Printed from https://ideas.repec.org/n/nep-fmk/2001-04-11.html
Report NEP-FMK-2001-04-11
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:
- Chang-Jin Kim & James C. Morley & Charles Nelson, 2000, "Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 0011, May.
- Theo S Eicher & Uwe Walz & Stephen Turnovsky, 2000, "Financial Liberalization and Capital Flow Reversals:," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 0003, Oct.
- Amilon, Henrik, 2001, "Comparison of Mean-Variance and Exact Utility Maximization in Stock Portfolio Selection," Working Papers, Lund University, Department of Economics, number 2001:4, Mar.
- John Y. Campbell & Robert J. Shiller, 2001, "Valuation Ratios and the Long-Run Stock Market Outlook: An Update," NBER Working Papers, National Bureau of Economic Research, Inc, number 8221, Apr.
- Amilon, Henrik & Byström, Hans, 1998, "The Search for Chaos and Nonlinearities in Swedish Stock Index Returns," Working Papers, Lund University, Department of Economics, number 1998:6, Dec.
- Amilon, Henrik, 2001, "A Neural Network Versus Black-Scholes: A Comparison of Pricing and Hedging Performances," Working Papers, Lund University, Department of Economics, number 2001:5, Mar, revised 03 Aug 2001.
- Item repec:fth:calaec:8-00 is not listed on IDEAS anymore
- Chang-Jin Kim & James C. Morley & Charles Nelson, 2000, "Is There a Structural Break in the Equity Premium?," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 0024, Feb.
- Item repec:fth:calaec:3-00 is not listed on IDEAS anymore
- Ernst-Ludwig VON THADDEN, 1998, "Liquidity Creation through Banks and Markets : Multiple Insurance and Limited Market Access," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 9820, Nov.
- Amilon, Henrik, 2001, "GARCH Estimation and Discrete Stock Prices," Working Papers, Lund University, Department of Economics, number 2001:6, Mar, revised 03 Aug 2001.
- Item repec:fth:calaec:4-00 is not listed on IDEAS anymore
- Item repec:wop:cirano:2001s22 is not listed on IDEAS anymore
- Chang-Jin Kim & James C. Morley & Charles Nelson, 2000, "Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 0023, Feb.