Report NEP-FMK-2010-09-11This 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:
- Vogel, Ursula & Winkler, Adalbert, 2010. "Foreign banks and financial stability in emerging markets: Evidence from the global financial crisis," Frankfurt School - Working Paper Series 149, Frankfurt School of Finance and Management.
- Ashcraft, A. & Goldsmith-Pinkham, P. & Vickery, J., 2010. "MBS Ratings and the Mortgage Credit Boom," Discussion Paper 2010-89S, Tilburg University, Center for Economic Research.
- Boril Šopov & Jakub Seidler, 2010. "Yield Curve Dynamics: Regional Common Factor Model," Working Papers IES 2010/17, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2010.
- Christos Ntantamis, 2010. "A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns," CREATES Research Papers 2010-51, School of Economics and Management, University of Aarhus.
- Bent Jesper Christensen & Petra Posedel, 2010. "The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model," CREATES Research Papers 2010-50, School of Economics and Management, University of Aarhus.
- Karl-Kuno Kunze & Hans Gerhard Strohe, 2010. "Antipersistence in German stock returns," Statistische DiskussionsbeitrÃ¤ge 39, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
- Item repec:mpg:wpaper:2010_20 is not listed on IDEAS anymore
- Hossain, Monzur, 2010. "Financial Reforms and Persistently High Bank Interest Spreads in Bangladesh: Pitfalls in Institutional Development?," MPRA Paper 24755, University Library of Munich, Germany.