Discussion Papers 1730, Institute for the Study of Labor (IZA).
- Carlos Carvalho, 2005. "Heterogeneity in Price Setting and the Real Effects of Monetary Shocks," Macroeconomics, EconWPA 0509017, EconWPA, revised 12 Sep 2005.