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Report NEP-FMK-2003-11-09
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:
- Christophe Faugere & Julian Van Erlach, 2003, "The Equity Premium: Explained by GDP Growth and Consistent with Portfolio Insurance," Finance, University Library of Munich, Germany, number 0311004, Nov.
- Vladislav Kargin, 2003, "Consistent Estimation of Pricing Kernels from Noisy Price Data," Finance, University Library of Munich, Germany, number 0311001, Nov.
- Jeremy Leake, 2003, "Credit spreads on sterling corporate bonds and the term structure of UK interest rates," Bank of England working papers, Bank of England, number 202, Oct.
- Byström, Hans & Kwon, Oh Kang, 2003, "A Simple Continuous Measure of Credit Risk," Working Papers, Lund University, Department of Economics, number 2003:14, Oct, revised 18 Jan 2005.
- Item repec:oed:oecdec:368 is not listed on IDEAS anymore
- Fajardo, J. & Farias, A., 2003, "Generalized Hyperbolic Distributions and Brazilian Data," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_57, Oct.
- Bertrand Rime, 2003, "The New Basel Accord: Implications of the Co-existence between the Standardized Approach and the Internal Ratings-based Approach," Working Papers, Swiss National Bank, Study Center Gerzensee, number 03.05, Jul.
- Andreas Fischer, 2003, "Reuters News Reports versus Official Interventions: A Cautionary Warning," Working Papers, Swiss National Bank, Study Center Gerzensee, number 03.06, Nov.
- Matthew C. Li, 2003, "Wealth, Volume and Stock Market Volatility: Case of Hong Kong (1993-2001)," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number 20035.
- Christophe Faugere & Julian Van Erlach, 2003, "A General Theory of Stock Market Valuation and Return," Finance, University Library of Munich, Germany, number 0311005, Nov, revised 17 May 2004.
- Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, , "Evolutionary Stable Stock Markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 170.
- Patrick Sabourin, , "Analyzing and Forecasting Credit Ratings: Some Canadian Evidence," Working Papers-Department of Finance Canada, Department of Finance Canada, number 1999-02.
- Peter D Spencer, , "Coupon Bond Valuation with a Non-Affine Discount Yield Model," Discussion Papers, Department of Economics, University of York, number 03/16.