Report NEP-FMK-2007-03-31This 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.
The following items were announced in this report:
- Favero, Carlo A & Niu, Linlin & Sala, Luca, 2007. "Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set," CEPR Discussion Papers 6206, C.E.P.R. Discussion Papers.
- Bandholz, Harm & Clostermann, Joerg & Seitz, Franz, 2007. "Explaining the US Bond Yield Conundrum," MPRA Paper 2386, University Library of Munich, Germany.
- Andrew Vivian, 2007. "The Equity Premium: UK Industry Evidence," CRIEFF Discussion Papers 0702, Centre for Research into Industry, Enterprise, Finance and the Firm.
- Barry E. Jones & Travis D. Nesmith, 2006. "Linear cointegration of nonlinear time series with an application to interest rate dynamics," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2007-03, Board of Governors of the Federal Reserve System (U.S.).
- AndrÃ© Farber & Roland Gillet & Ariane Szafarz, 2007. "A general formula for the WACC: a reply," Working Papers CEB, ULB -- Universite Libre de Bruxelles 07-004.RS, ULB -- Universite Libre de Bruxelles.