Report NEP-FMK-2007-03-17This 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:
- Brigitte Desroches & Michael Francis, 2007. "World Real Interest Rates: A Global Savings and Investment Perspective," Staff Working Papers 07-16, Bank of Canada.
- Item repec:cfs:cfswop:wp200625 is not listed on IDEAS anymore
- Kilian, Lutz & Park, Cheolbeom, 2007. "The Impact of Oil Price Shocks on the U.S. Stock Market," CEPR Discussion Papers 6166, C.E.P.R. Discussion Papers.
- Item repec:dgr:eureri:30009941 is not listed on IDEAS anymore
- Doganoglu, Toker & Hartz, Christoph & Mittnik, Stefan, 2006. "Portfolio optimization when risk factors are conditionally varying and heavy tailed," CFS Working Paper Series 2006/24, Center for Financial Studies (CFS).
- Petr Jakubík, 2007. "Credit Risk in the Czech Economy," Working Papers IES 2007/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2007.
- Renato Filosa, 2007. "Stress testing of the stability of the Italian banking system: a VAR approach," Heterogeneity and monetary policy 0703, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.