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Report NEP-FMK-2009-01-03
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:
Carlos Enrique Carrasco Gutierrez & Wagner Piazza Gaglianone, 2008.
"Evaluating Asset Pricing Models in a Fama-French Framework Working Papers Series
175, Central Bank of Brazil, Research Department.
[Downloadable!] John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2008.
"Volatility Spillovers and Contagion from Mature to Emerging Stock Markets IMF Working Papers
08/286, International Monetary Fund.
[Downloadable!] Katrin Assenmacher-Wesche & Stefan Gerlach, 2008.
"The term structure of interest rates across frequencies Working Paper Series
976, European Central Bank.
[Downloadable!] Kaminska, Iryna, 2008.
"A no-arbitrage structural vector autoregressive model of the UK yield curve Bank of England working papers
357, Bank of England.
[Downloadable!] Richard Finlay & Mark Chambers, 2008.
"A Term Structure Decomposition of the Australian Yield Curve RBA Research Discussion Papers
rdp2008-09, Reserve Bank of Australia.
[Downloadable!] This page was last updated on 2009-11-29.
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 .