NEP-FMK-2008-07-20

This file is part of IDEAS, which uses RePEc data

Report NEP-FMK-2008-07-20

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.

Subscribe to this report: email or RSS

Other reports in NEP-FMK

The following items were anounced in this report:

Fabrizio Mattesini & Leonardo Becchetti, 2008. "The stock market and the Fed," CEIS Research Paper 113, Tor Vergata University, CEIS, revised 14 Jul 2008. [Downloadable!]
Axel Dreher & Martin Gassebner, 2008. "Do IMF and World Bank programs induce government crises? An empirical analysis," KOF Working papers 08-200, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
Marwan Elkhoury, 2007. "Credit Rating Agencies And Their Potential Impact On Developing Countries," UNCTAD Discussion Papers 186, United Nations Conference on Trade and Development. [Downloadable!]
Lux, Thomas, 2008. "Stochastic behavioral asset pricing models and the stylized facts," Economics Working Papers 2008,08, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
Pitluck, Aaron Z., 2008. "Moral Behavior in Stock Markets: Islamic finance and socially responsible investment," MPRA Paper 9477, University Library of Munich, Germany. [Downloadable!]
Nwaobi, Godwin C, 2008. "The Economics of Financial Derivative Instruments," MPRA Paper 9463, University Library of Munich, Germany. [Downloadable!]
Jerzy Filar & Boda Kang & Malgorzata Korolkiewicz, 2008. "Pricing Financial Derivatives on Weather Sensitive Assets," Research Paper Series 223, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
Hardy Hulley & T. A. McWalter, 2008. "Quadratic Hedging of Basis Risk," Research Paper Series 225, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
Tang, Dragon Yongjun & Yan, Hong, 2008. "Market conditions, default risk and credit spreads," Discussion Paper Series 2: Banking and Financial Studies 2008,08, Deutsche Bundesbank, Research Centre. [Downloadable!]
Zhu, Haibin & Tarashev, Nikola A., 2008. "The pricing of correlated default risk: evidence from the credit derivatives market," Discussion Paper Series 2: Banking and Financial Studies 2008,09, Deutsche Bundesbank, Research Centre. [Downloadable!]
Hillebrand, Martin & BÃ¶cker, Klaus, 2008. "Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregation," Discussion Paper Series 2: Banking and Financial Studies 2008,11, Deutsche Bundesbank, Research Centre. [Downloadable!]
Scheicher, Martin & Raunig, Burkhard, 2008. "A value at risk analysis of credit default swaps," Discussion Paper Series 2: Banking and Financial Studies 2008,12, Deutsche Bundesbank, Research Centre. [Downloadable!]

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

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.