Printed from https://ideas.repec.org/n/nep-fmk/2008-10-07.html
Report NEP-FMK-2008-10-07
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:
- Item repec:iwh:dispap:11-08 is not listed on IDEAS anymore
- Gwinner, William B. & Sanders, Anthony, 2008, "The sub prime crisis : implications for emerging markets," Policy Research Working Paper Series, The World Bank, number 4726, Sep.
- Item repec:imf:imfwpa:08/206 is not listed on IDEAS anymore
- Item repec:hal:wpaper:hal-00325939_v1 is not listed on IDEAS anymore
- David Bolder & Yuliya Romanyuk, 2008, "Combining Canadian Interest-Rate Forecasts," Staff Working Papers, Bank of Canada, number 08-34, DOI: 10.34989/swp-2008-34.
- Item repec:mod:depeco:549 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:08/208 is not listed on IDEAS anymore
- Roberta Colavecchio & Michael Funke, 2008, "Volatility Transmission between Renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20803, Mar.
- Jessica Wachter, 2008, "Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14386, Oct.
- Galina Hale & Mark M. Spiegel, 2008, "Who drove the boom in euro-denominated bond issues?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2008-20.
- Cristina Arellano & Ananth Ramanarayanan, 2008, "Default and the maturity structure in sovereign bonds," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 19.
- Akihiko Takahashi & Kyo Yamamoto, 2008, "Hedge Fund Replication," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-592, Sep.