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Report NEP-FMK-2008-09-05
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:
- Stig Vinther Møller, 2008, "Consumption growth and time-varying expected stock returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-40, Sep.
- Antoine Martin & James J. McAndrews, 2008, "Should there be intraday money markets?," Staff Reports, Federal Reserve Bank of New York, number 337.
- Roxana Chiriac & Valeri Voev, 2008, "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-39, Sep.
- Tobias Adrian & Emanuel Moench, 2008, "Pricing the term structure with linear regressions," Staff Reports, Federal Reserve Bank of New York, number 340.
- Sarai Criado & Adrian van Rixtel, 2008, "Structured finance and the financial turmoil of 2007-2008: and introductory overview," Occasional Papers, Banco de España, number 0808, Aug.
- Lars Stentoft, 2008, "American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-41, Sep.
- Meredith J. Beechey & Jonathan H. Wright, 2008, "The high-frequency impact of news on long-term yields and forward rates: Is it real?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-39.
- Charlotte Christiansen, 2008, "Mean Reversion in US and International Short Rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-47, Sep.
- Thomas Nitschka, 2008, "The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 385, Aug.