Report NEP-FMK-2001-04-02This 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:
- Antulio N. Bomfim, 2001. "Optimal portfolio allocation in a world without Treasury securities," Finance and Economics Discussion Series 2001-11, Board of Governors of the Federal Reserve System (U.S.).
- Oscar Jorda & Massimiliano Marcellino, . "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Department of Economics 00-02, California Davis - Department of Economics.
- Andrew Ang & Geert Bekaert, 2001. "Stock Return Predictability: Is it There?," NBER Working Papers 8207, National Bureau of Economic Research, Inc.
- Linda S. Goldberg, 2001. "When Is U.S. Bank Lending to Emerging Markets Volatile?," NBER Working Papers 8209, National Bureau of Economic Research, Inc.
- Andrew B. Abel, 2001. "Will bequests attenuate the predicted meltdown in stock prices when baby boomers retire?," Working Papers 01-2, Federal Reserve Bank of Philadelphia.
- Mark M. Spiegel & Nobuyoshi Yamori, 2000. "The evolution of "too-big-to-fail" policy in Japan: evidence from market equity values," Pacific Basin Working Paper Series 00-01, Federal Reserve Bank of San Francisco.
- Andrew B. Abel, 2001. "An exploration of the effects of pessimism and doubt on asset returns," Working Papers 01-1, Federal Reserve Bank of Philadelphia.
- Yuming Fu & Lilian K Ng, 2000. "Market Efficiency and Return Statistics: Evidence from Real Estate and stock Markets Using a Present-Value Approach," Wisconsin-Madison CULER working papers 00-03, University of Wisconsin Center for Urban Land Economic Research.
- Steven L. Heston & Saikat Nandi, 2000. "Derivatives on volatility: some simple solutions based on observables," Working Paper 2000-20, Federal Reserve Bank of Atlanta.
- Item repec:aub:autbar:482.01 is not listed on IDEAS anymore
- Item repec:fip:fedfap:2000-18 is not listed on IDEAS anymore
- Item repec:fip:fedlwp:2001-001a is not listed on IDEAS anymore
- Brian A. Ciochetti & Timothy M. Craft & James D. Shilling, 1999. "Institutional Investors and REIT Equity Prices," Wisconsin-Madison CULER working papers 00-05, University of Wisconsin Center for Urban Land Economic Research.
- Pu Shen & Ross M. Starr, 2000. "Market makers' supply and pricing of financial market liquidity," Research Working Paper RWP 00-03, Federal Reserve Bank of Kansas City.