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Report NEP-FMK-2004-09-12
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:
- Philip Kostov & Seamus McErlean, 2004, "Estimating the probability of large negative stock market," Finance, University Library of Munich, Germany, number 0409011, Sep.
- Peter Spencer, 2004, "Affine Macroeconomic Models of the Term Structure of Interest Rates: The US Treasury Market 1961-99," Discussion Papers, Department of Economics, University of York, number 04/16, Jun, revised Jan 2006.
- Eckhard Platen, 2004, "Diversified Portfolios with Jumps in a Benchmark Framework," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 129, Jun.
- Erdem Basci & Mehmet Fatih Ekinci, 2004, "Bond Premium in Turkey," Macroeconomics, University Library of Munich, Germany, number 0409007, Sep.
- Levy Yeyati, Eduardo & Schmukler, Sergio L. & Van Ho, 2003, "The price of inconvertible deposits - the stock market boom during the Argentine crisis," Policy Research Working Paper Series, The World Bank, number 3146, Oct.
- Dumoulin, Hubert Grignon & Kruse,Mogens, 2004, "The regulatory and supervisory framework for fixed income markets in Europe," Policy Research Working Paper Series, The World Bank, number 3308, May.
- Pamela Cardozo, 2004, "Valor en Riesgo de los Activos Financieros Colombianos Aplicando la Teoría de Valor Extremo," Borradores de Economia, Banco de la Republica de Colombia, number 304, Sep, DOI: 10.32468/be.304.
- Peter Carr & Liuren Wu, 2004, "Variance Risk Premia," Finance, University Library of Munich, Germany, number 0409015, Sep.
- Friedman, Felice B, 2004, "Regulation of fixed income securities markets in the United States," Policy Research Working Paper Series, The World Bank, number 3283, Apr.
- Peter Carr & Liuren Wu, 2004, "Static Hedging of Standard Options," Finance, University Library of Munich, Germany, number 0409016, Sep.
- Izquierdo, Alejandro & Morisset, Jacques & Olarreaga, Marcelo, 2003, "Information diffusion in international markets," Policy Research Working Paper Series, The World Bank, number 3032, Apr.
- Enlin Pan & Liuren Wu, 2004, "Taking Positive Interest Rates Seriously," Finance, University Library of Munich, Germany, number 0409013, Sep.
- Kjell G. Nyborg & Ilya A. Strebulaev, 2003, "Multiple Unit Auctions and Short Squeezes," Working Papers, Fondazione Eni Enrico Mattei, number 2003.27, Mar.
- Shane Miller & Eckhard Platen, 2004, "Two-Factor Model for Low Interest Rate Regimes," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 130, Aug.
- Dailami, Mansoor & Hauswald, Robert, 2003, "The emerging project bond market - covenant provisions and credit spreads," Policy Research Working Paper Series, The World Bank, number 3095, Jul.