Report NEP-FMK-2001-09-10

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schloegl issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Item repec:wop:humbsf:2001-47 is not listed on IDEAS anymore

• Ole E. Barndorff-Nielsen & Neil Shephard, 2000. "Econometric analysis of realised volatility and its use in estimating stochastic volatility models," Economics Papers 2001-W4, Economics Group, Nuffield College, University of Oxford, revised 05 Jul 2001.
• Author Miloslav, 2001. "Bifurcation Routes in Financial Markets," Finance 0109001, University Library of Munich, Germany.
• Steven A. Weinberg, 2001. "Interpreting the volatility smile: an examination of the information content of option prices," International Finance Discussion Papers 706, Board of Governors of the Federal Reserve System (U.S.).
• Hao Zhou, 2001. "Jump-diffusion term structure and Ito conditional moment generator," Finance and Economics Discussion Series 2001-28, Board of Governors of the Federal Reserve System (U.S.).
• Platen, Eckhard, 2001. "A benchmark model for financial markets," SFB 373 Discussion Papers 2001,52, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2001. "Portfolio Diversification: Alive and well in Euroland !," Cahiers de Recherches Economiques du Département d'économie 01.08, Université de Lausanne, Faculté des HEC, Département d’économie.
• Item repec:wop:humbsf:2001-36 is not listed on IDEAS anymore

• P. Hartmann & S. Straetmans & C.G. de Vries, 2001. "Asset Market Linkages in Crisis Periods," Tinbergen Institute Discussion Papers 01-071/2, Tinbergen Institute.
• Item repec:wop:humbsf:2001-62 is not listed on IDEAS anymore

• Lubos Pastor & Robert F. Stambaugh, 2001. "Liquidity Risk and Expected Stock Returns," NBER Working Papers 8462, National Bureau of Economic Research, Inc.
• Steven A. Sharpe, 2001. "Reexamining stock valuation and inflation: the implications of analysts' earnings forecasts," Finance and Economics Discussion Series 2001-32, Board of Governors of the Federal Reserve System (U.S.).
• Müller, Sigrid M., 2001. "Initial offerings of options," SFB 373 Discussion Papers 2001,22, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Item repec:wop:humbsf:2001-38 is not listed on IDEAS anymore

• Kessara Thanyalakpark & Darren Filson, "undated". "Testing for Contagion during the Asian Crisis," Claremont Colleges Working Papers 2001-23, Claremont Colleges.
• Item repec:eer:wpalle:2k-12e is not listed on IDEAS anymore