Report NEP-FMK-2009-03-28This 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:
- Groh, Alexander P., 2009. "Private equity in emerging markets," IESE Research Papers D/779, IESE Business School.
- Li, GuangJie, 2009. "The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence," Cardiff Economics Working Papers E2009/4, Cardiff University, Cardiff Business School, Economics Section, revised Aug 2009.
- Asai, M. & McAleer, M.J. & Medeiros, M.C., 2008. "Asymmetry and leverage in realized volatility," Econometric Institute Report EI 2008-31, Erasmus University Rotterdam, Econometric Institute.
- Wiphatthanananthakul, C. & McAleer, M.J., 2008. "A simple expected volatility (SEV) index: application to SET50 index options," Econometric Institute Report EI 2008-35, Erasmus University Rotterdam, Econometric Institute.
- Takashi Shibata & Tetsuya Yamada, 2009. "Dynamic Model of Credit Risk in Relationship Lending: A Game- theoretic Real Options Approach," IMES Discussion Paper Series 09-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
- Item repec:ecb:ecbwps:200901028 is not listed on IDEAS anymore
- Bianchi, Francesco & Mumtaz, Haroon & Surico, Paolo, 2009. "Dynamics of the term structure of UK interest rates," Bank of England working papers 363, Bank of England.
- Johann Burgstaller & Johann Scharler, 2009. "How Do Bank Lending Rates and the Supply of Loans React to Shifts in Loan Demand in the U.K.?," Economics working papers 2009-02, Department of Economics, Johannes Kepler University Linz, Austria.