Report NEP-FMK-2009-10-24This 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:
- Park, A. & Sgroi, D., 2009. "Herding, Contrarianism and Delay in Financial Market Trading," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 0941, Faculty of Economics, University of Cambridge.
- Schroeder, Gerhard, 2009. "Volatility Indexes seem to point to the Past," MPRA Paper 18025, University Library of Munich, Germany.
- Silvia Muzzioli, 2009. "The skew pattern of implied volatility in the DAX index options market," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi" 0617, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Chatayan Wiphatthanananthakul & Michael McAleer, 2009. "A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-672, CIRJE, Faculty of Economics, University of Tokyo.
- Gregory James & Michail Karoglou, 2009. "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series, Department of Economics, Loughborough University 2009_11, Department of Economics, Loughborough University, revised Sep 2009.
- Karl Aiginger, 2009. "The Current Economic Crisis: Causes, Cures and Consequences," WIFO Working Papers, WIFO 341, WIFO.