Report NEP-FMK-2009-07-11This 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:
- Carlos Carvalho & Nicholas Klagge & Emanuel Moench, 2009. "The persistent effects of a false news shock," Staff Reports 374, Federal Reserve Bank of New York.
- Bent Jesper Christensen & Jie Zhu & Morten Ã˜rregaard Nielsen, 2009. "Long memory in stock market volatility and the volatility-in-mean effect: the FIEGARCH-M model," Working Papers, Queen's University, Department of Economics 1207, Queen's University, Department of Economics.
- Jean Helwege & Samuel Maurer & Asani Sarkar & Yuan Wang, 2009. "Credit default swap auctions," Staff Reports 372, Federal Reserve Bank of New York.
- Schäfer, Dorothea & Zimmermann, Klaus F., 2009. "Bad Bank(s) and Recapitalization of the Banking Sector," CEPR Discussion Papers 7349, C.E.P.R. Discussion Papers.
- Nicola Cetorelli & Pietro F. Peretto, 2009. "Credit quantity and credit quality: bank competition and capital accumulation," Staff Reports 375, Federal Reserve Bank of New York.
- Laurence Fung & Ip-wing Yu, 2009. "A Study on the Transmission of Money Market Tensions in EMEAP Economies During the Credit Crisis of 2007 - 2008," Working Papers 0909, Hong Kong Monetary Authority.