NEP-FMK-2008-11-25

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Report NEP-FMK-2008-11-25

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:

Mathieu Gatumel & Dominique Guegan, 2008. "Dynamic analysis of the insurance linked securities index," Documents de travail du Centre d'Economie de la Sorbonne b08049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff, 2008. "A 'bull and bear' model of interacting financial markets. Part I: dynamics in one and two dimensions," Working Papers 0807, University of Urbino Carlo Bo, Department of Economics, revised 2008. [Downloadable!]
Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff, 2008. "A 'bull and bear' model of interacting financial markets. Part II: dynamics in three dimensions," Working Papers 0808, University of Urbino Carlo Bo, Department of Economics, revised 2008. [Downloadable!]
Marie Brière & Alexandre Burgues & Ombretta Signori, 2008. "Volatility Exposure for Strategic Asset Allocation," Working Papers CEB 08-034.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
Item repec:iim:iimawp:2008-04-04 is not listed on IDEAS anymore
Jackwerth, Jens Carsten & Kolokolova, Olga & Hodder, James E., 2008. "Recovering Delisting Returns of Hedge Funds," MPRA Paper 11641, University Library of Munich, Germany, revised 31 Oct 2008. [Downloadable!]
Constantinides, George M. & Jackwerth, Jens Carsten & Czerwonko, Michal & Perrakis, Stylianos, 2008. "Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence," MPRA Paper 11644, University Library of Munich, Germany. [Downloadable!]
Christophe Chorro & Dominique Guegan & Florian Ielpo, 2008. "Option pricing under GARCH models with generalized hyperbolic innovations (I) : methodology," Documents de travail du Centre d'Economie de la Sorbonne b08037, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Christophe Chorro & Dominique Guegan & Florian Ielpo, 2008. "Option pricing under GARCH models with generalized hyperbolic innovations (II) : data and results," Documents de travail du Centre d'Economie de la Sorbonne b08047, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Rodolfo Apreda, 2008. "Cost of capital adjusted for governance risk through a multiplicative model of expected returns," CEMA Working Papers: Serie Documentos de Trabajo. 383, Universidad del CEMA. [Downloadable!]

This page was last updated on 2009-11-22.

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