Report NEP-FMK-2008-05-17This 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:
- Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2009. "Non-linear predictability in stock and bond returns: when and where is it exploitable?," Working Papers 2008-010, Federal Reserve Bank of St. Louis.
- Tanya Araújo & Francisco Louçã, 2008. "Trouble Ahead – The Subprime Crisis as Evidence of a New Regime in the Stock Market," Working Papers Department of Economics 2008/26, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
- Nikolaos Giannellis & Athanasios Papadopoulos & Angelos Kanas, 2008. "Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from UK and US," Working Papers 0807, University of Crete, Department of Economics.
- Christian T. Brownlees & Giampiero Gallo, 2007. "Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria," Econometrics Working Papers Archive wp2007_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Tanya Araújo & Francisco Louçã, 2008. "Tribes under Threat – The Collective Behavior of Firms During the Stock Market Crisis," Working Papers Department of Economics 2008/28, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
- Andrade, Eduardo C. & Castro, Luciano I., 2007. "When High Achievers Pay the Price for Higher Educational Standards," Insper Working Papers wpe_98, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Moheeput, Ashwin, 2008. "Financial Systems, Micro-Systemic Risks and Central Bank Policy : An Analytical Taxonomy of the Literature," The Warwick Economics Research Paper Series (TWERPS) 856, University of Warwick, Department of Economics.
- Jan Pieter Krahnen & Christian Wilde, 2008. "Risk Transfer with CDOs," Working Paper Series: Finance and Accounting 187, Department of Finance, Goethe University Frankfurt am Main.
- Christian T. Brownlees & Giampiero Gallo, 2008. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2008_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Cabral, Sandro & Lazzarini, Sergio G. & Azevedo, Paulo F., 2007. "Private operation with public supervision: evidence of hybrid modes of governance in brazilian prisons," Insper Working Papers wpe_101, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Lence, Sergio H., 2008. "Do Futures Benefit Farmers?," Staff General Research Papers 12919, Iowa State University, Department of Economics.
- Francis, Bill B & Hasan, Iftekhar & Lothian, James R & Sun, Xian, 2008. "The signalling hypothesis revisited: Evidence from foreign IPOs," Research Discussion Papers 10/2008, Bank of Finland.
- Coluzzi, Chiara & Ginebri, Sergio & Turco, Manuel, 2008. "Measuring and Analyzing the Liquidity of the Italian Treasury Security Wholesale Secondary Market," Economics & Statistics Discussion Papers esdp08044, University of Molise, Dept. EGSeI.