Report NEP-FMK-2010-03-28This 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:
- Johannes Ruf, 2010. "Hedging under arbitrage," Papers 1003.4797, arXiv.org, revised May 2011.
- Gabriella Vaglica & Fabrizio Lillo & Rosario N. Mantegna, 2010. "Statistical identification with hidden Markov models of large order splitting strategies in an equity market," Papers 1003.2981, arXiv.org.
- Li L. Ong & Bergljot Barkbu, 2010. "FX Swaps: Implications for Financial and Economic Stability," IMF Working Papers 10/55, International Monetary Fund.
- Michael Hanke & Michael Kirchler, 2010. "Football Championships and Jersey Sponsors' Stock Prices: An Empirical Investigation," Working Papers 2010-07, Faculty of Economics and Statistics, University of Innsbruck.
- Céline Gimet, 2009. "The spread of international financial shocks to Asean countries," Post-Print halshs-00464216, HAL.