Printed from https://ideas.repec.org/n/nep-fmk/2000-10-31.html
Report NEP-FMK-2000-10-31
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:
- Edward Altman & Anthony Saunders, 2000, "An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-084, Jan.
- James Engel & Marianne Gizycki, 1999, "Value at Risk: On the Stability and Forecasting of the Variance-covariance Matrix," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp1999-04, May.
- Edwin D. Maberly & Daniel F. Waggoner, 2000, "Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2000-11.
- Anthony W. Lynch, 2000, "Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-073, Feb.
- Zsolt Becsi & Victor E. Li & Ping Wang, 2000, "Financial matchmakers in credit markets with heterogeneous borrowers," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2000-14.
- T. Santos & J. Scheinkman, 2000, "Competition Among Exchanges," Princeton Economic Theory Papers, Economics Department, Princeton University, number 00s12, Mar.
- Item repec:wop:bodewp:380 is not listed on IDEAS anymore
- Eli Ofek & Matthew Richardson, 2000, "The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-054, Jan.