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Report NEP-FMK-2003-03-14
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:
- Bertola, Giuseppe & Hochguertel, Stefan & Koeniger, Winfried, 2002, "Dealer Pricing of Consumer Credit," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3160, Jan.
- Biais, Bruno & Glosten, Larry & Spatt, Chester S, 2002, "The Microstructure of Stock Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3288, Mar.
- Biais, Bruno & Mariotti, Thomas, 2002, "Strategic Liquidity Supply and Security Design," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3369, May.
- Sarno, Lucio & Thornton, Daniel L, 2002, "The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3225, Feb.
- Koedijk, Kees & de Jong, Cyriel & Schnitzlein, Charles, 2002, "Stock Market Quality in the Prescence of a Traded Option," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3173, Jan.
- Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2002, "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3281, Mar.
- Claessens, Stijn & Schmukler, Sergio & Klingebiel, Daniela, 2002, "Explaining the Migration of Stocks from Exchanges in Emerging Economies to International Centres," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3301, Apr.
- Blake, David & Timmermann, Allan, 2002, "International Asset Allocation with Time-Varying Investment Opportunities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3464, Jul.
- Vives, Xavier & Medrano, Luis Angel, 2002, "Regulating Insider Trading when Investment Matters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3292, Apr.
- Jenkinson, Tim & Jones, Howard, 2002, "Bids and Allocations in European IPO Bookbuilding," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3644, Nov.
- Bottazzi, Laura & Da Rin, Marco, 2002, "Europe's 'New' Stock Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3521, Aug.
- Stambaugh, Robert F. & Pástor, Luboš, 2002, "Liquidity Risk and Expected Stock Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3494, Aug.
- Gerlach, Stefan, 2002, "Interpreting the Term Structure of Interbank Rates in Hong Kong," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3187, Feb.
- Voth, Hans-Joachim, 2002, "Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3254, Mar.
- Kofman, Paul & Koedijk, Kees & Campbell, Rachel, 2002, "Increased Correlation in Bear markets: A Downside Risk Perspective," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3172, Jan.
- Bertola, Giuseppe & Prati, Alessandro & Bartolini, Leonardo, 2002, "The Overnight Interbank Market: Evidence from the G7 and the Euro Zone," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3090, Feb.
- Toniolo, Gianni & Vecchi, Giovanni & Conte, Leandro, 2003, "Monetary Union, Institutions and Financial Market Integration, Italy 1862-1905," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3684, Jan.
- Voth, Hans-Joachim, 2002, "With a Bang, Not a Whimper: Pricking Germany's 'Stock Market Bubble' in 1927 and the Slide into Depression," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3257, Mar.