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Report NEP-FMK-2003-03-10
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:
- Item repec:cla:uclaol:27 is not listed on IDEAS anymore
- Item repec:cla:uclaol:166 is not listed on IDEAS anymore
- J. Scheinkman & W. Xiong, 2002, "Overconfidence, Short-Sale Constraints and Bubbles," Princeton Economic Theory Working Papers, David K. Levine, number 98734966f1c1a57373801367f, Jan.
- Item repec:dgr:eureri:2003286 is not listed on IDEAS anymore
- Masanao Aoki, 2002, "Open Models of Share Markets with Two Dominant Types of Participants," UCLA Economics Online Papers, UCLA Department of Economics, number 107, Mar.
- Dufwenberg, Martin & Lindqvist, Tobias & Moore, Evan, 2003, "Bubbles and Experience: An Experiment on Speculation," Research Papers in Economics, Stockholm University, Department of Economics, number 2003:1, Jan.
- Mark Gugiatti & Anthony Richards, 2003, "Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2003-02, Mar.
- Nigel Pain, 2002, "Financial Liberalisation, Alliance Capitalism and the Changing Structure of Financial Markets," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 199, Jul.
- Shiu-Sheng Chen, 2003, "Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach," International Finance, University Library of Munich, Germany, number 0303002, Mar, revised 05 Apr 2003.
- Item repec:cla:uclaol:192 is not listed on IDEAS anymore
- Clive G. Bowsher, 2003, "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W03, Jan.
- Item repec:cla:uclaol:195 is not listed on IDEAS anymore
- Julan Du & Shang-Jin Wei, 2003, "Does Insider Trading Raise Market Volatility?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9541, Mar.
- Item repec:dgr:eureri:2003289 is not listed on IDEAS anymore
- Christian Hellwig, 2003, "Bubbles and Self-enforcing Debt (October 2006, with Guido Lorenzoni)," UCLA Economics Online Papers, UCLA Department of Economics, number 229, Feb.
- Cano Rodríguez, Manuel & Núñez-Nickel, Manuel, 2002, "Is the risk-return paradox still alive?," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb024818, Oct.
- Broto, Carmen & Ruiz Ortega, Esther, 2002, "Estimation methods for stochastic volatility models: a survey," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws025414, Nov.