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Report NEP-FMK-2009-09-26
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:
- René M. Stulz, 2009, "Credit Default Swaps and the Credit Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 15384, Sep.
- Didier Sornette & Ryan Woodard, 2009, "Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis," Papers, arXiv.org, number 0905.0220, May.
- Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009, "What Happened to Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-19.
- Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009, "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-20.
- Fidrmuc, Jarko & Süß, Philipp Johann, 2009, "The Outbreak of the Russian Banking Crisis," Discussion Papers in Economics, University of Munich, Department of Economics, number 10996, Sep.
- L. Lin & Ren R. E & D. Sornette, 2009, "A Consistent Model of `Explosive' Financial Bubbles With Mean-Reversing Residuals," Papers, arXiv.org, number 0905.0128, May.
- Shady Aboul-Enein & Georges Dionne & Nicolas Papageorgiou, 2009, "Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche," Cahiers de recherche, CIRPEE, number 0931.
- T. R. Hurd, 2009, "Credit risk modeling using time-changed Brownian motion," Papers, arXiv.org, number 0904.2376, Apr.
- John P. Harding & Stephen L. Ross, 2009, "Regulation of Large Financial Institutions: Lessons from Corporate Finance Theory," Working papers, University of Connecticut, Department of Economics, number 2009-29, Sep.
- Yacine Ait-Sahalia & Jialin Yu, 2009, "High frequency market microstructure noise estimates and liquidity measures," Papers, arXiv.org, number 0906.1444, Jun.
- Esteban Moro & Javier Vicente & Luis G. Moyano & Austin Gerig & J. Doyne Farmer & Gabriella Vaglica & Fabrizio Lillo & Rosario N. Mantegna, 2009, "Market impact and trading profile of large trading orders in stock markets," Papers, arXiv.org, number 0908.0202, Aug.
- Michael J. Neely, 2009, "Stock Market Trading Via Stochastic Network Optimization," Papers, arXiv.org, number 0909.3891, Sep.
- Mohamed El Hedi Arouri, 2009, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Papers, arXiv.org, number 0905.3875, May.
- Fredj Jawadi & Nicolas Million & Mohamed El Hedi Arouri, 2009, "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Papers, arXiv.org, number 0905.3874, May.