Printed from https://ideas.repec.org/n/nep-fmk/2003-03-19.html
Report NEP-FMK-2003-03-19
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:
- Kristin J. Forbes & Menzie D. Chinn, 2003, "A Decomposition of Global Linkages in Financial Markets Over Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 9555, Mar.
- Byström, Hans, 2003, "The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons," Working Papers, Lund University, Department of Economics, number 2003:2, Mar.
- Ricardo J. Caballero, 2003, "On the International Financial Architecture: Insuring Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 9570, Mar.
- Rodolfo Apreda, 2003, "Simple and enlarged separation portfolios. On their Use when Arbitraging and Synthesizing Securities," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 233, Mar.
- Byström, Hans, 2003, "Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis," Working Papers, Lund University, Department of Economics, number 2003:1, Mar.
- Mila Getmansky & Andrew W. Lo & Igor Makarov, 2003, "An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 9571, Mar.
- Remco T. Peters & Robin G. de Vilder, 2002, "The S&P500 future index as a time changed Brownian motion," DELTA Working Papers, DELTA (Ecole normale supérieure), number 2002-06.
- Item repec:dgr:eureri:2003292 is not listed on IDEAS anymore
- Remco T. Peters & Robin G. de Vilder, 2002, "I.I.D Standard Normality For The Dutch (AEX) Stock Index," DELTA Working Papers, DELTA (Ecole normale supérieure), number 2002-05.
- Jan Sladkowski & Edward W. Piotrowski, , "Arbitrage Risk Implied by Brokerage (in Polish)," Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics, number 119pl.