NEP-FMK-2007-03-17

This file is part of IDEAS, which uses RePEc data

Report NEP-FMK-2007-03-17

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.

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Other reports in NEP-FMK

The following items were anounced in this report:

Brigitte Desroches & Michael Francis, 2007. "World Real Interest Rates: A Global Savings and Investment Perspective," Working Papers 07-16, Bank of Canada. [Downloadable!]
Bea Canto & Roman Kräussl, 2006. "Stock Market Interactions and the Impact of Macroeconomic News – Evidence from High Frequency Data of European Futures Markets," CFS Working Paper Series 2006/25, Center for Financial Studies. [Downloadable!]
Kilian, Lutz & Park, Cheolbeom, 2007. "The Impact of Oil Price Shocks on the U.S. Stock Market," CEPR Discussion Papers 6166, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Huisman, R. & Mahieu, R.J. & Schlichter, F., 2007. "Hedging Exposure to Electricity Price Risk in a Value at Risk Framework," Research Paper ERS-2007-013-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
Toker Doganoglu & Christoph Hartz & Stefan Mittnik, 2006. "Portfolio Optimization wehn Risk Factors are Conditionally Varying and Heavy Tailed," CFS Working Paper Series 2006/24, Center for Financial Studies. [Downloadable!]
Petr Jakubík, 2007. "Credit Risk in the Czech Economy," Working Papers IES 2007/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2007. [Downloadable!]
Renato Filosa, 2007. "Stress testing of the stability of the Italian banking system: a VAR approach," Heterogeneity and monetary policy 0703, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica. [Downloadable!]

This page was last updated on 2008-10-12.

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