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Report NEP-FMK-2007-04-21
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:
- Chris D'Souza & Ingrid Lo & Stephen Sapp, 2007, "Price Formation and Liquidity Provision in Short-Term Fixed Income Markets," Staff Working Papers, Bank of Canada, number 07-27, DOI: 10.34989/swp-2007-27.
- Viviana Fernandez, 2006, "Copula-based measures of dependence structure in assets returns," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 228.
- Kwamie Dunbar, 2007, "US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk," Working papers, University of Connecticut, Department of Economics, number 2007-08, Jan.
- Espinosa Méndez, Christian, 2005, "Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos
[Evidence Of Chaotic Behavior In American Stock Markets]," MPRA Paper, University Library of Munich, Germany, number 2794, Oct, revised 30 Jun 2006. - Ozun, Alper & Cifter, Atilla, 2007, "Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas," MPRA Paper, University Library of Munich, Germany, number 2711, Apr.
- Richard J. Agnello, 2006, "Do U.S. Paintings Follow the CAPM? Findings Disaggregated by Subject, Artist, and Value of the Work," Working Papers, University of Delaware, Department of Economics, number 06-02.
- Peter Tulip, 2007, "Financial Markets in Iceland," OECD Economics Department Working Papers, OECD Publishing, number 549, Apr, DOI: 10.1787/213215274840.