NEP-FMK-2009-09-26

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Report NEP-FMK-2009-09-26

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:

René M. Stulz, 2009. "Credit Default Swaps and the Credit Crisis," NBER Working Papers 15384, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Didier Sornette & Ryan Woodard, 2009. "Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis," Quantitative Finance Papers 0905.0220, arXiv.org. [Downloadable!]
Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0919, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0920, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
Fidrmuc, Jarko & Süß, Philipp Johann, 2009. "The Outbreak of the Russian Banking Crisis," Discussion Papers in Economics 10996, University of Munich, Department of Economics. [Downloadable!]
L. Lin & Ren R. E & D. Sornette, 2009. "A Consistent Model of `Explosive' Financial Bubbles With Mean-Reversing Residuals," Quantitative Finance Papers 0905.0128, arXiv.org. [Downloadable!]
Shady Aboul-Enein & Georges Dionne & Nicolas Papageorgiou, 2009. "Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche," Cahiers de recherche 0931, CIRPEE. [Downloadable!]
T. R. Hurd, 2009. "Credit risk modeling using time-changed Brownian motion," Quantitative Finance Papers 0904.2376, arXiv.org. [Downloadable!]
John P. Harding & Stephen L. Ross, 2009. "Regulation of Large Financial Institutions: Lessons from Corporate Finance Theory," Working papers 2009-29, University of Connecticut, Department of Economics. [Downloadable!]
Yacine A\"it-Sahalia & Jialin Yu, 2009. "High frequency market microstructure noise estimates and liquidity measures," Quantitative Finance Papers 0906.1444, arXiv.org. [Downloadable!]
Esteban Moro & Javier Vicente & Luis G. Moyano & Austin Gerig & J. Doyne Farmer & Gabriella Vaglica & Fabrizio Lillo & Rosario N. Mantegna, 2009. "Market impact and trading profile of large trading orders in stock markets," Quantitative Finance Papers 0908.0202, arXiv.org. [Downloadable!]
Michael J. Neely, 2009. "Stock Market Trading Via Stochastic Network Optimization," Quantitative Finance Papers 0909.3891, arXiv.org. [Downloadable!]
Mohamed El Hedi Arouri, 2009. "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Quantitative Finance Papers 0905.3875, arXiv.org. [Downloadable!]
Fredj Jawadi & Nicolas Million & Mohamed El Hedi Arouri, 2009. "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Quantitative Finance Papers 0905.3874, arXiv.org. [Downloadable!]

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

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