Printed from https://ideas.repec.org/n/nep-fmk/2001-10-01.html
Report NEP-FMK-2001-10-01
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:
- Paul A. Gompers & Josh Lerner, 2001, "The Really Long-Run Performance of Initial Public Offerings: The Pre-NASDAQ Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 8505, Oct.
- Haizhou Huang & Chenggang Xu, 2000, "Financial Institutions, Financial Contagion, and Financial Crises," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 316, Mar.
- Andrew Clare & Roger Courtenay, 2001, "Assessing the impact of macroeconomic news announcements on securities prices under different monetary policy regimes," Bank of England Staff Working Paper series, Bank of England, number 125, Feb.
- Eric Nowak & Alexandra Gropp, 2000, "Ist der Ablauf der Lock-up-Frist bei Neuemissionen ein kursrelevantes Ereignis," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 63.
- Sebastian Edwards & Raul Susmel, 2001, "Volatility Dependence and Contagion in Emerging Equity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 8506, Oct.
- Thomas J. Flavin & Michael R. Wickens, 2000, "Global Asset Allocation with Time-varying Risk," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1020800, Aug.
- Thomas J. Flavin & Michele G. Limosani, 2000, "Explaining European Short-term Interest Rate Differentials: An Application of Tobin's Portfolio Theory," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1000500, May.
- Andrew Clare & Ilias Lekkos, 2000, "An analysis of the relationship between international bond markets," Bank of England Staff Working Paper series, Bank of England, number 123, Dec.
- Andrew W. Lo & Dmitry V. Repin, 2001, "The Psychophysiology of Real-Time Financial Risk Processing," NBER Working Papers, National Bureau of Economic Research, Inc, number 8508, Oct.
- Bruce Kogut & Andrew Spicer, 2000, "Institutional Technology and the Chains of Trust: Capital Markets and Privatization in Russia and the Czech Republic," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 335, Aug.
- Item repec:fra:franaf:53 is not listed on IDEAS anymore
- Torben G. Andersen & Luca Benzoni & Jesper Lund, 2001, "An Empirical Investigation of Continuous-Time Equity Return Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 8510, Oct.
- Klaus Weber & Gerald F. Davis, 2000, "The Global Spread of Stock Exchange, 1980-1998," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 341, Oct.
- Charles M. Jones & Owen A. Lamont, 2001, "Short Sale Constraints and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 8494, Oct.
- Nicola Anderson & John Sleath, 2001, "New estimates of the UK real and nominal yield curves," Bank of England Staff Working Paper series, Bank of England, number 126, Mar.
- Item repec:fra:franaf:57 is not listed on IDEAS anymore
- Robert R Bliss & Nikolaos Panigirtzoglou, 2000, "Testing the stability of implied probability density functions," Bank of England Staff Working Paper series, Bank of England, number 114, May.
- Simon Hayes, 2001, "Leading indicator information in UK equity prices: an assessment of economic tracking portfolios," Bank of England Staff Working Paper series, Bank of England, number 137, May.