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Report NEP-FMK-2008-03-08
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:
- Andrew J. Patton, 2008, "Copula-Based Models for Financial Time Series," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe21.
- Andrew J. Patton & Kevin Sheppard, 2008, "Evaluating Volatility and Correlation Forecasts," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe22.
- Eckhard Platen & Hardy Hulley, 2008, "Hedging for the Long Run," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 214, Feb.
- Constantinos Kardaras & Eckhard Platen, 2008, "On Financial Markets where only Buy-And-Hold Trading is Possible," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 213, Feb.
- Item repec:dgr:eureri:1765010891 is not listed on IDEAS anymore
- Patrick Honohan, 2008, "Partial Credit Guarantees: Principles and Practice," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp244, Feb.
- Ulf Axelson & Tim Jenkinson & Per Strömberg & Michael S. Weisbach, 2008, "Leverage and Pricing in Buyouts: An Empirical Analysis," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe20.
- Juan Pedro Gomez, 2008, "The effect of relative wealth concerns on the cross-section of stock returns," Working Papers Economia, Instituto de Empresa, Area of Economic Environment, number wp08-12, Feb.
- Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak, 2008, "Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 7460, Mar.
- Caitlin Ann Greatrex, 2008, "The Credit Default Swap Market's Determinants," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2008-05.
- Caitlin Ann Greatrex, 2008, "The Credit Default Swap Market's Reaction to Earnings Announcements," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2008-06.
- Dimitrios Thomakos & Michail Koubouros, 2008, "The Role of Realized Volatility in the Athens Stock Exchange," Working Papers, University of Peloponnese, Department of Economics, number 0020.