Report NEP-FMK-2008-11-18This 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:
- Barnett, William A., 2008. "What broke the bubble?," MPRA Paper 11526, University Library of Munich, Germany.
- Christopher Martin & Costas Milas, 2008. "The Sub-Prime Crisis and UK Monetary Policy," Working Paper Series 31-08, The Rimini Centre for Economic Analysis, revised Jan 2008.
- Pircher, Marion, 2008. "What Lessons have been learnt since the East Asian Crisis in 1997/98? CIBS, Capital Flows, and Exchange Rates," Working Paper Series RP2008/73, World Institute for Development Economic Research (UNU-WIDER).
- Guidi, Francesco, 2008. "Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK," MPRA Paper 11535, University Library of Munich, Germany.
- Naoto Kunitomo & Seisho Sato, 2008. "Realized Volatility, Covariance and Hedging Coefficient of the Nikkei-225 Futures with Micro-Market Noise," CIRJE F-Series CIRJE-F-601, CIRJE, Faculty of Economics, University of Tokyo.
- Taboga, Marco, 2008. "Macro-finance VARs and bond risk premia: a caveat," MPRA Paper 11585, University Library of Munich, Germany.
- Item repec:pra:mprapa:11597 is not listed on IDEAS anymore
- Koenig, Steven R. & Dodson, Charles B., 2008. "The Pricing of Federally Guaranteed Agricultural Loans: What Does it Indicate About Market Competition?," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 5968, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Li, Minqiang, 2008. "Price Deviations of S&P 500 Index Options from the Black-Scholes Formula Follow a Simple Pattern," MPRA Paper 11530, University Library of Munich, Germany.
- Carl Chiarella & Viviana Fanelli & Silvana Musti, 2008. "Modelling the Evolution of Credit Spreads using the Cox Process within the HUM Framework: A CDS Option Pricing Model," Research Paper Series 232, Quantitative Finance Research Centre, University of Technology, Sydney.
- Jesús P. Colino & Francisco J. Nogales & Winfried Stute, 2008. "LIBOR additive model calibration to swaptions markets," Statistics and Econometrics Working Papers ws085619, Universidad Carlos III, Departamento de Estadística y Econometría.
- Spargoli, Fabrizio & Zagaglia, Paolo, 2008. "The co-movements along the forward curve of natural gas futures: a structural view ," Research Discussion Papers 26/2008, Bank of Finland.