Report NEP-FMK-2011-08-29This 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:
- Chow, Gregory C & Liu, Changjiang & Niu, Linlin, 2011. "Co-movements of Shanghai and New York Stock prices by time-varying regressions," BOFIT Discussion Papers 16/2011, Bank of Finland, Institute for Economies in Transition.
- Adam Copeland & Antoine Martin & Michael Walker, 2011. "Repo runs: evidence from the tri-party repo market," Staff Reports 506, Federal Reserve Bank of New York.
- Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809R, Cowles Foundation for Research in Economics, Yale University.
- Bernadette Biatour, 2011. "Working Paper 10-11 - Estimation of inter-industry domestic and international R&D stocks for Belgium," Working Papers 1110, Federal Planning Bureau, Belgium.
- Masato Ubukata & Toshiaki Watanabe, 2011. "Pricing Nikkei 225 Options Using Realized Volatility," IMES Discussion Paper Series 11-E-18, Institute for Monetary and Economic Studies, Bank of Japan.
- Patrick Slovik & Boris Cournède, 2011. "Macroeconomic Impact of Basel III," OECD Economics Department Working Papers 844, OECD Publishing.