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Report NEP-FMK-2003-04-02
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:
- Andrew Leigh & Justin Wolfers & Eric Zitzewitz, 2003, "What Do Financial Markets Think of War in Iraq?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9587, Mar.
- Hans Dewachter & Marco Lyrio, 2002, "The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number ces0203, Mar.
- Thomas Schuster, 2003, "Fifty-Fifty. Stock Recommendations and Stock Prices. Effects and Benefits of Investment Advice in the Business Media," Finance, University Library of Munich, Germany, number 0303002, Mar.
- Luis Eduardo Arango & Luis Fernando melo & Diego Mauricio Vásquez, 2002, "Estimación de la Estructura a Plazo de las Tasas de Interés en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 196, Jan, DOI: 10.32468/be.196.
- Item repec:dgr:rugsom:02e74 is not listed on IDEAS anymore
- Gehrig, Thomas & Menkhoff, Lukas, 2003, "The use of flow analysis in foreign exchange: exploratory evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-276, Mar.
- Luis Eduardo Arango & Andrés González & Carlos Esteban Posada, 2001, "Returns and Interest Rate: A Nonlinear Relationship in the Bogotá Stock Market," Borradores de Economia, Banco de la Republica de Colombia, number 169, Jan, DOI: 10.32468/be.169.
- Item repec:att:eurcbw:2003204 is not listed on IDEAS anymore
- Luigi Zingales & Raghuram G. Rajan, 2003, "Banks and Markets: The Changing Character of European Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 9595, Mar.
- Estrada, Javier, 2003, "Mean-semivariance behavior (II): The D-CAPM," IESE Research Papers, IESE Business School, number D/493, Feb.
- Martin Cincibuch, 2002, "Distributions Implied by Exchange Traded Options: A Ghost’s Smile?," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp200, Oct.
- Katerina Smidkova, 2003, "The Emergence of Financial Markets in Transition: The Czech Experience," Macroeconomics, University Library of Munich, Germany, number 0303021, Mar.
- Peter Verhoeven & Michael McAleer, 2003, "Fat Tails and Asymmetry in Financial Volatility Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-211, Mar.
- Juan Manuel Julio, 2001, "Relación entre la Tasa de Intervención del Banco de la República y las Tasas del Mercado: Una Exploración Empírica," Borradores de Economia, Banco de la Republica de Colombia, number 188, Oct, DOI: 10.32468/be.188.
- Diego Mauricio Vásuez & Luis Fernando Melo, 2002, "Estimación de la Estructura a Plazos de las Tasas de Interés en Colombia por Medio del Método de Funciones B-Spline Cúbicas," Borradores de Economia, Banco de la Republica de Colombia, number 210, May, DOI: 10.32468/be.210.
- Estrada, Javier, 2003, "Cost of equity of Internet stocks: A downside risk approach, The," IESE Research Papers, IESE Business School, number D/491, Feb.
- John M. Sequeira & Pang Chia Chiat & Michael McAleer, 2003, "Volatility Models of Currency Futures in Developed and Emerging Markets," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-210, Mar.
- Juan Manuel Julio & Silvia Juliana Mera & Alejandro Revéiz, 2002, "La Curva Spot (Cero Cupón) Estimation con Splines Cúbicos Suavizados, Usos y Ejemplos," Borradores de Economia, Banco de la Republica de Colombia, number 213, Jun, DOI: 10.32468/be.213.
- Yang, J-H.S. & Satchell, S.E., 2003, "Endogenous Correlation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0321, Mar.
- Michel Janna & Ana María Loboguerrero & Adriana López & Santiago Muñoz, 2001, "Medición y Evolución de los Márgenes de Intermediación Financiera para el Caso Colombiano, 1996-2001," Borradores de Economia, Banco de la Republica de Colombia, number 182, Aug, DOI: 10.32468/be.182.
- Estada, Javier, 2003, "Mean-semivariance behavior: An alternative behavioral model," IESE Research Papers, IESE Business School, number D/492, Feb.
- Konstantijn Maes & Konstantijn Maes, 2003, "Modeling the Term Structure of Interest Rates: Where Do We Stand?," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number wpie008, Mar.