Printed from https://ideas.repec.org/n/nep-fmk/2003-01-27.html
Report NEP-FMK-2003-01-27
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 W. Brandt & Amir Yaron, 2003, "Time-Consistent No-Arbitrage Models of the Term Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 9458, Jan.
- Lucy F. Ackert & Bryan K. Church & Narayanan Jayaraman, 2002, "Circuit breakers with uncertainty about the presence of informed agents: I know what you know . . . I think," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-25.
- Lucy F. Ackert & Bryan K. Church & Richard Deaves, 2002, "Bubbles in experimental asset markets: Irrational exuberance no more," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-24.
- Robert E.J. Hibbard & Rob Brown & Keith R. McLaren, 2002, "Nonsimultaneity and Futures Option Pricing: Simulation and Empirical Evidence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/02, Dec.
- Bruce N. Lehmann & David M. Modest, 2003, "Diversification and the Optimal Construction of Basis Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 9461, Jan.
- Lucy F. Ackert & Bryan K. Church & Ping Zhang, 2002, "Asset prices and informed traders' abilities: evidence from experimental asset markets," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-26.
- Item repec:cla:levrem:506439000000000114 is not listed on IDEAS anymore
- Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003, "Evolutionary Stability of Portfolio Rules in Incomplete Markets," Discussion Papers, University of Copenhagen. Department of Economics, number 03-03, Jan.
- Robin Brooks & Marco Del Negro, 2003, "International stock returns and market integration: A regional perspective," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-20.
- Item repec:att:eurcbw:2002194 is not listed on IDEAS anymore
- Robin Brooks & Marco Del Negro, 2002, "International diversification strategies," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-23.