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Report NEP-FMK-2009-08-30
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:
John M. Fry, 2009.
"Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion EERI Research Paper Series
EERI_RP_2009_10, Economics and Econometrics Research Institute (EERI).
[Downloadable!] Peter Christoffersen & Kris Jacobs & Chayawat Ornthanalai, 2009.
"Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options CIRANO Working Papers
2009s-34, CIRANO.
[Downloadable!] Byström, Hans, 2009.
"News Aggregators, Volatility and the Stock Market Working Papers
2009:11, Lund University, Department of Economics.
[Downloadable!] Mulyadi, Martin Surya, 2009.
"Volatility spillover in Indonesia, USA, and Japan capital market MPRA Paper
16914, University Library of Munich, Germany.
[Downloadable!] This page was last updated on 2009-12-13.
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 .