Report NEP-FMK-2001-02-08This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.
The following items were announced in this report:
- John G. Fernald & John H. Rogers, 2000. "Puzzles in the Chinese stock market," Working Paper Series WP-00-13, Federal Reserve Bank of Chicago.
- Christopher J. Neely & Paul A. Weller, 2001. "Intraday technical trading in the foreign exchange market," Working Papers 1999-016, Federal Reserve Bank of St. Louis.
- Christopher J. Neely, 2001. "Risk-adjusted, ex ante, optimal technical trading rules in equity markets," Working Papers 1999-015, Federal Reserve Bank of St. Louis.
- Antulio N. Bomfim, 2000. "Pre-announcement effects, news, and volatility: monetary policy and the stock market," Finance and Economics Discussion Series 2000-50, Board of Governors of the Federal Reserve System (U.S.).
- Kenneth A. Froot & Steven E. Posner, 2001. "The Pricing of Event Risks with Parameter Uncertainty," NBER Working Papers 8106, National Bureau of Economic Research, Inc.
- Sujit Chakravorti & Subir Lall, 2000. "The double play: simultaneous speculative attacks on currency and equity markets," Working Paper Series WP-00-17, Federal Reserve Bank of Chicago.
- Nikola Gradojevic & Jing Yang, 2000. "The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables," Staff Working Papers 00-23, Bank of Canada.
- Jonathan H. Wright, 1999. "Long memory in emerging market stock returns," International Finance Discussion Papers 650, Board of Governors of the Federal Reserve System (U.S.).
- Kenneth A. Froot, 2001. "The Market for Catastrophe Risk: A Clinical Examination," NBER Working Papers 8110, National Bureau of Economic Research, Inc.
- Liang Zou, 2000. "Inherent Efficiency, Security Markets, and the Pricing of Investment Strategies," Tinbergen Institute Discussion Papers 00-108/2, Tinbergen Institute.
- Koeniger, Winfried, 2001. "Labor and Financial Market Interactions: The Case of Labor Income Risk and Car Insurance in the UK 1969-95," IZA Discussion Papers 240, Institute for the Study of Labor (IZA).