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Report NEP-FMK-2008-11-11
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:
Caprio, Gerard, Jr. & Demirguc-Kunt, Asli & Kane, Edward J., 2008.
"The 2007 meltdown in structured securitization : searching for lessons, not scapegoats ,"
Policy Research Working Paper Series
4756, The World Bank.
[Downloadable!] Tony BERRADA & Julien HUGONNIER, 2008.
"Incomplete information, idiosyncratic volatility and stock returns ,"
Swiss Finance Institute Research Paper Series
08-23, Swiss Finance Institute.
[Downloadable!] Jesús P. Colino, 2008.
"Weak convergence in credit risk ,"
Statistics and Econometrics Working Papers
ws085518, Universidad Carlos III, Departamento de Estadística y Econometría.
[Downloadable!] Dominique Guegan & Cyril Caillault, 2008.
"Forecasting VaR and Expected shortfall using dynamical Systems : a risk Management Strategy ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00185374_v1, HAL.
[Downloadable!] Jens H.E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008.
"An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model ,"
NBER Working Papers
14463, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) This page was last updated on 2009-12-20.
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 .