NEP-FMK-2008-04-12

This file is part of IDEAS, which uses RePEc data

Report NEP-FMK-2008-04-12

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:

J. Doyne Farmer & John Geanakoplos, 2008. "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Levine's Bibliography 122247000000002067, UCLA Department of Economics. [Downloadable!]
Bert Willems, 2004. "Cournot Competition, Financial Option markets and Efficiency," Center for Economic Studies - Discussion papers ces0414, Katholieke Universiteit Leuven, Centrum voor Economische Studiën. [Downloadable!]
Hale, Galina B & Razin, Assaf & Tong, Hui, 2008. "Creditor Protection, Contagion, and Stock Market Price Volatility," CEPR Discussion Papers 6658, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Center for Economic Studies - Discussion papers ces0020, Katholieke Universiteit Leuven, Centrum voor Economische Studiën. [Downloadable!]
Alexey Medvedev, 2004. "Implied Volatility at Expiration," Swiss Finance Institute Research Paper Series 08-04, Swiss Finance Institute, revised Jan 2008. [Downloadable!]
Dell''Ariccia, Giovanni & Igan, Deniz & Laeven, Luc, 2008. "Credit Booms and Lending Standards: Evidence From The Subprime Mortgage Market," CEPR Discussion Papers 6683, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Greenwood, Robin & Vayanos, Dimitri, 2008. "Bond Supply and Excess Bond Returns," CEPR Discussion Papers 6694, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Acharya, Viral V & Amihud, Yakov & Litov, Lubomir P., 2008. "Creditor Rights and Corporate Risk-taking," CEPR Discussion Papers 6697, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Ian Babetskii & Lubos Komarek & Zlatuse Komarkova, 2007. "Financial Integration of Stock Markets among New EU Member States and the Euro Area," Working Papers 2007/7, Czech National Bank, Research Department. [Downloadable!]
Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," Center for Economic Studies - Discussion papers ces0304, Katholieke Universiteit Leuven, Centrum voor Economische Studiën. [Downloadable!]
Peter De Goeij & Marno Verbeek, 2001. "An Empirical Analysis of Affine Term Structure Models Using the Generalized Method of Moments," Center for Economic Studies - Discussion papers ces0101, Katholieke Universiteit Leuven, Centrum voor Economische Studiën. [Downloadable!]
Olivier Vergote, 2005. "How to Match Trades and Quotes for Nyse Stocks?," Center for Economic Studies - Discussion papers ces0510, Katholieke Universiteit Leuven, Centrum voor Economische Studiën. [Downloadable!]
Dirk Veestraeten, 2000. "Pricing of Currency Options in Credible Exchange Rate Target Zones: an Extension and an Alternative Valuation Approach," Center for Economic Studies - Discussion papers ces0031, Katholieke Universiteit Leuven, Centrum voor Economische Studiën. [Downloadable!]

This page was last updated on 2009-11-29.

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