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Report NEP-FMK-2002-02-10
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:bon:bonedp:bgse30_2001 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20010113 is not listed on IDEAS anymore
- Item repec:fth:calaec:17-01 is not listed on IDEAS anymore
- Anderson, Ronald & Sundaresan, Suresh, 1998, "A Comparative Study of Structural Models of Corporate Bond Yields: An Exploratory Investigation," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999009, Jul, revised 00 Jan 1999.
- Prigent, J.-L. & Renault, O. & Scaillet, O., 1999, "Option Pricing with Discrete Rebalancing," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999029, Feb, revised 00 Oct 1999.
- Carmen M. Reinhart, 2002, "Default, Currency Crises and Sovereign Credit Ratings," NBER Working Papers, National Bureau of Economic Research, Inc, number 8738, Jan.
- Waldenström, Daniel & Frey, Bruno S., 2002, "How Government Bond Prices Reflect Wartime Events. The Case of the Stockholm Market," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 489, Jan.
- Dor, Eric & Durré, Alain, 1999, "Stock Prices, Exchange Rates and Monetary Policy," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000001, Dec.
- Vincent BODART & Paul REDING, 2001, "Do Foreign Exchange Markets Matter Dor Industry Stock Returns ? An empirical investigation," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001016, Apr.
- Boccard, N. & Calcagno, R., 1999, "Asymmetries of information in centralized order-driven markets," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999016, Jun.
- Prigent, J.-L. & Renault, O. & Scaillet, O., 2000, "An Empirical Investigation in Credit Spread Indices," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000028, Sep.
- Mark Grinblatt & Matti Keloharju, 2002, "Tax-Loss Trading and Wash Sales," NBER Working Papers, National Bureau of Economic Research, Inc, number 8745, Jan.
- Item repec:bon:bonedp:bgse35_2001 is not listed on IDEAS anymore
- Gouriéroux, C. & Scaillet, O., 1997, "Multiregime Term Structure Models," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1998002, Mar, revised 00 Dec 1997.
- Younes Bensalah, 2002, "Asset Allocation Using Extreme Value Theory," Staff Working Papers, Bank of Canada, number 02-2, DOI: 10.34989/swp-2002-2.
- Mark Grinblatt & Tobias J. Moskowitz, 2002, "What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8744, Jan.
- Calcagno, Riccardo & Lovo, Stefano M., 1998, "Bid-Ask Price Competition with Asymmetric Information between Market Makers," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1998012, May.
- Laurent, J.P. & Scaillet, O., 1997, "Variance Optimal Cap Pricing Models," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999002, Dec, revised 01 Jan 1999.