Printed from https://ideas.repec.org/n/nep-fmk/2009-04-25.html
Report NEP-FMK-2009-04-25
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:
- Høg, Esben, 2008, "Volatility and realized quadratic variation of differenced returns : A wavelet method approach," Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number F-2008-06, Aug.
- Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009, "A High-Low Model of Daily Stock Price Ranges," Working Papers, Hong Kong Institute for Monetary Research, number 032009, Jan.
- Item repec:hal:cesptp:halshs-00375765_v1 is not listed on IDEAS anymore
- Item repec:hal:cesptp:halshs-00376756_v1 is not listed on IDEAS anymore
- Kenichiro Shiraya & Akihiko Takahashi, 2009, "Pricing and Hedging of Long-term Futures and Forward Contracts by a Three-Factor Model," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-618, Apr.
- Item repec:hal:cesptp:halshs-00307606_v1 is not listed on IDEAS anymore
- David S. Bates, 2009, "U.S. Stock Market Crash Risk, 1926-2006," NBER Working Papers, National Bureau of Economic Research, Inc, number 14913, Apr.
- Douglas W. Diamond & Raghuram G. Rajan, 2009, "Fear of Fire Sales and the Credit Freeze," NBER Working Papers, National Bureau of Economic Research, Inc, number 14925, Apr.
- Shirai, Sayuri, 2009, "The Impact of the US Subprime Mortgage Crisis on the World and East Asia," MPRA Paper, University Library of Munich, Germany, number 14722, Apr.
- Item repec:ecb:ecbops:20090101 is not listed on IDEAS anymore
- Item repec:fra:franaf:201 is not listed on IDEAS anymore
- Tyler Rooker, 2008, "2008 Stock Markets and the Race to the Bottom: “Stuck” in China," WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London, number 0040, May.