Printed from https://ideas.repec.org/n/nep-fmk/2007-06-18.html
Report NEP-FMK-2007-06-18
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:
- Jesús Saurina & Carlos Trucharte, 2007, "An assessment of Basel II procyclicality in mortgage portfolios," Working Papers, Banco de España, number 0712, May.
- Item repec:hal:papers:halshs-00151556_v1 is not listed on IDEAS anymore
- Cotter, John & Hanly, James, 2007, "Hedging Effectiveness under Conditions of Asymmetry," MPRA Paper, University Library of Munich, Germany, number 3501.
- Nikola A. Tarashev, 2005, "An empirical evaluation of structural credit risk models," BIS Working Papers, Bank for International Settlements, number 179, Jul.
- Marian Micu & Eli M Remolona & Philip D. Wooldridge, 2006, "The price impact of rating announcements: which announcements matter?," BIS Working Papers, Bank for International Settlements, number 207, Jun.
- Nikola A. Tarashev & Haibin Zhu, 2006, "The pricing of portfolio credit risk," BIS Working Papers, Bank for International Settlements, number 214, Sep.