Printed from https://ideas.repec.org/n/nep-fmk/2007-09-24.html
Report NEP-FMK-2007-09-24
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:
- David K. Backus & Jonathan H. Wright, 2007, "Cracking the Conundrum," NBER Working Papers, National Bureau of Economic Research, Inc, number 13419, Sep.
- Giannone, Domenico & De Mol, Christine & Daubechies, Ingrid & Brodie, Joshua, 2007, "Sparse and Stable Markowitz Portfolios," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6474, Sep.
- Grané Chávez, Aurea & Veiga, Helena, 2007, "The effect of realised volatility on stock returns risk estimates," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws076316, Sep.
- Item repec:hal:papers:halshs-00172883_v1 is not listed on IDEAS anymore
- Ellouz, Siwar & Bellalah, Mondher, 2007, "Asset pricing and predictability of stock returns in the french market," MPRA Paper, University Library of Munich, Germany, number 4961, Mar, revised 24 Sep 2007.
- Item repec:hal:papers:halshs-00172896_v1 is not listed on IDEAS anymore
- Flandreau, Marc & Flores, Juan-Huitzi, 2007, "Bonds and Brands : intermediaries and reputation in sovereign debt markets 1820-1830," IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola, number wp07-12, Jul.
- Marco S. Matsumura & Ajax R. B. Moreira, 2007, "Identification of Affine Term Structure Models With Observed Factors: Economic Shocks on Brazilian Yield Curves," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1271, Apr.
- Jonathan A. Batten & Brian M. Lucey, 2007, "Volatility in the Gold Futures Market," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp225, Jun.
- Philip R. Lane & Jay C. Shambaugh, 2007, "Financial Exchange Rates and International Currency Exposures," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp229, Sep.