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Report NEP-FMK-2003-04-09
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:wop:bodewp:467 is not listed on IDEAS anymore
- Balbás, Alejandro, 2002, "Pseudo-arbitraje y valoración en mercados financieros con falta de liquidez," DEE - Documentos de Trabajo. EconomÃa de la Empresa. DB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number db020202, Jan.
- Roberto Rigobon & Brian Sack, 2003, "The Effects of War Risk on U.S. Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 9609, Apr.
- Erhan Bayraktar & Li Chen & H. Vincent Poor, 2003, "Projecting the Forward Rate Flow on a Finite Dimensional Manifold," Finance, University Library of Munich, Germany, number 0303007, Mar.
- Li Chen & H. Vincent Poor, 2003, "Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates," Finance, University Library of Munich, Germany, number 0303008, Mar.
- Wolff, Christian & Bams, Dennis & Walkowiak, Kim, 2003, "More Evidence on the Dollar Risk Premium in the Foreign Exchange Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3726, Jan.
- Li Chen & Damir Filipovic, 2003, "Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk," Finance, University Library of Munich, Germany, number 0303009, Mar.
- Giovanni Cespa, 2003, "A Comparison of Stock Market Mechanism," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 94, Apr.
- Balbás, Alejandro & Ibáñez, Alfredo & Romera, Rosario, 2002, "Shadow risk-free returns when hedging the interest rate risk," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb020501, Jan.
- Gehrig, Thomas & Menkhoff, Lukas, 2003, "Technical Analysis in Foreign Exchange - The Workhorse Gains Further Ground," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-278, Mar.
- Yacine Ait-Sahalia & Per A. Mykland, 2003, "How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise," NBER Working Papers, National Bureau of Economic Research, Inc, number 9611, Apr.