Report NEP-FMK-2007-10-13This 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:
- Mario Tirelli & Sergio Turner, 2007. "Quantifying Inefficiency in Incomplete Asset Markets," Working Papers, Brown University, Department of Economics 2007-16, Brown University, Department of Economics.
- Item repec:hal:papers:halshs-00176642_v1 is not listed on IDEAS anymore
- Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007. "Theory and Inference for a Markov-Switching GARCH Model," Cahiers de recherche, CIRPEE 0733, CIRPEE.
- Patarick Leoni, 2007. "A market microstructure explanation of IPOs underpricing," Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth n1770807, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
- Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007. "Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania 07-030, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jokivuolle , Esa & Vesala, Timo, 2007. "Portfolio effects and efficiency of lending under Basel II," Research Discussion Papers, Bank of Finland 13/2007, Bank of Finland.
- Andrew Vivian, 2007. "The Equity Premium: 100 Years of Empirical Evidence from the UK," CRIEFF Discussion Papers, Centre for Research into Industry, Enterprise, Finance and the Firm 0711, Centre for Research into Industry, Enterprise, Finance and the Firm.
- Albanese, Claudio, 2007. "Callable Swaps, Snowballs And Videogames," MPRA Paper 5229, University Library of Munich, Germany, revised 01 Oct 2007.