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 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: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, Economics Group, Nuffield College, University of Oxford, number 2001-W4, Oct, revised 05 Jul 2001.
• Author Miloslav, 2001, "Bifurcation Routes in Financial Markets," Finance, University Library of Munich, Germany, number 0109001, Sep.
• Steven A. Weinberg, 2001, "Interpreting the volatility smile: an examination of the information content of option prices," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 706.
• Hao Zhou, 2001, "Jump-diffusion term structure and Ito conditional moment generator," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-28.
• Item repec:wop:humbsf:2001-52 is not listed on IDEAS anymore

• Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2001, "Portfolio Diversification: Alive and well in Euroland !," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 01.08, Jul.
• Item repec:wop:humbsf:2001-36 is not listed on IDEAS anymore

• Item repec:dgr:uvatin:20010071 is not listed on IDEAS anymore

• 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, National Bureau of Economic Research, Inc, number 8462, Sep.
• Steven A. Sharpe, 2001, "Reexamining stock valuation and inflation: the implications of analysts' earnings forecasts," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-32.
• Item repec:wop:humbsf:2001-22 is not listed on IDEAS anymore

• Item repec:wop:humbsf:2001-38 is not listed on IDEAS anymore

• Item repec:clm:clmeco:2001-23 is not listed on IDEAS anymore

• Item repec:eer:wpalle:2k-12e is not listed on IDEAS anymore

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 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: