Printed from https://ideas.repec.org/n/nep-fmk/2001-04-02.html
Report NEP-FMK-2001-04-02
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:
- Antulio N. Bomfim, 2001, "Optimal portfolio allocation in a world without Treasury securities," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-11.
- Oscar Jorda & Massimiliano Marcellino, , "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Department of Economics, California Davis - Department of Economics, number 00-02.
- Andrew Ang & Geert Bekaert, 2001, "Stock Return Predictability: Is it There?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8207, Apr.
- Linda S. Goldberg, 2001, "When Is U.S. Bank Lending to Emerging Markets Volatile?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8209, Apr.
- Andrew B. Abel, 2001, "Will bequests attenuate the predicted meltdown in stock prices when baby boomers retire?," Working Papers, Federal Reserve Bank of Philadelphia, number 01-2.
- 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, Federal Reserve Bank of San Francisco, number 00-01.
- Andrew B. Abel, 2001, "An exploration of the effects of pessimism and doubt on asset returns," Working Papers, Federal Reserve Bank of Philadelphia, number 01-1.
- 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, University of Wisconsin Center for Urban Land Economic Research, number 00-03, Apr.
- Steven Heston & Saikat Nandi, 2000, "Derivatives on volatility: some simple solutions based on observables," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2000-20.
- 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, University of Wisconsin Center for Urban Land Economic Research, number 00-05, Dec.
- Pu Shen & Ross M. Starr, 2000, "Market makers' supply and pricing of financial market liquidity," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 00-03.