NEP-FMK-2009-06-10

This file is part of IDEAS, which uses RePEc data

Report NEP-FMK-2009-06-10

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.

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Other reports in NEP-FMK

The following items were anounced in this report:

Ostrup, Finn & Oxelheim, Lars & Wihlborg, Clas, 2009. "Origins and Resolution of Financial Crises; Lessons from the Current and Northern European Crises," Working Paper Series 796, Research Institute of Industrial Economics. [Downloadable!]
Zhongjun Qu & Pierre Perron, 2008. "A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices," Boston University - Department of Economics - Working Papers Series wp2008-007, Boston University - Department of Economics. [Downloadable!]
Mjøs, Aksel & Persson, Svein-Arne, 2009. "A Model of Deferred Callability in Defaultable Debt," Discussion Papers 2009/4, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
Ibrahim Onour, . "Financial Integration of North Africa Stock Markets," API-Working Paper Series 0908, Arab Planning Institute - Kuwait, Information Center. [Downloadable!]
Walid Abdmoulah, . "Testing the Evolving Efficiency of 11 Arab Stock Markets," API-Working Paper Series 0907, Arab Planning Institute - Kuwait, Information Center. [Downloadable!]

This page was last updated on 2009-11-29.

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.