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Report NEP-FMK-2002-07-04
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:
- Toni Gravelle, 2002, "The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ," Staff Working Papers, Bank of Canada, number 02-9, DOI: 10.34989/swp-2002-9.
- Item repec:fip:fedbwp:2002-1 is not listed on IDEAS anymore
- Item repec:dgr:unutaf:eifc01- is not listed on IDEAS anymore
- Urban Jermann & Vincenzo Quadrini, 2002, "Stock Market Boom and the Productivity Gains of the 1990s," NBER Working Papers, National Bureau of Economic Research, Inc, number 9034, Jun.
- Alessandro Rossi & Giampiero M. Gallo, 2002, "Volatility Estimation via Hidden Markov Models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2002_14, Jun.
- Item repec:bon:bonedp:bgse11_2002 is not listed on IDEAS anymore
- Alexandra Lai, 2002, "Modelling Financial Instability: A Survey of the Literature," Staff Working Papers, Bank of Canada, number 02-12, DOI: 10.34989/swp-2002-12.
- Chris D'Souza, 2002, "A Market Microstructure Analysis of Foreign Exchange Intervention in Canada," Staff Working Papers, Bank of Canada, number 02-16, DOI: 10.34989/swp-2002-16.
- Zhiwei Zhang, 2002, "Corporate Bond Spreads and the Business Cycle," Staff Working Papers, Bank of Canada, number 02-15, DOI: 10.34989/swp-2002-15.
- Item repec:fip:fedbwp:2002-2 is not listed on IDEAS anymore
- John W. Galbraith & Serguei Zernov, 2002, "Circuit Breakers and the Tail Index of Equity Returns," CIRANO Working Papers, CIRANO, number 2002s-62, Jun.
- Item repec:qmw:qmwecw:wp460 is not listed on IDEAS anymore
- Pu Shen, 2002, "Market timing strategies that worked," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 02-01.
- Mark Reesor & Don McLeish, 2002, "Risk, Entropy, and the Transformation of Distributions," Staff Working Papers, Bank of Canada, number 02-11, DOI: 10.34989/swp-2002-11.