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Report NEP-FMK-2007-10-20
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:
- Giovanni Barone-Adesi & Robert F. Engle & Loriano Mancini, 2007, "A GARCH Option Pricing Model in Incomplete Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-03, Feb.
- Peter Bossaerts & Charles Plott & William R. Zame, 2007, "Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-05, Mar.
- Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K., 2007, "Asymmetry and Spillover Effects in the North American Equity Markets," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-35.
- Paolo Emilio Mistrulli, 2007, "Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 641, Sep.
- Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani, 2007, "Oil supply news in a VAR: Information from financial markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 632, Jun.