Report NEP-FMK-2009-06-10
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:
- Ostrup, Finn & Oxelheim, Lars & Wihlborg, Clas, 2009, "Origins and Resolution of Financial Crises; Lessons from the Current and Northern European Crises," Working Paper Series, Research Institute of Industrial Economics, number 796, May.
- 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, Boston University - Department of Economics, number wp2008-007, Jun.
- Mjøs, Aksel & Persson, Svein-Arne, 2009, "A Model of Deferred Callability in Defaultable Debt," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2009/4, May.
- Ibrahim Onour, , "Financial Integration of North Africa Stock Markets," API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center, number 0908.
- Walid Abdmoulah, , "Testing the Evolving Efficiency of 11 Arab Stock Markets," API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center, number 0907.
Printed from https://ideas.repec.org/n/nep-fmk/2009-06-10.html