Report NEP-FMK-2009-07-03This 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:
- Varadi, Vijay Kumar & Boppana, Nagarjuna, 2009. "Are stock exchanges integrated in the world? - A critical Analysis," MPRA Paper 15902, University Library of Munich, Germany.
- Chang, C-L. & McAleer, M.J. & Tansuchat, R., 2009. "Forecasting volatility and spillovers in crude oil spot, forward and future markets," Econometric Institute Report EI 2009-12, Erasmus University Rotterdam, Econometric Institute.
- Adam Clements & Ralf Becker, 2009. "A nonparametric approach to forecasting realized volatility," NCER Working Paper Series 43, National Centre for Econometric Research.
- Mihaela Tuca, 2009. "Calibration of LIBOR Market Model: Comparison between the Separated and the Approximate Approach," Advances in Economic and Financial Research - DOFIN Working Paper Series 27, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
- Lucia Milone & Paolo Pellizzari, 2009. "Mutual funds flows and the "Sheriff of Nottingham" effect," Working Papers 188, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Dorothea Schäfer & Klaus F. Zimmermann, 2009. "Bad Bank(s) and Recapitalization of the Banking Sector," Discussion Papers of DIW Berlin 897, DIW Berlin, German Institute for Economic Research.