Report NEP-FMK-2001-10-22This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.
The following items were announced in this report:
- Byström, Hans, 2001. "Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory," Working Papers 2001:18, Lund University, Department of Economics.
- David S. Bates, 2001. "The Market for Crash Risk," NBER Working Papers 8557, National Bureau of Economic Research, Inc.
- Item repec:dgr:eureir:2000190 is not listed on IDEAS anymore
- Item repec:ema:worpap:2000-12 is not listed on IDEAS anymore
- Item repec:ema:worpap:2000-51 is not listed on IDEAS anymore
- Peghe Braila & Claude Wampach, 2001. "Undiversifiable Returns in a CAPM Economy," Discussion Papers 01-08, University of Copenhagen. Department of Economics.
- Item repec:dgr:eureir:2000196 is not listed on IDEAS anymore
- Yoshiro Miwa & J. Mark Ramseyer, 2001. "Directed Credit? Capital Market Competition in High-Growth Japan," CIRJE F-Series CIRJE-F-132, CIRJE, Faculty of Economics, University of Tokyo.
- Item repec:ema:worpap:2001-06 is not listed on IDEAS anymore