Printed from https://ideas.repec.org/n/nep-fmk/2002-04-25.html
Report NEP-FMK-2002-04-25
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:
- Michael J. Fleming, 2002, "Are larger Treasury issues more liquid? Evidence from bill reopenings," Staff Reports, Federal Reserve Bank of New York, number 145.
- Item repec:fmg:fmgdps:dp0412 is not listed on IDEAS anymore
- John Rust & George Hall, 2002, "Middlemen versus Market Makers: A Theory of Competitive Exchange," NBER Working Papers, National Bureau of Economic Research, Inc, number 8883, Apr.
- Anderson, H.M. & Vahid, F., 2001, "Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/01, May.
- C.S. Forbes & G.M. Martin & J. Wright, 2002, "Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/02, Feb.
- Ross Levine, 2002, "Bank-Based or Market-Based Financial Systems: Which is Better?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 442, Feb.
- Item repec:fmg:fmgdps:dp0405 is not listed on IDEAS anymore
- Item repec:fmg:fmgdps:dp0404 is not listed on IDEAS anymore
- G.C. Lim & G.M. Martin & V.L. Martin, 2002, "Parametric Pricing of Higher Order Moments in S&P500 Options," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/02, Feb.
- Item repec:fmg:fmgdps:dp0410 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:200229 is not listed on IDEAS anymore
- Bechmann, Ken L., 2002, "Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index," Working Papers, Copenhagen Business School, Department of Finance, number 2002-2, Mar.
- Martin, G.M. & Forbes, C.S. & Martin, V.L., 2000, "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/00, Jul.
- Item repec:fmg:fmgdps:dp0401 is not listed on IDEAS anymore