Printed from https://ideas.repec.org/n/nep-fmk/2009-08-08.html
Report NEP-FMK-2009-08-08
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:
- Eduardo Rossi & Paolo Santucci de Magistris, 2009, "Long Memory and Tail dependence in Trading Volume and Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-30, Jul.
- Ioannis Asimakopoulos & Panayiotis Athanasoglou,, 2009, "Revisiting the Merger and Acquisition Performance of European Banks," Working Papers, Bank of Greece, number 100, Aug.
- Item repec:dnb:dnbwpp:217 is not listed on IDEAS anymore
- Item repec:dnb:dnbwpp:213 is not listed on IDEAS anymore
- Tapking, Jens & Eisenschmidt, Jens, 2009, "Liquidity risk premia in unsecured interbank money markets," Working Paper Series, European Central Bank, number 1025, Mar.
- Werner, Thomas & Lemke, Wolfgang, 2009, "The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics," Working Paper Series, European Central Bank, number 1045, Apr.
- Ongena, Steven & Roscovan, Viorel, 2009, "Bank loan announcements and borrower stock returns: does bank origin matter?," Working Paper Series, European Central Bank, number 1023, Mar.