NEP-FMK-2009-09-19

This file is part of IDEAS, which uses RePEc data

Report NEP-FMK-2009-09-19

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:

Goderis, Benedikt & Wagner, Wolf, 2009. "Credit Derivatives and Sovereign Debt Crises," MPRA Paper 17314, University Library of Munich, Germany. [Downloadable!]
George O. Aragon & Philip E. Strahan, 2009. "Hedge Funds as Liquidity Providers: Evidence from the Lehman Bankruptcy," NBER Working Papers 15336, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Paiardini, Paola, 2009. "Informed Trading in Parallel Bond Markets," Economics & Statistics Discussion Papers esdp09053, University of Molise, Dept. SEGeS. [Downloadable!]
Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009. "Asymmetry and Leverage in Realized Volatility," CIRJE F-Series CIRJE-F-656, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
Erie Febrian & Aldrin Herwany, 2009. "Forecasting Stocks of Government Owned Companies (GOCS):Volatility Modeling," Working Papers in Economics and Development Studies (WoPEDS) 200908, Department of Economics, Padjadjaran University, revised Sep 2009. [Downloadable!]
Erie Febrian & Aldrin Herwany, 2009. "Volatility Model for Financial Market Risk Management : An Analysis on JSX Index Return Covariance Matrix," Working Papers in Economics and Development Studies (WoPEDS) 200907, Department of Economics, Padjadjaran University, revised Sep 2009. [Downloadable!]
Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2009. "Value-at-Risk for Country Risk Ratings," CIRJE F-Series CIRJE-F-659, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
Aldrin Herwany & Erie Febrian, 2009. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," Working Papers in Economics and Development Studies (WoPEDS) 200909, Department of Economics, Padjadjaran University, revised Sep 2009. [Downloadable!]

This page was last updated on 2009-12-6.

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