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Report NEP-FMK-2002-01-22
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:
- James E. Griffin & Mark F.J. Steel, 2002, "Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility," Econometrics, University Library of Munich, Germany, number 0201002, Jan, revised 04 Apr 2003.
- Jacobson, Tor & Lindh, Thomas & Warne, Anders, 1998, "Growth, Savings, Financial Markets and Markov Switching Regimes," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 69, Sep.
- Barry Eichengreen & Michael D. Bordo, 2002, "Crises Now and Then: What Lessons from the Last Era of Financial Globalization," NBER Working Papers, National Bureau of Economic Research, Inc, number 8716, Jan.
- Sugato Chakravarty, 2002, "Stealth-Trading: Which Traders' Trades Move Stock Prices?," Finance, University Library of Munich, Germany, number 0201003, Jan.
- Sugato Chakravarty & Frederick H. deB. Harris & Robert A. Wood, 2002, "Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?," Econometrics, University Library of Munich, Germany, number 0201003, Jan.
- Ross M. Miller, 2002, "Can Markets Learn to Avoid Bubbles?," Experimental, University Library of Munich, Germany, number 0201001, Jan, revised 07 Jan 2002.
- Luca Rigotti & Chris Shannon=20, 2002, "Uncertainty and Risk in Financial Markets," Game Theory and Information, University Library of Munich, Germany, number 0201001, Jan.
- Edward W. Piotrowski & Jan Sladkowski, , "Trading by Quantum Rules - Quantum Anthropic Principle," Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics, number 9.
- Sugato Chakravarty & Craig Holden, 2002, "An Integrated Model of Market and Limit Orders," Finance, University Library of Munich, Germany, number 0201004, Jan.
- Alexius, Annika, 2001, "How to Beat the Random Walk," Working Paper Series, Trade Union Institute for Economic Research, number 175, Dec.
- Ali Bora Yigitbasioglu, 2002, "Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk," Finance, University Library of Munich, Germany, number 0201001, Jan.