Report NEP-FMK-2008-08-06This 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:
- Erik Hjalmarsson, 2008. "Predicting global stock returns," International Finance Discussion Papers 933, Board of Governors of the Federal Reserve System (U.S.).
- Item repec:hal:wpaper:hal-00306187_v1 is not listed on IDEAS anymore
- F. Lisi & E. Otranto, 2008. "Clustering Mutual Funds by Return and Risk Levels," Working Paper CRENoS 200813, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Tanya Araújo & Francisco Louçã, 2008. "The Dynamics of Speculative Markets: The Case of Portugal’s PSI20," Working Papers Department of Economics 2008/34, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- George J. Jiang & Ingrid Lo & Adrien Verdelhan, 2008. "Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market," Staff Working Papers 08-22, Bank of Canada.
- Yuanhua Feng & Jan Beran & Keming Yu, 2007. "Modelling financial time series with SEMIFAR-GARCH model," CoFE Discussion Paper 07-14, Center of Finance and Econometrics, University of Konstanz.
- Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2007. "Practical Volatility Modeling for Financial Market Risk Management," MPRA Paper 9790, University Library of Munich, Germany, revised 15 May 2008.
- R.S. Eckaus, 2008. "The Oil Price Really Is A Speculative Bubble," Working Papers 0807, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.