Printed from https://ideas.repec.org/n/nep-fmk/2008-09-29.html
Report NEP-FMK-2008-09-29
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:
- Gary B. Gorton, 2008, "The Panic of 2007," NBER Working Papers, National Bureau of Economic Research, Inc, number 14358, Sep.
- Maximilian J. B. Hall, 2008, "The sub-prime crisis, the credit squeeze and Northern Rock: The lessons to be learnt," Discussion Paper Series, Department of Economics, Loughborough University, number 2008_09, Aug, revised Aug 2008.
- Tim Bollerslev & Tzuo Hao & George Tauchen, 2008, "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-48, Sep.
- Jouchi Nakajima, 2008, "EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-23, Sep.
- Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2008, "Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-50, Sep.
- Patrick M McGuire & Kostas Tsatsaronis, 2008, "Estimating hedge fund leverage," BIS Working Papers, Bank for International Settlements, number 260, Sep.
- Item repec:hal:cesptp:halshs-00320378_v1 is not listed on IDEAS anymore
- Francis X. Diebold & Kamil Yilmaz, 2008, "Measuring financial asset return and volatility spillovers, with application to global equity markets," Working Papers, Federal Reserve Bank of Philadelphia, number 08-16.
- Maximilian J. B. Hall & Dadang Muljawan & Suprayogi & Lolita Moorena, 2008, "Using The Artificial Neural Network (ANN) to Assess Bank Credit Risk: A Case Study of Indonesia," Discussion Paper Series, Department of Economics, Loughborough University, number 2008_06, Jul, revised Jul 2008.
- Item repec:sca:scaewp:0805 is not listed on IDEAS anymore
- Juan Carlos Cuestas & Estefania Mourelle, 2008, "Nonlinearities in real exchange rate determination: do African exchange rates follow a radom walk?," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2008/8, Jul.
- Jacob Gyntelberg & Alicia Garcia Herrero & Andrea Tesei, 2008, "The Asian crisis: what did local stock markets expect?," BIS Working Papers, Bank for International Settlements, number 261, Sep.