Report NEP-FMK-2010-12-04This 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:
- Stefan Erdorf & Nicolas Heinrichs, 2010. "Co-movement of Fundamentals: Structural Changes in the Business Cycle," Cologne Graduate School Working Paper Series, Cologne Graduate School in Management, Economics and Social Sciences 01-01, Cologne Graduate School in Management, Economics and Social Sciences, revised Dec 2010.
- Cem Cakmakli & Dick van Dijk, 2010. "Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute 10-115/4, Tinbergen Institute.
- Georges Prat, 2010. "Equity Risk Premium and Time Horizon : What do the U.S. Secular Data Say ?," EconomiX Working Papers, University of Paris West - Nanterre la DÃ©fense, EconomiX 2010-22, University of Paris West - Nanterre la Défense, EconomiX.
- Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010. "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research 1080, DIW Berlin, German Institute for Economic Research.
- Ariane Szafarz, 2010. "Financial Crises in Efficient Markets: How Fundamentalists Fuel Volatility," Working Papers CEB, ULB -- Universite Libre de Bruxelles 10-052, ULB -- Universite Libre de Bruxelles.
- Stefan Gerhold, 2010. "The Hartman-Watson Distribution revisited: Asymptotics for Pricing Asian Options," Papers, arXiv.org 1011.4830, arXiv.org, revised May 2011.
- Caitlin Ann Greatrex & Erick W. Rengifo, 2010. "Government Intervention and the CDS Market: A Look at the Market's Response to Policy Announcements During the 2007-2009 Financial Crisis," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics dp2010-12, Fordham University, Department of Economics.
- Kiss, Hubert Janos, 2010. "A Diamond-Dybvig Model Without Bank Run: the Power of Signaling," Working Papers in Economic Theory, Universidad AutÃ³noma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History) 2010/06, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
- Peixin Zhang, 2010. "Case Study of Three German Banks Stuck in the Subprime Crisis," EconomiX Working Papers, University of Paris West - Nanterre la DÃ©fense, EconomiX 2010-20, University of Paris West - Nanterre la Défense, EconomiX.
- Item repec:hal:wpaper:halshs-00538328_v1 is not listed on IDEAS anymore