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Report NEP-FMK-2004-09-05
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:
- Ram Bhar & Carl Chiarella & Thuy-Duong To, 2004, "Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets," Finance, University Library of Munich, Germany, number 0409003, Sep.
- John D. Burger & Francis E. Warnock, 2004, "Foreign participation in local-currency bond markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 794.
- Jeffrey C. Fuhrer & Geoffrey M. B. Tootell, 2004, "Eyes on the prize: how did the Fed respond to the stock market?," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 04-2.
- Leonardo Bartolini & Alessandro Prati, 2003, "Cross-country differences in monetary policy execution and money market rates' volatility," Staff Reports, Federal Reserve Bank of New York, number 175, Oct.
- Item repec:gen:geneem:2004.05 is not listed on IDEAS anymore
- John Kambhu, 2004, "Trading risk and volatility in interest rate swap spreads," Staff Reports, Federal Reserve Bank of New York, number 178.
- Item repec:dnb:dnbwpp:001 is not listed on IDEAS anymore
- Beverly Hirtle, 2003, "Stock market reaction to financial statement certification by bank holding company CEOs," Staff Reports, Federal Reserve Bank of New York, number 170.
- Scott E. Hein & Jeffrey M. Mercer, 2003, "Are TIPS really tax disadvantaged? Rethinking the tax treatment of U.S. Treasury Inflation Indexed Securities," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-9.
- Carlos Del Castillo & Jean-François Fillion, , "Term Premium Determinants," Working Papers-Department of Finance Canada, Department of Finance Canada, number 2002-08.
- Andersson, Patric, 2004, "How well do financial experts perform? A review of empirical research on performance of analysts, day-traders, forecasters, fund managers, investors, and stockbrokers," SSE/EFI Working Paper Series in Business Administration, Stockholm School of Economics, number 2004:9, Aug.
- Ben S. Bernanke & Kenneth N. Kuttner, 2003, "What explains the stock market's reaction to Federal Reserve policy?," Staff Reports, Federal Reserve Bank of New York, number 174.