Printed from https://ideas.repec.org/n/nep-fmk/2008-07-14.html
Report NEP-FMK-2008-07-14
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:
- Christopher L. Foote & Kristopher Gerardi & Lorenz Goette & Paul S. Willen, 2008, "Subprime facts: what (we think) we know about the subprime crisis and what we don’t," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 08-2.
- Christopher J. Mayer & Karen M. Pence, 2008, "Subprime mortgages: what, where, and to whom?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-29.
- Jonathan Witmer, 2008, "The Cost of Equity in Canada: An International Comparison," Staff Working Papers, Bank of Canada, number 08-21, DOI: 10.34989/swp-2008-21.
- Don H. Kim, 2008, "Zero bound, option-implied PDFs, and term structure models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-31.
- Benjamin Chiquoine & Erik Hjalmarsson, 2008, "Jackknifing stock return predictions," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 932.
- Mark A. Carlson & Jason Steinman, 2008, "Market conditions and hedge fund survival," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-28.
- John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock, 2008, "Why do U.S. cross-listings matter?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 930.
- Morris A. Davis & Robert F. Martin, 2008, "Housing, home production, and the equity and value premium puzzles," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 931.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2008, "Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability," NBER Working Papers, National Bureau of Economic Research, Inc, number 14160, Jul.