Printed from https://ideas.repec.org/n/nep-fmk/2001-07-23.html
Report NEP-FMK-2001-07-23
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:
- M. Pitsillis & S. Satchell, 2001, "Improving the Estimates of the Risk Premia - Application in the UK Financial Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0109, Jul.
- Sohnke M. Bartram & Gunter Dufey, 2001, "International Portfolio Investment: Theory, Evidence, and Institutional Framework," Finance, University Library of Munich, Germany, number 0107001, Jul.
- Franklin Allen, 2001, "Do Financial Institutions Matter?," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-04, Feb.
- Jalal Akhavein & W. Scott Frame & Lawrence J. White, 2001, "The Diffusion of Financial Innovations: An Examination of The Adoption of Small Business Credit Scoring by Large Banking Organizations," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-19, May.
- Item repec:fmg:fmgdps:dp0382 is not listed on IDEAS anymore
- Franklin Allen & Douglas Gale, 2001, "Comparative Financial Systems: A Survey," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-15, Apr.
- James R. Lothian & Cornelia McCarthy, 2001, "Real Exchange-Rate Behaviour under Fixed and Floating Exchange Rate Regimes," International Finance, University Library of Munich, Germany, number 0107002, Jul.
- Franklin Allen & Douglas Gale, 2003, "Financial Intermediaries and Markets," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-44, Jan.
- Haluk Unal & Dilip Madan & Levent Guntay, 2001, "A Simple Approach to Estimate Recovery Rates with APR Violation from Debt Spreads," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-07, Feb.
- Andrea Consiglio & Flavio Cocco & Stavros A. Zenios, 2001, "The Value of Integrative Risk Management for Insurance Products with Guarantees," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-06, Mar.
- Marida Bertocchi & Rosella Giacometti & Stavros A. Zenios, 2000, "Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-40, Oct.
- Richard J. Herring & Nathporn Chatusripitak, 2000, "The Case of the Missing Market: The Bond Market and Why It Matters for Financial Development," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-08, May.
- Item repec:wop:calsdi:2001-09 is not listed on IDEAS anymore
- Item repec:geo:guwopa:gueconwpa~00-04~4 is not listed on IDEAS anymore
- Lawrence J. White, , "Technological Change, Financial Innovation, and Financial Regulation: The Challenges for Public Policy," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 97-33.
- Item repec:wop:calsdi:97-12r is not listed on IDEAS anymore
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001, "Modeling and Forecasting Realized Volatility," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-01, Jan.
- Giorgio Di Giorgio & Carmine Di Noia, 2001, "Financial Regulation and Supervision in the Euro Area: A Four-Peak Proposal," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-02, Jan.
- John M.R. Chalmers & Roger M. Edelen & Gregory B. Kadlec, 2000, "On the Perils of Security Pricing by Financial Intermediaries: The Case of Open-End Mutual Funds," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-37, Sep.
- David F. Babbel & Craig B. Merrill & Mark F. Meyer & Meiring de Villiers, 2001, "The Effect of Transaction Size on Off-the-Run Treasury Prices," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-03, Feb.
- Item repec:fmg:fmgdps:dp0385 is not listed on IDEAS anymore
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Heiko Ebens, 2000, "The Distribution of Stock Return Volatility," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-27, Oct.