Printed from https://ideas.repec.org/n/nep-fmk/2001-05-02.html
Report NEP-FMK-2001-05-02
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:
- Item repec:fip:fedfap:2001-05 is not listed on IDEAS anymore
- Christophre Georges, 2001, "Learning Dynamics in an Artificial Currency Market," Computing in Economics and Finance 2001, Society for Computational Economics, number 31, Apr.
- Monique Ebell, 2001, "Why are Asset Returns More Volatile during Recessions? A Theoretical Explanation," Working Papers, Swiss National Bank, Study Center Gerzensee, number 01.01, Apr.
- Marcelo Cunha Medeiros & Álvaro Veiga & Carlos Eduardo Pedreira, 2000, "Modelling exchange rates: smooth transitions, neural networks, and linear models," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 432, Nov.
- Michael J. Fleming, 2001, "Financial market implications of the federal debt paydown," Staff Reports, Federal Reserve Bank of New York, number 120, Mar.
- Edward W. Piotrowski, , "The Geometry of a Financial Market (in Polish)," Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics, number 106pl.
- Michael Brandt, Qi Zeng and Lu Zhang, 2001, "Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States," Computing in Economics and Finance 2001, Society for Computational Economics, number 41, Apr.
- Item repec:dgr:uvatin:20010015 is not listed on IDEAS anymore
- Vassil A. Konstantinov, 2001, "Intergenerational Risk Sharing and Asset Returns," Computing in Economics and Finance 2001, Society for Computational Economics, number 228, Apr.
- Item repec:dgr:uvatin:20010021 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20010014 is not listed on IDEAS anymore
- Jörg Bibow, 2001, "Easy Money through the Back Door: The Markets vs. the ECB," Macroeconomics, University Library of Munich, Germany, number 0103004, Mar.
- Item repec:dgr:uvatin:20010017 is not listed on IDEAS anymore
- Thomas Lux, 2001, "The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation," Computing in Economics and Finance 2001, Society for Computational Economics, number 62, Apr.
- Jinill Kim & Sunghyun Henry Kim & Andrew T. Levin, 2001, "Patience, persistence and welfare costs of incomplete markets in open economies," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 696.
- Item repec:imf:imfwpa:0139 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20010016 is not listed on IDEAS anymore
- Jonas D. M. Fisher, 1998, "Credit market imperfections and the heterogeneous response of firms to monetary shocks," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 96-23.
- Prasad V. Bidarkota and J. Huston McCulloch, 2001, "Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle," Computing in Economics and Finance 2001, Society for Computational Economics, number 70, Apr.
- David Goldbaum, 2001, "Market Efficiency and Learning in an Endogenously Unstable Environment," Computing in Economics and Finance 2001, Society for Computational Economics, number 105, Apr.
- O. Emre Ergungor, 2002, "Market- vs. bank-based financial systems: do investor rights really matter?," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0101R, DOI: 10.26509/frbc-wp-200101r.
- Robert A. Connolly, Nuray G½ner, and Kenneth N. Hightower, 2001, "Is There More to Long Memory in Fixed-Income Excess Returns and Volatility than Structural Instability?," Computing in Economics and Finance 2001, Society for Computational Economics, number 223, Apr.
- Item repec:imf:imfwpa:0136 is not listed on IDEAS anymore
- Frank Niehaus, 2001, "The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model," Computing in Economics and Finance 2001, Society for Computational Economics, number 60, Apr.
- Item repec:dgr:uvatin:20010018 is not listed on IDEAS anymore
- Sorin Solomon and Moshe Levy, 2001, "Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in the LLS Stock Market Model," Computing in Economics and Finance 2001, Society for Computational Economics, number 10, Apr.
- Zhi-Feng Huang, Sorin Solomon*, 2001, "Power, Levy, Exponential and Gaussian Regimes in Autocatalytic Financial Systems," Computing in Economics and Finance 2001, Society for Computational Economics, number 12, Apr.