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Report NEP-FMK-1998-10-08
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Klaus P. Fischer, 1998, "A discrete martingale model of pension fund guarantees in," Finance, University Library of Munich, Germany, number 9802003, Feb.
- Jorge A. Chan-Lau & Zhaohui Chen, 1998, "Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis," International Finance, University Library of Munich, Germany, number 9804001, Apr, revised 22 Sep 1998.
- David A. Chapman & Neil D. Pearson, 1998, "Is the Short Rate Drift Actually Nonlinear?," Finance, University Library of Munich, Germany, number 9808005, Aug.
- Barry Eichengreen & Fabio Ghironi, 1998, "European Monetary Unification and International Monetary Cooperation," International Trade, University Library of Munich, Germany, number 9804001, Apr.
- A. Frachot, 1997, "Do Financial Markets Expect a Significant Delay before EMU ?," International Finance, University Library of Munich, Germany, number 9707003, Jul.
- Marc Goergen, 1998, "The Transfer of Control in British and German IPOs," Finance, University Library of Munich, Germany, number 9804005, Apr.
- Barry Eichengreen, 1998, "The Baring Crisis in a Mexican Mirror," International Trade, University Library of Munich, Germany, number 9805001, May.
- Maria Soledad Martinez Peria, 1998, "Understanding Devaluations in Latin America: A "Bad Fundamentals" Approach," International Finance, University Library of Munich, Germany, number 9805004, May.
- Charles Geiss & Kyung-Seong Jeon, 1998, "A Dynamic Model of the Incorporation of New Information into Prices," Finance, University Library of Munich, Germany, number 9805006, May.
- Jeffrey A. Frankel & Sergio L. Schmukler, 1998, "Country Funds and Asymmetric Information," International Finance, University Library of Munich, Germany, number 9805003, May.
- Manfred J.M. Neumann & Jens Weidmann, 1997, "The Information Content of German Discount Rate Changes," Macroeconomics, University Library of Munich, Germany, number 9706006, Jun.
- Klaus P. Fischer & Houcem Smaoui, 1997, "From Financial Liberalization to Banking Failure: Starting on the Wrong Foot?," Finance, University Library of Munich, Germany, number 9706005, Jun.
- Klaus P. Fischer & Martin Chenard, 1997, "Financial Liberalization Causes Banking System Fragility," Finance, University Library of Munich, Germany, number 9706004, Jun.
- Kirill Ilinski & Alexander Stepanenko, 1998, "Electrodynamical model of quasi-efficient financial market," Finance, University Library of Munich, Germany, number 9805007, Jun.
- Claus Munk, 1998, "The Markov Chain Approximation Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem," Finance, University Library of Munich, Germany, number 9802002, Feb.
- Ricardo Cavalcanti & Andres Erosa & Ted Temzelides, 1998, "Private Money and Reserve Management in a Random Matching Model," Macroeconomics, University Library of Munich, Germany, number 9803008, Mar.
- Paul D. McNelis & G.C. Lim, 1998, "Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark," International Finance, University Library of Munich, Germany, number 9805001, May.
- Martin Evans, 1998, "Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?," Finance, University Library of Munich, Germany, number 9809001, Sep.
- Miguel Cantillo & Julian Wright, 1998, "How Do Firms Choose Their Lenders? An Empirical Investigation," Finance, University Library of Munich, Germany, number 9803007, Mar.
- Anning Wei & Raymond M. Leuthold, 1998, "Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes?," Finance, University Library of Munich, Germany, number 9805001, May.
- Bruce A. Rayton & Jonathan S. Seaton, 1996, "The Size of Employee Stakeholding in Large UK Corporations," Labor and Demography, University Library of Munich, Germany, number 9612001, Dec, revised 28 Jan 1999.
- Rama CONT, 1998, "Beyond implied volatility: extracting information from option prices," Finance, University Library of Munich, Germany, number 9804002, Apr.
- David A. Chapman & John B. Long Jr. & Neil D. Pearson, 1998, "Using Proxies for the Short Rate: When are Three Months Like an Instant?," Finance, University Library of Munich, Germany, number 9808004, Aug, revised 07 Oct 1998.
- Nadia Piffaretti, 1998, "A Theoretical Approach to Electronic Money," Macroeconomics, University Library of Munich, Germany, number 9803005, Mar.
- Mark R. Manfredo & Raymond M. Leuthold, 1998, "Agricultural Applications of Value-at-Risk Analysis: A Perspective," Finance, University Library of Munich, Germany, number 9805002, May.
- Roger Lagunoff & Stacey L. Schreft, 1998, "A Model of Financial Fragility," Game Theory and Information, University Library of Munich, Germany, number 9803001, Mar, revised 30 Apr 1998.
- Dwight R. Sanders & Philip Garcia & Raymond M. Leuthold, 1998, "The Forecasting Value of New Crop Futures: A Decision-Making Framework," Finance, University Library of Munich, Germany, number 9805003, May.
- Mikhail A. Noussinov & Raymond M. Leuthold, 1998, "Optimal Hedging Strategies for the U.S. Cattle Feeder," Finance, University Library of Munich, Germany, number 9804004, Apr.
- Frank Riedel, 1998, "Imperfect Information Leads to Complete Markets if Dividends are Diffusions," Finance, University Library of Munich, Germany, number 9808002, Aug.