Report NEP-FMK-2009-03-14This 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.
The following items were announced in this report:
- Reinhart, Carmen & Rogoff, Kenneth, 2009. "The Aftermath of Financial Crises," CEPR Discussion Papers 7209, C.E.P.R. Discussion Papers.
- James P. Gander, 2009. "Extreme Value Theory and the Financial Crisis of 2008," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics 2009_03, University of Utah, Department of Economics.
- Pástor, Luboš & Stambaugh, Robert F., 2009. "Are Stocks Really Less Volatile in the Long Run?," CEPR Discussion Papers 7199, C.E.P.R. Discussion Papers.
- Constantinos Kardaras, 2008. "Viability of Markets with an Infinite Number of Assets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 241, Quantitative Finance Research Centre, University of Technology, Sydney.
- Ajit Singh, 2008. "Stock Markets in Low and Middle Income Countries," ESRC Centre for Business Research - Working Papers, ESRC Centre for Business Research wp377, ESRC Centre for Business Research.
- Giofré, Maela/M., 2008. "EMU Effects on Stock Markets: From Home Bias to Euro Bias," MPRA Paper 13926, University Library of Munich, Germany.
- Maria Grazia Romano, 2009. "Institutional Trades and Herd Behavior in Financial Markets," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 215, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Burkhard Raunig & Martin Scheicher, 2009. "Are Banks Different? Evidence from the CDS Market," Working Papers 152, Oesterreichische Nationalbank (Austrian Central Bank).