Report NEP-FMK-2007-03-31This 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:
- Favero, Carlo A. & Niu, Linlin & Sala, Luca, 2007. "Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set," CEPR Discussion Papers 6206, C.E.P.R. Discussion Papers.
- Bandholz, Harm & Clostermann, Joerg & Seitz, Franz, 2007. "Explaining the US Bond Yield Conundrum," MPRA Paper 2386, University Library of Munich, Germany.
- Andrew Vivian, 2007. "The Equity Premium: UK Industry Evidence," CRIEFF Discussion Papers 0702, Centre for Research into Industry, Enterprise, Finance and the Firm.
- Barry E. Jones & Travis D. Nesmith, 2006. "Linear cointegration of nonlinear time series with an application to interest rate dynamics," Finance and Economics Discussion Series 2007-03, Board of Governors of the Federal Reserve System (U.S.).
- André Farber & Roland Gillet & Ariane Szafarz, 2007. "A general formula for the WACC: a reply," Working Papers CEB 07-004.RS, ULB -- Universite Libre de Bruxelles.