This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Report NEP-FMK-2007-01-14
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:
Lux, Thomas, 2006.
"The Markov-Switching Multifractal Model of asset returns : GMM estimation and linear forecasting of volatility ,"
Economics Working Papers
2006,17, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!] Samanidou, Egle & Zschischang, Elmar & Stauffer, Dietrich & Lux, Thomas, 2006.
"Microscopic models of financial markets ,"
Economics Working Papers
2006,15, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!] George Milunovich & Ronald D. Ripple, 2006.
"Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil ,"
Research Papers
0607, Macquarie University, Department of Economics.
[Downloadable!] Vittoria Cerasi & Sonja Daltung, 2006.
"Financial Structure, Managerial Compensation and Monitoring ,"
Working Papers
20061102, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
[Downloadable!] Miglo, Anton, 2006.
"Debt-equity choice as a signal of profit profile over time ,"
MPRA Paper
1283, University Library of Munich, Germany.
[Downloadable!] Varsanyi, Zoltan, 2006.
"The Basel II IRB approach revisited: do we use the correct model? ,"
MPRA Paper
1244, University Library of Munich, Germany.
[Downloadable!] Halil Ibrahim Aydin & Cafer Kaplan & Mehtap Kesriyeli & Erdal Ozmen & Cihan Yalcin & Serkan Yigit, 2006.
"Corporate Sector Financial Structure in Turkey : A Descriptive Analysis ,"
Working Papers
0607, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!] Christa Hainz & Stefanie Kleimeier, 2006.
"Project Finance as a Risk-Management Tool in International Syndicated Lending ,"
Discussion Papers
183, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
[Downloadable!] Aragon, Aker, 2004.
"Discriminant Analysys of Default Risk ,"
MPRA Paper
1002, University Library of Munich, Germany, revised 29 Nov 2006.
[Downloadable!] This page was last updated on 2009-11-29.
This information is provided to you by 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 .