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Report NEP-FMK-2002-11-04
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:
- Michael J. Dueker & Thomas W. Miller, 2002, "Directly measuring early exercise premiums using American and European S&P 500 index options," Working Papers, Federal Reserve Bank of St. Louis, number 2002-016, DOI: 10.20955/wp.2002.016.
- Robin Brooks & Marco Del Negro, 2002, "The rise in comovement across national stock markets: market integration or IT bubble?," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-17.
- David Bolder & Scott Gusba, 2002, "Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada," Staff Working Papers, Bank of Canada, number 02-29, DOI: 10.34989/swp-2002-29.
- Pierre Giot & Joachim Grammig, 2002, "How large is liquidity risk in an automated auction market?," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-23, Oct.
- Devereux, M.B. & Lane, P.R., 2002, "Understanding Bilateral Exchange Rate Volatility," CEG Working Papers, Trinity College Dublin, Department of Economics, number 20025.
- Francis A. Longstaff, 2002, "The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 9312, Nov.
- Christopher J. Neely, 2004, "Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?," Working Papers, Federal Reserve Bank of St. Louis, number 2002-017, DOI: 10.20955/wp.2002.017.
- Cora Barnhart & Gerald P. Dwyer, 2002, "Are stocks in new industries like lottery tickets?," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-15.
- Item repec:dgr:eureri:2002255 is not listed on IDEAS anymore
- Mark Kamstra & Lisa Kramer & Maurice D. Levi, 2002, "Winter blues: a SAD stock market cycle," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-13.
- Bill Francis & Iftekhar Hasan & Delroy Hunter, 2002, "Emerging market liberalization and the impact on uncovered interest rate parity," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-16.