Report NEP-FMK-2007-09-24This 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:
- David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," NBER Working Papers 13419, National Bureau of Economic Research, Inc.
- Brodie, Joshua & Daubechies, Ingrid & De Mol, Christine & Giannone, Domenico, 2007. "Sparse and Stable Markowitz Portfolios," CEPR Discussion Papers 6474, C.E.P.R. Discussion Papers.
- Aurea Grane & Helena Veiga, 2007. "The effect of realised volatility on stock returns risk estimates," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de EstadÃstica y EconometrÃa ws076316, Universidad Carlos III, Departamento de EstadÃstica y EconometrÃa.
- Item repec:hal:papers:halshs-00172883_v1 is not listed on IDEAS anymore
- Ellouz, Siwar & Bellalah, Mondher, 2007. "Asset pricing and predictability of stock returns in the french market," MPRA Paper 4961, University Library of Munich, Germany, revised 24 Sep 2007.
- Item repec:hal:papers:halshs-00172896_v1 is not listed on IDEAS anymore
- Marc Flandreau & Juan H. Flores, 2007. "Bonds and Brands : intermediaries and reputation in sovereign debt markets 1820-1830," Working Papers in Economic History wp07-12, Universidad Carlos III, Departamento de Historia EconÃ³mica e Instituciones.
- Marco S. Matsumura & Ajax R. B. Moreira, 2007. "Identification of Affine Term Structure Models With Observed Factors: Economic Shocks on Brazilian Yield Curves," Discussion Papers 1271, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Jonathan A. Batten & Brian M. Lucey, 2007. "Volatility in the Gold Futures Market," The Institute for International Integration Studies Discussion Paper Series iiisdp225, IIIS.
- Philip R. Lane & Jay C. Shambaugh, 2007. "Financial Exchange Rates and International Currency Exposures," The Institute for International Integration Studies Discussion Paper Series iiisdp229, IIIS.