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Report NEP-FMK-2004-05-02
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:
- Marco Airoldi & Vito Antonelli & Bruno Bassetti & Andrea Martinelli & Marco Picariello, 2004, "Long Range Interaction Generating Fat-Tails in Finance," GE, Growth, Math methods, University Library of Munich, Germany, number 0404006, Apr, revised 27 Apr 2004.
- Item repec:cdl:ucsbec:1179 is not listed on IDEAS anymore
- Kaïs Dachraoui & Georges Dionne, 2004, "Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors," Cahiers de recherche, CIRPEE, number 0411.
- Earl A Thompson & Jonathan Treussard, 2003, "The Tulipmania: Fact or Artifact," Levine's Working Paper Archive, David K. Levine, number 618897000000000830, Apr.
- Don U.A. Galagedera & Robert Faff, 2004, "Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/04, Apr.
- Rama Prasad Kanungo, 2004, "Genetic Algorithms: Genesis of Stock Evaluation," Experimental, University Library of Munich, Germany, number 0404007, Apr.
- Peter Christoffersen & Stefano Mazzotta, 2004, "The Informational Content of Over-the-Counter Currency Options," CIRANO Working Papers, CIRANO, number 2004s-16, Apr.
- Item repec:imf:imfwpa:031 is not listed on IDEAS anymore
- Marianna Grimaldi & Paul De Grauwe, 2003, "Bubbling and Crashing Exchange Rates," CESifo Working Paper Series, CESifo, number 1045.
- Fernandez, Pablo, 2004, "Are calculated betas good for anything?," IESE Research Papers, IESE Business School, number D/555, Apr.