Printed from https://ideas.repec.org/n/nep-fmk/2009-01-24.html
Report NEP-FMK-2009-01-24
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:
- Marzo, Massimiliano & Zagaglia, Paolo, 2009, "The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They?," Research Papers in Economics, Stockholm University, Department of Economics, number 2009:1, Jan.
- Ronald E. Shrieves & Drew Dahl & Michael F. Spivey, 2009, "Capital Market Regimes and Bank Structure in Europe," Working Papers, Utah State University, Department of Economics and Finance, number 200807, Jan.
- Chun-Hung Chen & Wei-Choun Yu & Eric Zivot, 2009, "Predicting Stock Volatility Using After-Hours Information," Working Papers, University of Washington, Department of Economics, number UWEC-2009-01, Jan.
- Lönnbark, Carl & Soultanaeva, Albina, 2009, "Profitability of Technical Trading Rules on the Baltic Stock Markets," Umeå Economic Studies, Umeå University, Department of Economics, number 761, Jan.
- Mukherjee, Dr. Kedar nath & Mishra, Dr. R. K., 2008, "Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts," MPRA Paper, University Library of Munich, Germany, number 12788, Dec.