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 working papers, 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 working papers, 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 working papers, 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 working papers, 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 working papers, Bank of England, number 137, May.