Printed from https://ideas.repec.org/n/nep-fmk/2000-09-13.html
Report NEP-FMK-2000-09-13
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:
- Item repec:dgr:rugsom:00e08 is not listed on IDEAS anymore
- Pierre Collin-Dufresne & Robert S. Goldstein & Spencer J. Martin, 1999, "The Determinants of Credit Spreads Changes," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2000-E13, Oct.
- Mario Crucini & Chris Telmer & Marios Zachariadis, , "Understanding European Real Exchange Rates," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 227.
- Pierre Collin-Dufresne & Robert Goldstein, , "Do Credit Spreads Reflect Stationary Leverage Ratios," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2000-E14.
- Kjetil Storesletten & Chris Telmer & Amir Yaron, , "Asset pricing with idiosyncratic risk and overlapping generations," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 226.
- Pierre Collin-Dufresne & Julien Hugonnier, , "Pricing and Hedging of Contingent Claims in the Presence of Extraneous Risk," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2000-E39.
- 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 5, Nov.
- Jean-Pierre DANTHINE & Francesco GIAVAZZI & Ernst-Ludwig VON THADDEN, 2000, "European Financial Markets After EMU: A First Assessment," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 00.03, Feb, revised May 2000.
- Chris Telmer & Stanley E. Zin, , "The yield curve: terms of endearment or terms of endowment?," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 231.
- Bryan Routledge & Duane Seppi & Chester Spatt, , "Equilibrium Forward Curves for Commodities," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1997-50.
- Item repec:fmg:fmgdps:dp0356 is not listed on IDEAS anymore