Printed from https://ideas.repec.org/n/nep-fmk/2001-02-14.html
Report NEP-FMK-2001-02-14
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:
- Maik Heinemann, 2001, "Rationalizability of Rational Expectations Equilibria on Asset Markets with Asymmetric Information and Learning from Prices," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 1A.2, Jan.
- Jan Hanousek & Richard Podpiera, 2001, "How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market," Finance, University Library of Munich, Germany, number 0012003, Feb.
- Maurice Obstfeld, 2000, "The Global Capital Market: Benefactor or Menace?," International Finance, University Library of Munich, Germany, number 0004001, Apr.
- Oliver Moritz, 2001, "Is the German Stock Market Chaotic ? Some NEGM- and BDS-test results for the DAX," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 3A.2, Jan.
- Gilles Teyssière & Alan Kirman, 2001, "Microeconomic Models for Long-Memory in the Volatility of Financial Time Series," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 5A.4, Jan.
- Michael Kumhof, 2000, "International Capital Mobility in Emerging Markets: New Evidence from Daily Data," Working Papers, Stanford University, Department of Economics, number 00021, Aug.
- Martin D. D. Evans, 2001, "FX Trading and Exchange Rate Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 8116, Feb.
- Item repec:wop:cirano:2001s03 is not listed on IDEAS anymore
- Jan A. Kregel, 2000, "Can European Banks Survive a Unified Currency in a Nationally Segmented Capital Market?," Macroeconomics, University Library of Munich, Germany, number 0004052, Oct.
- Andrea Gaunersdorfer & Cars Hommes & Florian Wagener, 2001, "Adaptive Beliefs and the volatility of asset prices," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 5A.1, Jan.
- Kiminori Matsuyama, 2000, "Financial Market Globalization and Endogenous Inequality of Nations," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1300, Jul.
- Piyush Kumar Chowhan & Vasant Shukla, 2000, "Volatility in Indian Stock Markets," Finance, University Library of Munich, Germany, number 0004010, Sep.
- Item repec:wop:cirano:2001s02 is not listed on IDEAS anymore
- Xue-Zhong (Tony) He & Carl Chiarella, 2001, "Asset Price and Wealth Dynamics under Heterogeneous Expectations," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 5A.2, Jan.
- Giulia Iori, 2000, "Scaling and multiscaling in financial markets," Finance, University Library of Munich, Germany, number 0004006, Jul.
- Giulia Iori, 2000, "A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions," Finance, University Library of Munich, Germany, number 0004007, Jul.
- Taisei Kaizoji & Thomas Lux, 2001, "On Dynamics in An Asset Pricing Model with Heterogeneous Expectations," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 2A.3, Jan.
- Roberto Rigobon, 2001, "Contagion: How to Measure It?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8118, Feb.
- Stewart Mayhew & Vassil Mihov, 2000, "Another Look at Option Listing Effects," Finance, University Library of Munich, Germany, number 0004002, Apr.
- Klaus Pötzelberger & Leopold Sögner, 2001, "Stochastic Equilibrium: Learning by Exponential Smoothing," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 2A.4, Jan.
- Item repec:wop:cirano:2001s01 is not listed on IDEAS anymore