Report NEP-FMK-2007-11-17This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.
The following items were announced in this report:
- Yusuke Osaki, 2007. "Risk and Derivative Price," Risk & Uncertainty Working Papers WP2R07, Risk and Sustainable Management Group, University of Queensland.
- Charles Goodhart, 2007. "Liquidity Risk Management," FMG Special Papers sp175, Financial Markets Group.
- Joseph H. Golec & John A. Vernon, 2007. "Financial Risk in the Biotechnology Industry," NBER Working Papers 13604, National Bureau of Economic Research, Inc.
- Luigi Guiso & Raoul Minetti, 2007. "The Structure of Multiple Credit Relationships: Evidence from US Firms," Economics Working Papers ECO2007/46, European University Institute.
- Chulia-Soler, H. & Martens, M.P.E. & van Dijk, D.J.C., 2007. "The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations," ERIM Report Series Research in Management ERS-2007-066-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Martin Schmitz, 2007. "Financial Markets and International Risk Sharing," The Institute for International Integration Studies Discussion Paper Series iiisdp233, IIIS.
- Chris D'Souza, 2007. "Where Does Price Discovery Occur in FX Markets?," Staff Working Papers 07-52, Bank of Canada.
- Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007. "Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach," NBER Working Papers 13588, National Bureau of Economic Research, Inc.
- José M. Marín & Thomas A. Rangel, 2007. "The use of derivatives in the spanish mutual fund industry," Working Papers 2007-22, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.