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Report NEP-FMK-2002-06-13
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:
- Yacine Ait-Sahalia & Jefferson Duarte, 2002, "Nonparametric Option Pricing under Shape Restrictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 8944, May.
- Item repec:dgr:uvatin:20020004 is not listed on IDEAS anymore
- Aron Gereben, 2002, "Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2002/04, Apr.
- Engsted, Tom & Tanggaard, Carsten, 2002, "The comovement of US and UK stock markets," Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number 02-1, Jan.
- Item repec:dgr:eureri:2002156 is not listed on IDEAS anymore
- Hui Guo, 2002, "Understanding the risk-return tradeoff in the stock market," Working Papers, Federal Reserve Bank of St. Louis, number 2002-001, DOI: 10.20955/wp.2002.001.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2002, "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," NBER Working Papers, National Bureau of Economic Research, Inc, number 8959, May.
- Item repec:dgr:kubcen:200242 is not listed on IDEAS anymore
- Jiri Hoogland & Dimitri Neumann & Michel Vellekoop, 2002, "Symmetries in Jump-Diffusion Models with Applications in Option Pricing and Credit Risk," Finance, University Library of Munich, Germany, number 0203001, Mar.
- Item repec:att:eurcbw:2002137 is not listed on IDEAS anymore
- Item repec:xrs:meawpa:0221 is not listed on IDEAS anymore
- John H. Cochrane, 2002, "Stocks as Money: Convenience Yield and the Tech-Stock Bubble," NBER Working Papers, National Bureau of Economic Research, Inc, number 8987, Jun.
- Anusha Chari & Peter Blair Henry, 2002, "Risk Sharing and Asset Prices: Evidence From a Natural Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 8988, Jun.
- Clive Coetzee, 2002, "Monetary Conditions and Stock Returns: A South African Case Study," Finance, University Library of Munich, Germany, number 0205002, May.
- Item repec:xrs:meawpa:0223 is not listed on IDEAS anymore
- Alex Strashny, 2002, "Trading system evaluation based on past performance: Random Signals Test," Finance, University Library of Munich, Germany, number 0205003, May, revised 10 Jun 2002.
- John Y. Campbell & Glen B. Taksler, 2002, "Equity Volatility and Corporate Bond Yields," NBER Working Papers, National Bureau of Economic Research, Inc, number 8961, May.
- Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George, 2002, "Alternative Models for Stock Price Dynamic," Working Papers, Duke University, Department of Economics, number 02-03.
- Leo Krippner, 2002, "Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2002/01, Mar.