Report NEP-FMK-2010-01-16This 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:
- Ricardo Correa & Gustavo A. Suarez, 2009. "Firm volatility and banks: evidence from U.S. banking deregulation," Finance and Economics Discussion Series 2009-46, Board of Governors of the Federal Reserve System (U.S.).
- GÃ¼nster, N.K. & Kole, H.J.W.G. & Jacobsen, B., 2009. "Riding Bubbles," Research Paper ERS-2009-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
- Damiano Brigo & Andrea Pallavicini & Roberto Torresetti, 2009. "Credit models and the crisis, or: how I learned to stop worrying and love the CDOs," Papers 0912.5427, arXiv.org, revised Feb 2010.
- Tho Dinh NGUYEN, 2010. "Arbitrage Pricing Theory: Evidence from an Emerging Stock Market," Working Papers 03, Development and Policies Research Center (DEPOCEN), Vietnam.
- Yasemin Bal-Gunduz, 2009. "Estimating Demand for IMF Financing by Low-Income Countries in Response to Shocks," IMF Working Papers 09/263, International Monetary Fund.
- Guidi, Francesco, 2010. "Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models," MPRA Paper 19851, University Library of Munich, Germany.
- Sasidharan, Anand, 2009. "Structural Changes in India's Stock Markets' Efficiency," MPRA Paper 19501, University Library of Munich, Germany, revised Dec 2009.
- Item repec:stz:wpaper:ccss-09-00008 is not listed on IDEAS anymore
- Miguel A. Fuentes & Austin Gerig & Javier Vicente, 2009. "Universal Behavior of Extreme Price Movements in Stock Markets," Papers 0912.5448, arXiv.org.
- Guanghui Huang & Jianping Wan, 2009. "Probabilities of Positive Returns and Values of Call Options," Papers 0912.4973, arXiv.org.
- Rama Cont & Amel Bentata, 2010. "Forward equations for option prices in semimartingale models," Papers 1001.1380, arXiv.org, revised Jan 2012.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745, Cowles Foundation for Research in Economics, Yale University.