NEP-FMK-2007-04-21

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Report NEP-FMK-2007-04-21

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:

Chris D'Souza & Ingrid Lo & Stephen Sapp, 2007. "Price Formation and Liquidity Provision in Short-Term Fixed Income Markets," Working Papers 07-27, Bank of Canada. [Downloadable!]
Viviana Fernandez, 2006. "Copula-based measures of dependence structure in assets returns," Documentos de Trabajo 228, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
Kwamie Dunbar, 2007. "US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk," Working papers 2007-08, University of Connecticut, Department of Economics. [Downloadable!]
Espinosa Méndez, Christian, 2005. "Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos
[Evidence Of Chaotic Behavior In American Stock Markets]," MPRA Paper 2794, University Library of Munich, Germany, revised 30 Jun 2006. [Downloadable!]
Ozun, Alper & Cifter, Atilla, 2007. "Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas," MPRA Paper 2711, University Library of Munich, Germany. [Downloadable!]
Richard J. Agnello, 2006. "Do U.S. Paintings Follow the CAPM? Findings Disaggregated by Subject, Artist, and Value of the Work," Working Papers 06-02, University of Delaware, Department of Economics. [Downloadable!]
Peter Tulip, 2007. "Financial markets in Iceland," OECD Economics Department Working Papers 549, OECD, Economics Department. [Downloadable!]

This page was last updated on 2009-12-20.

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