Report NEP-FMK-2007-01-14This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.
The following items were announced in this report:
- Lux, Thomas, 2006. "The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility," Economics Working Papers 2006,17, Christian-Albrechts-University of Kiel, Department of Economics.
- Samanidou, Egle & Zschischang, Elmar & Stauffer, Dietrich & Lux, Thomas, 2006. "Microscopic models of financial markets," Economics Working Papers 2006,15, Christian-Albrechts-University of Kiel, Department of Economics.
- George Milunovich & Ronald D. Ripple, 2006. "Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil," Research Papers 0607, Macquarie University, Department of Economics.
- Vittoria Cerasi & Sonja Daltung, 2006. "Financial Structure, Managerial Compensation and Monitoring," Working Papers 20061102, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
- Miglo, Anton, 2006. "Debt-equity choice as a signal of profit profile over time," MPRA Paper 1283, University Library of Munich, Germany.
- Varsanyi, Zoltan, 2006. "The Basel II IRB approach revisited: do we use the correct model?," MPRA Paper 1244, University Library of Munich, Germany.
- Halil Ibrahim Aydin & Cafer Kaplan & Mehtap Kesriyeli & Erdal Ozmen & Cihan Yalcin & Serkan Yigit, 2006. "Corporate Sector Financial Structure in Turkey : A Descriptive Analysis," Working Papers 0607, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Hainz, Christa & Kleimeier, Stefanie, 2006. "Project Finance as a Risk-Management Tool in International Syndicated Lending," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 183, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Aragon, Aker, 2004. "Discriminant Analysys of Default Risk," MPRA Paper 1002, University Library of Munich, Germany, revised 29 Nov 2006.