Printed from https://ideas.repec.org/n/nep-fmk/2000-10-05.html
Report NEP-FMK-2000-10-05
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:
- Brian P. Sack, 2000, "Deriving inflation expectations from nominal and inflation-indexed Treasury yields," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2000-33.
- Item repec:aah:aarhec:1999-13 is not listed on IDEAS anymore
- Item repec:fip:fedlwp:2000-018b is not listed on IDEAS anymore
- Takato Hiraki & Edwin D. Maberly, 2000, "An analysis of Japanese stock return dynamics conditional on U.S. Monday holiday closures," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2000-6.
- Hali J. Edison, 2000, "Do indicators of financial crises work? an evaluation of an early warning system," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 675.
- Kenneth L. Judd & Felix Kubler & Karl Schmedders, 2000, "Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1294, May.
- Item repec:aah:aarhec:1999-25 is not listed on IDEAS anymore
- V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2002, "Can sticky price models generate volatile and persistent real exchange rates?," Staff Report, Federal Reserve Bank of Minneapolis, number 277.
- Bhagwan Chowdhry & Mark Grinblatt & David K Levine, 2001, "Information Aggregation, Currency Swaps, and the Design of Derivative Securities," Levine's Working Paper Archive, David K. Levine, number 2106, Jul.
- Gallant, A. Ronald & Hsu, Chien-Te & Tauchen, George, 2000, "Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance," Working Papers, Duke University, Department of Economics, number 00-04.
- Karl Schmedders, 2000, "Monopolistic Security Design in Finance Economies," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1288, Mar.