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