Report NEP-FMK-2009-10-24
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:
- Park, A. & Sgroi, D., 2009, "Herding, Contrarianism and Delay in Financial Market Trading," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0941, Oct.
- Schroeder, Gerhard, 2009, "Volatility Indexes seem to point to the Past," MPRA Paper, University Library of Munich, Germany, number 18025, Oct.
- Silvia Muzzioli, 2009, "The skew pattern of implied volatility in the DAX index options market," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0617, Jul.
- Chatayan Wiphatthanananthakul & Michael McAleer, 2009, "A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-672, Sep.
- Gregory James & Michail Karoglou, 2009, "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series, Department of Economics, Loughborough University, number 2009_11, Sep, revised Sep 2009.
- Karl Aiginger, 2009, "The Current Economic Crisis: Causes, Cures and Consequences," WIFO Working Papers, WIFO, number 341, Aug.
Printed from https://ideas.repec.org/n/nep-fmk/2009-10-24.html