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Report NEP-FMK-2005-03-20
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:
- Rodolfo Apreda, 2005, "How trade splits up information sets and dealers carry out their brokerage of asymmetric information," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 288, Mar.
- Simon Sosvilla-Rivero & Pedro N. Rodríguez, , "Linkages in international stock markets: Evidence from a classification procedure," Working Papers, FEDEA, number 2004-23.
- Byström, Hans N. E., 2005, "Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market," Working Papers, Lund University, Department of Economics, number 2005:24, Mar, revised 15 May 2005.
- Ericsson, Jan & Jacobs, Kris & Oviedo-Helfenberger, Rodolfo, 2004, "The Determinants of Credit Default Swap Premia," SIFR Research Report Series, Institute for Financial Research, number 32, Sep.
- Leo Krippner, 2005, "Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve," Working Papers in Economics, University of Waikato, number 05/03, Mar.
- Elena Smirnova, 2004, "Impact of Cross-listing on Local Stock Returns: Case of Russian ADRs," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-691, May.
- Art A. Durnev & Amrita S. Nain, 2004, "The Unanticipated Effects of Insider Trading Regulation," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-695, May.