Printed from https://ideas.repec.org/n/nep-fmk/2009-03-22.html
Report NEP-FMK-2009-03-22
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:
- Kristopher Gerardi & Andreas Lehnert & Shane M. Sherlund & Paul S. Willen, 2009, "Making sense of the subprime crisis," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 09-1.
- Tatom, John, 2009, "AIG and the Fed: Prologue to future financial regulation?," MPRA Paper, University Library of Munich, Germany, number 14122, Feb.
- Patrick Bolton & Xavier Freixas & Joel Shapiro, 2009, "The credit ratings game," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1149, Jan.
- Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2009, "What Segments Equity Markets?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14802, Mar.
- Isaac Kleshchelski & Nicolas Vincent, 2009, "Robust Equilibrium Yield Curves," Cahiers de recherche, CIRPEE, number 0907.
- Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009, "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-07.
- Michael McAleer, 2009, "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-10.
- Rangan Gupta & Stephen M. Miller, 2009, "The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market," Working papers, University of Connecticut, Department of Economics, number 2009-10, Mar, revised Dec 2009.