Report NEP-FMK-2007-09-02This 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:
- Fousseni Chabi-Yo & Dietmar Leisen & Eric Renault, 2007. "Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing," Working Papers, Bank of Canada 07-47, Bank of Canada.
- Dennis Philip & Chihwa Kao & Giovanni Urga, 2007. "Testing for Instability in Factor Structure of Yield Curves," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University 96, Center for Policy Research, Maxwell School, Syracuse University.
- Renneboog, L.D.R. & Horst, J.R. ter & Zhang, C., 2007. "The Price of Ethics: Evidence from Socially Responsible Mutual Funds," Discussion Paper, Tilburg University, Center for Economic Research 2007-29, Tilburg University, Center for Economic Research.
- Lucía Cuadro Sáez & Manuel Moreno, 2007. "GARCH Modeling of Robust Market Returns," Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy 440, Kiel Institute for the World Economy.
- Berndt, Antje & Obreja, Iulian, 2007. "The pricing of risk in European credit and corporate bond markets," Working Paper Series, European Central Bank 0805, European Central Bank.
- Item repec:cfs:cfswop:wp200724 is not listed on IDEAS anymore
- Nunes, Mauricio & Da Silva, Sergio, 2007. "Rational bubbles in emerging stockmarkets," MPRA Paper 4641, University Library of Munich, Germany.
- Colavecchio , Roberta & Funke, Michael, 2007. "Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 17/2007, Bank of Finland, Institute for Economies in Transition.