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Report NEP-FMK-2003-04-27
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:dgr:uvatin:20030030 is not listed on IDEAS anymore
- Item repec:lev:wrkpap:368 is not listed on IDEAS anymore
- Peter Christoffersen & Hyunchul Chung & Vihang Errunza, 2003, "Size Matters: The Impact of Capital Market Liberalization on Individual Firms," CIRANO Working Papers, CIRANO, number 2003s-13, Apr.
- Item repec:lev:wrkpap:360 is not listed on IDEAS anymore
- Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2002, "Analytic Evaluation of Volatility Forecasts," CIRANO Working Papers, CIRANO, number 2002s-90, Dec.
- Item repec:lev:wrkpap:370 is not listed on IDEAS anymore
- Maher Kooli & Jean-François L'Her & Jean-Marc Suret, 2003, "Do IPOs Underperform in the Long-Run? New Evidence from the Canadian Stock Market," CIRANO Working Papers, CIRANO, number 2003s-16, Apr.
- Benoit Perron, 2002, "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," CIRANO Working Papers, CIRANO, number 2002s-88, Nov.
- Kyung-Mook Lim & David N. Weil, 2003, "The Baby Boom and the Stock Market Boom," Working Papers, Brown University, Department of Economics, number 2003-07.
- Martina Hornikova, 2003, "Modeling the Behavior of Prague Stock Exchange Index (PX-50)," Econometrics, University Library of Munich, Germany, number 0304001, Apr.
- Roberto Rigobon & Brian Sack, 2003, "Spillovers Across U.S. Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 9640, Apr.
- V. V. Chari & Patrick J. Kehoe, 2003, "Financial Crises as Herds: Overturning the Critiques," NBER Working Papers, National Bureau of Economic Research, Inc, number 9658, Apr.
- Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2002, "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach," CIRANO Working Papers, CIRANO, number 2002s-85, Nov.
- Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2002, "Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities," CIRANO Working Papers, CIRANO, number 2002s-91, Dec.