Printed from https://ideas.repec.org/n/nep-fmk/2002-12-09.html
Report NEP-FMK-2002-12-09
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:
- Takatoshi Ito & Yuko Hashimoto, 2002, "High Frequency Contagion of Currency Crises in Asia," NBER Working Papers, National Bureau of Economic Research, Inc, number 9376, Dec.
- Daniel H. Cooper & Geoffrey Woglom, 2002, "The S&P 500 effect: not such good news in the long run," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2002-48.
- Brännäs, Kurt & Quoreshi, Shahiduzzaman & Simonsen, Ola, 2002, "Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns," Umeå Economic Studies, Umeå University, Department of Economics, number 597, Dec.
- Massa, Massimo & Simonov, Andrei, 2001, "Reputation and Interdealer Trading. A Microstructure Analysis of the Treasury Bond Market," SIFR Research Report Series, Institute for Financial Research, number 5, Nov.
- Daniel M. Covitz & Diana Hancock & Myron L. Kwast, 2002, "Market discipline in banking reconsidered: the roles of deposit insurance reform, funding manager decisions and bond market liquidity," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2002-46.
- Item repec:dgr:kubcen:2002101 is not listed on IDEAS anymore
- Yacine Aït-Sahalia & Robert Kimmel, 2002, "Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0286, Dec.
- Daniel M. Covitz & Chris Downing, 2002, "Insolvency or liquidity squeeze? Explaining very short-term corporate yield spreads," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2002-45.
- Robert M. Adams & Lars-Hendrik Roller & Robin C. Sickles, 2002, "Market power in outputs and inputs: an empirical application to banking," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2002-52.
- William R. Emmons & Frank A. Schmid, 2002, "Cracks in the facade: American economic and financial structures after the boom," Working Papers, Federal Reserve Bank of St. Louis, number 2002-026, DOI: 10.20955/wp.2002.026.