Printed from https://ideas.repec.org/n/nep-fmk/2007-09-09.html
Report NEP-FMK-2007-09-09
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:
- Patrick Leoni, 2007, "Monte-Carlo Estimations of the Downside Risk of Derivative Portfolios," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1760607.
- Biais, Bruno & Bossaerts, Peter & Spatt, Chester, 2009, "Equilibrium Asset Pricing and Portofolio Choice Under Asymmetric Information," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 474, Mar.
- Biais, Bruno & Declerck, Fany, 2007, "Liquidity, Competition & Price Discovery in the European Corporate Bond Market," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 475, Aug.
- Biais, Bruno & Green, Richard, 2007, "The Microstructure of the Bond Market in the 20th Century," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 482, Aug.
- Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007, "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-08, Jul.
- Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007, "Theory and inference for a Markov switching Garch model," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-09, Aug.
- Michael J. Fleming & Giang Nguyen & Joshua V. Rosenberg, 2007, "How do treasury dealers manage their positions?," Staff Reports, Federal Reserve Bank of New York, number 299.
- Item repec:pra:mprapa:4714 is not listed on IDEAS anymore
- Ip-wing Yu & Laurence Fung & Chi-sang Tam, 2007, "Assessing Bond Market Integration in Asia," Working Papers, Hong Kong Monetary Authority, number 0710, Jun.
- Tom Fong & Alfred Wong & Ivy Yong, 2007, "Share Price Disparity in Chinese Stock Markets," Working Papers, Hong Kong Monetary Authority, number 0711, Jul.