Printed from https://ideas.repec.org/n/nep-fmk/2000-09-05.html
Report NEP-FMK-2000-09-05
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:
- Amir Yaron, , "Asset Pricing and The Liquidity Effect: A Theoretical and Empirical Investigation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 27.
- Uri Ron, 2000, "A Practical Guide to Swap Curve Construction," Staff Working Papers, Bank of Canada, number 00-17, DOI: 10.34989/swp-2000-17.
- Amir Yaron & Harold Zhang, 1995, "Fixed Costs and Asset Market Participation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1997-25, Dec.
- Harold Zhang, , "Asymmetric Information, Short Sale Constraints, and Asset Prices," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 30.
- Jeannine Bailliu, 2000, "Private Capital Flows, Financial Development, and Economic Growth in Developing Countries," Staff Working Papers, Bank of Canada, number 00-16, DOI: 10.34989/swp-2000-16.
- Pierre Collin-Dufresne & Robert Goldstein, , "True Stochastic Volatility and Generalized Affine Models of the Term Structure," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2000-E38.
- Amir Yaron, 1995, "Liquidity Shocks and International Asset Pricing," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 26, Oct.
- Suleyman Basak & Michael Gallmeyer, , "Capital Market Equilibrium with Differential Taxation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1999-E1.
- David K. Backus & Chris I. Telmer & Liuren Wu, 1999, "Design and Estimation of Affine Yield Models," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2000-E17, Nov.
- Jeannine Bailliu, 2000, "Private Capital Flows, Financial Development, and Economic Growth in Developing Countries," Staff Working Papers, Bank of Canada, number 00-15, DOI: 10.34989/swp-2000-15.
- David Backus & Silverio Foresi & Chris Telmer, , "Interpreting the Forward Premium Anomoly," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 15.
- Jesper Andreasen & Pierre Collin-Dufresne & Wei Shi, , "An Arbitrage Model of the Term Structure of Interest Rates With Stochastic Volatility," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2000-E40.
- Michael Gallmeyer & Duane Seppi, , "Derivative Security Induced Price Manipulation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2000-E41.
- David K. Backus & Silverio Foresi & Chris Telmer, , "Discrete time models of bond pricing," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 251.
- Harold Zhang, , "Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 31.
- Richard C. Green & Kristian Rydqvist, , "Ex-Day Behavior of Lottery Bonds," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 65.