Printed from https://ideas.repec.org/n/nep-fmk/2001-12-04.html
Report NEP-FMK-2001-12-04
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:syecwp:98-02 is not listed on IDEAS anymore
- Aguilar, Javiera, 1999, "GARCH, Implied Volatilities and Implied Distributions: An Evaluation for Forecasting Purposes," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 88, Aug.
- Takao Kobayashi & Akihiko Takahashi & Norio Tokioka, 2001, "Dynamic Optimality of Yield Curve Strategies," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-141, Nov.
- Item repec:nus:nusewp:wp0118 is not listed on IDEAS anymore
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2001, "Evolutionary Dynamics in Financial Markets With Many Trader Types," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 01-01.
- Hommes, C.H., 2000, "Financial Markets as Nonlinear Adaptive Evolutionary Systems," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 00-03.
- Ellen R. McGrattan & Edward C. Prescott, 2001, "The Stock Market Crash of 1929: Irving Fisher Was Right!," NBER Working Papers, National Bureau of Economic Research, Inc, number 8622, Dec.
- Item repec:wop:syecwp:2000-3 is not listed on IDEAS anymore
- Item repec:nus:nusewp:wp0116 is not listed on IDEAS anymore
- Josep Garcia Blandón, 2001, "New findings regarding return autocorrelation anomalies and the importance of non-trading periods," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 585, Nov.
- Item repec:nus:nusewp:wp0117 is not listed on IDEAS anymore
- Item repec:wop:syecwp:99-02 is not listed on IDEAS anymore
- Säfvenblad, Patrik, 1999, "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 86, Jun.
- Söderström, Ulf, 1999, "Predicting monetary policy using federal funds future prices," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 85, May.
- Item repec:wop:syecwp:99-18 is not listed on IDEAS anymore
- Akihiko Takahashi & Takao Kobayashi & Naruhisa Nakagawa, 2001, "Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-140, Nov.
- Edward W. Piotrowski & Jan Sladkowski, , "Quantum-Like Approach to Financial Risk: Quantum Anthropic Principle," Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics, number 8.
- Item repec:wop:syecwp:98-11 is not listed on IDEAS anymore