Report NEP-FMK-2007-11-17This 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:
- Yusuke Osaki, 2007. "Risk and Derivative Price," Risk & Uncertainty Working Papers WP2R07, Risk and Sustainable Management Group, University of Queensland.
- Charles Goodhart, 2007. "Liquidity Risk Management," FMG Special Papers sp175, Financial Markets Group.
- Joseph H. Golec & John A. Vernon, 2007. "Financial Risk in the Biotechnology Industry," NBER Working Papers 13604, National Bureau of Economic Research, Inc.
- Luigi Guiso & Raoul Minetti, 2007. "The Structure of Multiple Credit Relationships: Evidence from US Firms," Economics Working Papers ECO2007/46, European University Institute.
- Chulia-Soler, H. & Martens, M.P.E. & Dijk, D.J.C. van, 2007. "The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations," Research Paper ERS-2007-066-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
- Martin Schmitz, 2007. "Financial Markets and International Risk Sharing," The Institute for International Integration Studies Discussion Paper Series iiisdp233, IIIS.
- Chris D'Souza, 2007. "Where Does Price Discovery Occur in FX Markets?," Working Papers 07-52, Bank of Canada.
- Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007. "Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach," NBER Working Papers 13588, National Bureau of Economic Research, Inc.
- José M. Marín & Thomas A. Rangel, 2007. "The use of derivatives in the spanish mutual fund industry," Working Papers 2007-22, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.