Printed from https://ideas.repec.org/n/nep-fmk/2004-04-04.html
Report NEP-FMK-2004-04-04
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:
- Fernandez, Pablo, 2004, "On the instability of betas: The case of Spain," IESE Research Papers, IESE Business School, number D/548, Mar.
- Item repec:fip:fedfap:2004-03 is not listed on IDEAS anymore
- Jonathan Dark, 2004, "Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/04, Mar.
- Jonathan Dark, 2004, "Basis convergence and long memory in volatility when dynamic hedging with SPI futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/04, Mar.
- Ansgar Belke & Ralph Setzer, 2004, "Contagion, Herding and Exchange Rate Instability - A Survey," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany, number 234/2004.
- Fernandez, Pablo & Villanueva, Alvaro, 2004, "Shareholder value creation in Europe. Eurostoxx 50: 1997-2003," IESE Research Papers, IESE Business School, number D/547, Mar.
- Gaspar, Raquel M., 2004, "General Quadratic Term Structures of Bond, Futures and Forward Prices," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 559, Mar.
- Anthony D. Hall & Nikolaus Hautsch, 2004, "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Discussion Papers, University of Copenhagen. Department of Economics, number 04-07, Mar.
- Item repec:kie:kieliw:1140 is not listed on IDEAS anymore
- Jonathan Dark, 2004, "Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/04, Mar.
- Octave JOKUNG & Jean-Christophe MEYFREDI, 2004, "Improving the Market Model: The 4-State Model Alternative," Finance, University Library of Munich, Germany, number 0403006, Mar.
- Item repec:kie:kieliw:1165 is not listed on IDEAS anymore
- Eric T. Swanson, 2004, "Federal Reserve transparency and financial market forecasts of short-term interest rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-06.
- Item repec:dgr:kubcen:200424 is not listed on IDEAS anymore
- Jonathan Dark, 2004, "Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/04, Mar.