Report NEP-FMK-2010-12-11This 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:
- Jan Novotny, 2010. "Were Stocks during the Financial Crisis More Jumpy: A Comparative Study," CERGE-EI Working Papers wp416, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
- Noss, Joseph, 2010. "Extracting information from structured credit markets," Bank of England working papers 407, Bank of England.
- Vahagn Galstyan & Philip Lane, 2010. "The Dynamics of Portfolio Holdings in Emerging Europe," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp346, IIIS.
- Item repec:hal:wpaper:halshs-00539985_v1 is not listed on IDEAS anymore
- Landier, Augustin & Sraer, David & Thesmar, David, 2010. "Going for broke: New Century Financial Corporation, 2004-2006," IDEI Working Papers, Institut d'Ã‰conomie Industrielle (IDEI), Toulouse 649, Institut d'Ã‰conomie Industrielle (IDEI), Toulouse.
- Francisco Vazquez & Benjamin M. Tabak & Marcos Souto, 2010. "A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector," Working Papers Series, Central Bank of Brazil, Research Department 226, Central Bank of Brazil, Research Department.
- Item repec:eab:financ:2371 is not listed on IDEAS anymore
- Peter R. Hansen & Asger Lunde & Valeri Voev, 2010. "Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility," CREATES Research Papers 2010-74, School of Economics and Management, University of Aarhus.