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Report NEP-FMK-2002-02-15
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:
- Pierluigi Balduzzi & Cesare Robotti, 2001, "Minimum-variance kernels, economic risk premia, and tests of multi-beta models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2001-24.
- Gurdip Bakshi & Dilip B. Madan & Frank X. Zhang, 2001, "Understanding the role of recovery in default risk models: empirical comparisons and implied recovery rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-37.
- Item repec:fip:fedlwp:2001-021a is not listed on IDEAS anymore
- J. Benson Durham, 2001, "The effect of monetary policy on monthly and quarterly stock market returns: cross-country evidence and sensitivity analyses," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-42.
- Item repec:fip:fedfap:2000-21 is not listed on IDEAS anymore
- Item repec:fmg:fmgdps:dp0394 is not listed on IDEAS anymore
- Item repec:fip:fednep:v.7no.3:x:3 is not listed on IDEAS anymore
- Item repec:dgr:eureri:2002160 is not listed on IDEAS anymore
- Item repec:fip:fedlwp:2002-001a is not listed on IDEAS anymore
- Nilsson, Birger, 2002, "International Asset Pricing and the Benefits from World Market Diversification," Working Papers, Lund University, Department of Economics, number 2002:1, Feb.
- Item repec:fip:fednsr:2:x:1 is not listed on IDEAS anymore
- Cesare Robotti, 2001, "The price of inflation and foreign exchange risk in international equity markets," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2001-26.
- Patrice Bertail & Christian Haefke & Dimitris N. Politis & Halbert White, 2001, "A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 599, Dec.
- Item repec:fip:fedlwp:2000-032b is not listed on IDEAS anymore
- Christian A. Johnson, 2000, "Value at Risk Ajustado por Liquidez: Una Aplicación a los Bonos Soberanos Chilenos," Working Papers Central Bank of Chile, Central Bank of Chile, number 76, Jul.