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Report NEP-FMK-2008-02-16
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:
- Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008, "Measuring downside risk-realised semivariance," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W02, 01.
- Boudt, Kris & Peterson, Brian & Carl, Peter, 2008, "Hedge fund portfolio selection with modified expected shortfall," MPRA Paper, University Library of Munich, Germany, number 7126, Feb.
- Yacine Ait-Sahalia & Jialin Yu, 2008, "High Frequency Market Microstructure Noise Estimates and Liquidity Measures," NBER Working Papers, National Bureau of Economic Research, Inc, number 13825, Feb.
- Francis X. Diebold & Kamil Yilmaz, 2008, "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 13811, Feb.
- Mathieu Gatumel & Dominique Guégan, 2008, "Towards an understanding approach of the insurance linked securities market," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08006, Jan.
- Evan Gatev & Philip Strahan, 2008, "Liquidity Risk and Syndicate Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 13802, Feb.
- Robin Greenwood & Dimitri Vayanos, 2008, "Bond Supply and Excess Bond Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 13806, Feb.
- Monika Piazzesi & Martin Schneider, 2008, "Bond positions, expectations, and the yield curve," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2008-02.
- Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright, 2008, "The TIPS yield curve and inflation compensation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-05.