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Report NEP-FMK-2003-05-08
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:
- Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2003, "An empirical analysis of stock and bond market liquidity," Staff Reports, Federal Reserve Bank of New York, number 164.
- Antulio N. Bomfim, 2003, "Counterparty credit risk in interest rate swaps during times of market stress," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-09.
- Seth B. Carpenter & Joe Lange, 2003, "Money demand and equity markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-03.
- Anya Krivelyova & Cesare Robotti, 2003, "Playing the field: Geomagnetic storms and international stock markets," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-5.
- V. V. Chari & Patrick J. Kehoe, 2003, "Financial crises as herds: overturning the critiques," Staff Report, Federal Reserve Bank of Minneapolis, number 316, DOI: 10.21034/sr.316.
- Item repec:cte:wsrepe:wb032206 is not listed on IDEAS anymore
- Jan Overgaard Olesen, , "A Simple Explanation of Stock Price Behavior in the Long Run: Evidence for Denmark," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 00-09.
- Robin Brooks & Marco Del Negro, 2003, "Firm-level evidence on international stock market movement," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-8.
- Kevin X. D. Huang & Jan Werner, 2002, "Implementing Arrow-Debreu equilibria by trading infinitely-lived securities," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 02-08.
- Donna K. Ginther & Madeline Zavodny, 2003, "Does the Beige Book move financial markets?," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-3.
- Jon Wongswan, 2003, "Transmission of information across international equity markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 759.
- Jean Helwege & J. Nellie Liang, 2003, "Initial public offerings in hot and cold markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-04.
- J. Benson Durham, 2003, "Does monetary policy affect stock prices and Treasury yields? An error correction and simultaneous equation approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-10.
- Glen Donaldson & Mark Kamstra & Lisa Kramer, 2003, "Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-4.
- Michael W. Brandt & Francis X. Diebold, 2003, "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," NBER Working Papers, National Bureau of Economic Research, Inc, number 9664, May.