Printed from https://ideas.repec.org/n/nep-fmk/2005-02-27.html
Report NEP-FMK-2005-02-27
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:
- Item repec:dgr:eureri:30002042 is not listed on IDEAS anymore
- Mende, Alexander, 2005, "09/11 on the USD/EUR Foreign Exchange Market," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-312, Feb.
- Martin Lettau & Jessica Wachter, 2005, "Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 11144, Feb.
- Yasushi Hamao & Takeo Hoshi & Tetsuji Okazaki, 2005, "The Genesis and the Development of the Pre-war Japanese Stock Market," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-320, Feb.
- Morten Christensen & Eckhard Platen, 2004, "A General Benchmark Model for Stochastic Jump Sizes," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 139, Nov.
- Carl Chiarella & Xue-Zhong He & Duo Wang, 2004, "A Behavioural Asset Pricing Model with a Time-Varying Second Moment," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 141, Nov.
- Eckhard Platen, 2004, "Capital Asset Pricing for Markets with Intensity Based Jumps," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 143, Dec.