Report NEP-FMK-2009-03-22This 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:
- Kristopher S. Gerardi & Andreas Lehnert & Shane M. Sherlund & Paul S. Willen, 2009. "Making sense of the subprime crisis," Public Policy Discussion Paper 09-1, Federal Reserve Bank of Boston.
- Tatom, John, 2009. "AIG and the Fed: Prologue to future financial regulation?," MPRA Paper 14122, University Library of Munich, Germany.
- Patrick Bolton & Xavier Freixas & Joel Shapiro, 2009. "The credit ratings game," Economics Working Papers 1149, Department of Economics and Business, Universitat Pompeu Fabra.
- Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2009. "What Segments Equity Markets?," NBER Working Papers 14802, National Bureau of Economic Research, Inc.
- Isaac Kleshchelski & Nicolas Vincent, 2009. "Robust Equilibrium Yield Curves," Cahiers de recherche 0907, CIRPEE.
- Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0907, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
- Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0910, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
- Rangan Gupta & Stephen M. Miller, 2009. "The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market," Working papers 2009-10, University of Connecticut, Department of Economics, revised Dec 2009.