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Report NEP-FMK-2008-07-20
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:
- Fabrizio Mattesini & Leonardo Becchetti, 2008, "The stock market and the Fed," CEIS Research Paper, Tor Vergata University, CEIS, number 113, Jul, revised 14 Jul 2008.
- Axel Dreher & Martin Gassebner, 2008, "Do IMF and World Bank Programs Induce Government Crises? An Empirical Analysis," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 08-200, Jun, DOI: 10.3929/ethz-a-005640669.
- Marwan Elkhoury, 2007, "Credit Rating Agencies And Their Potential Impact On Developing Countries," UNCTAD Discussion Papers, United Nations Conference on Trade and Development, number 186.
- Lux, Thomas, 2008, "Stochastic behavioral asset pricing models and the stylized facts," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-08.
- Pitluck, Aaron Z., 2008, "Moral Behavior in Stock Markets: Islamic finance and socially responsible investment," MPRA Paper, University Library of Munich, Germany, number 9477, Mar.
- Nwaobi, Godwin C, 2008, "The Economics of Financial Derivative Instruments," MPRA Paper, University Library of Munich, Germany, number 9463, Jul.
- Jerzy Filar & Boda Kang & Malgorzata Korolkiewicz, 2008, "Pricing Financial Derivatives on Weather Sensitive Assets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 223, Jun.
- Hardy Hulley & Thomas A. McWalter, 2008, "Quadratic Hedging of Basis Risk," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 225, Jun.
- Tang, Dragon Yongjun & Yan, Hong, 2008, "Market conditions, default risk and credit spreads," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2008,08.
- Zhu, Haibin & Tarashev, Nikola A., 2008, "The pricing of correlated default risk: evidence from the credit derivatives market," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2008,09.
- Hillebrand, Martin & Böcker, Klaus, 2008, "Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregation," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2008,11.
- Scheicher, Martin & Raunig, Burkhard, 2008, "A value at risk analysis of credit default swaps," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2008,12.