Report NEP-FMK-2009-06-10This 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:
- Ostrup, Finn & Oxelheim, Lars & Wihlborg, Clas, 2009. "Origins and Resolution of Financial Crises; Lessons from the Current and Northern European Crises," Working Paper Series 796, Research Institute of Industrial Economics.
- Zhongjun Qu & Pierre Perron, 2008. "A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices," Boston University - Department of Economics - Working Papers Series wp2008-007, Boston University - Department of Economics.
- Mjøs, Aksel & Persson, Svein-Arne, 2009. "A Model of Deferred Callability in Defaultable Debt," Discussion Papers 2009/4, Department of Business and Management Science, Norwegian School of Economics.
- Ibrahim Onour, "undated". "Financial Integration of North Africa Stock Markets," API-Working Paper Series 0908, Arab Planning Institute - Kuwait, Information Center.
- Walid Abdmoulah, "undated". "Testing the Evolving Efficiency of 11 Arab Stock Markets," API-Working Paper Series 0907, Arab Planning Institute - Kuwait, Information Center.