Report NEP-FMK-2009-06-03This 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:
- Didier SORNETTE & Ryan WOODARD, . "Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis," Swiss Finance Institute Research Paper Series 09-15, Swiss Finance Institute.
- Gloria GonzÃ¡lez-Rivera & Tae-Hwy Lee, 2007. "Nonlinear Time Series in Financial Forecasting," Working Papers 200803, University of California at Riverside, Department of Economics, revised Feb 2008.
- Alexander Subbotin & Thierry Chauveau & Kateryna Shapovalova, 2009. "Volatility Models : from GARCH to Multi-Horizon Cascades," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00390636, HAL.
- Toshiaki Watanabe & Masato Ubukata, 2009. "Option Pricing Using Realized Volatility and ARCH Type Models," Global COE Hi-Stat Discussion Paper Series gd09-066, Institute of Economic Research, Hitotsubashi University.
- Kateryna Shapovalova & Alexander Subbotin, 2009. "Predicting Stock Returns in a Cross-Section : Do Individual Firm chatacteristics Matter ?," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00390647, HAL.
- Camilo SERRANO & Martin HOESLI, 2009. "Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables," Swiss Finance Institute Research Paper Series 09-08, Swiss Finance Institute.
- Item repec:cfs:cfswop:wp200815 is not listed on IDEAS anymore
- Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009. "A Risk Management Approach for Portfolio Insurance Strategies," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00389789, HAL.
- Michele Manna & Carmela Iazzetta, 2009. "The topology of the interbank market: developments in Italy since 1990," Temi di discussione (Economic working papers) 711, Bank of Italy, Economic Research and International Relations Area.