NEP-FMK-2009-07-03

This file is part of IDEAS, which uses RePEc data

Report NEP-FMK-2009-07-03

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.

Subscribe to this report: email or RSS

Other reports in NEP-FMK

The following items were anounced 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. [Downloadable!]
Chang, C-L. & McAleer, M. & Tansuchat, R., 2009. "Forecasting volatility and spillovers in crude oil spot, forward and future markets," Econometric Institute Report EI 2009-12 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Adam Clements & Ralf Becker, 2009. "A nonparametric approach to forecasting realized volatility," NCER Working Paper Series 43, National Centre for Econometric Research. [Downloadable!]
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. [Downloadable!]
Lucia Milone & Paolo Pellizzari, 2009. "Mutual funds flows and the "Sheriff of Nottingham" effect," Working Papers 188, Department of Applied Mathematics, University of Venice. [Downloadable!]
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. [Downloadable!]

This page was last updated on 2009-11-22.

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.