Printed from https://ideas.repec.org/n/nep-fmk/2007-01-02.html
Report NEP-FMK-2007-01-02
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:
- David Bolder, 2006, "Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective," Staff Working Papers, Bank of Canada, number 06-48, DOI: 10.34989/swp-2006-48.
- Elijah Brewer & William E. Jackson & Larry D. Wall, 2006, "When target CEOs contract with acquirers: evidence from bank mergers and acquisitions," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-28.
- Allen N. Berger & Marco A. Espinosa-Vega & W. Scott Frame & Nathan H. Miller, 2007, "Why do borrowers pledge collateral? new empirical evidence on the role of asymmetric information," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-29.
- Jin-Chuan Duan & Peter H. Ritchken & Zhiqiang Sun, 2006, "Jump starting GARCH: pricing and hedging options with jumps in returns and volatilities," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0619, DOI: 10.26509/frbc-wp-200619.
- Torben G. Andersen & Luca Benzoni, 2006, "Do bonds span volatility risk in the U.S. Treasury market? a specification test for affine term structure models," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-15.
- Gene Amromin & Paul Harrison & Steven A. Sharpe, 2006, "How did the 2003 dividend tax cut affect stock prices?," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-17.
- Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton, 2007, "The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value," Working Papers, Federal Reserve Bank of St. Louis, number 2006-061, DOI: 10.20955/wp.2006.061.
- Item repec:hal:papers:halshs-00120292_v1 is not listed on IDEAS anymore
- Lubos Pastor & Lucian Taylor & Pietro Veronesi, 2006, "Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability," NBER Working Papers, National Bureau of Economic Research, Inc, number 12792, Dec.