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Report NEP-FMK-2009-09-19
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:
- Goderis, Benedikt & Wagner, Wolf, 2009, "Credit Derivatives and Sovereign Debt Crises," MPRA Paper, University Library of Munich, Germany, number 17314, Mar.
- George O. Aragon & Philip E. Strahan, 2009, "Hedge Funds as Liquidity Providers: Evidence from the Lehman Bankruptcy," NBER Working Papers, National Bureau of Economic Research, Inc, number 15336, Sep.
- Paiardini, Paola, 2009, "Informed Trading in Parallel Bond Markets," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp09053, Sep.
- Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009, "Asymmetry and Leverage in Realized Volatility," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-656, Aug.
- Erie Febrian & Aldrin Herwany, 2009, "Forecasting Stocks of Government Owned Companies (GOCS):Volatility Modeling," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200908, Sep, revised Sep 2009.
- Erie Febrian & Aldrin Herwany, 2009, "Volatility Model for Financial Market Risk Management : An Analysis on JSX Index Return Covariance Matrix," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200907, Sep, revised Sep 2009.
- Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2009, "Value-at-Risk for Country Risk Ratings," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-659, Sep.
- Aldrin Herwany & Erie Febrian, 2009, "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200909, Sep, revised Sep 2009.