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Report NEP-FMK-2009-01-24
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:
Marzo, Massimiliano & Zagaglia, Paolo, 2009.
"The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They? ,"
Research Papers in Economics
2009:1, Stockholm University, Department of Economics.
[Downloadable!] Ronald E. Shrieves & Drew Dahl & Michael F. Spivey, 2009.
"Capital Market Regimes and Bank Structure in Europe ,"
Working Papers
200807, Utah State University, Department of Economics and Finance.
[Downloadable!] Chun-Hung Chen & Wei-Choun Yu & Eric Zivot, 2009.
"Predicting Stock Volatility Using After-Hours Information ,"
Working Papers
UWEC-2009-01, University of Washington, Department of Economics.
[Downloadable!] Lönnbark, Carl & Soultanaeva, Albina, 2009.
"Profitability of Technical Trading Rules on the Baltic Stock Markets ,"
Umeå Economic Studies
761, Umeå University, Department of Economics.
[Downloadable!] Mukherjee, Dr. Kedar nath & Mishra, Dr. R. K., 2008.
"Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts ,"
MPRA Paper
12788, University Library of Munich, Germany.
[Downloadable!] This page was last updated on 2009-12-6.
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 .