Report NEP-FMK-2008-04-21This 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:
- Laakkonen, Helinä & Lanne, Markku, 2008. "Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times," MPRA Paper 8296, University Library of Munich, Germany.
- Chollete, Lorán, 2008. "The Propagation of Financial Extremes: An Application to Subprime Market Spillovers," Discussion Papers 2008/2, Department of Business and Management Science, Norwegian School of Economics.
- Li, Minqiang & Deng, Shijie & Zhou, Jieyun, 2008. "Multi-asset Spread Option Pricing and Hedging," MPRA Paper 8259, University Library of Munich, Germany.
- Jenke R. ter Horst & Theo E. Nijman & Marno Verbeek, 1998. "Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample," Center for Economic Studies - Discussion papers ces9820, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
- Hisashi Nakamura & Keita Nakayama & Akihiko Takahashi, 2008. "Term Structure of Interest Rates under Recursive Preferences in Continuous Time," CIRJE F-Series CIRJE-F-540, CIRJE, Faculty of Economics, University of Tokyo.