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Report NEP-FMK-2009-11-21
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:
- Fernandez, Pablo & Bermejo, Vicente J., 2009, "Shareholder value creators in the Dow Jones: Year 2008," IESE Research Papers, IESE Business School, number D/826, Sep.
- Marco Taboga, 2009, "The riskiness of corporate bonds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 730, Oct.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2009, "A Framework for CAPM with Heterogenous Beliefs," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 254, Aug.
- Dimitrios Vortelinos, 2009, "The Economic Value of Volatility Timing in the Athens Stock Exchange," Working Papers, University of Peloponnese, Department of Economics, number 00046.
- Dimitrios Vortelinos & Dimitrios Thomakos, 2009, "Realized Volatility and Jumps in the Athens Stock Exchange," Working Papers, University of Peloponnese, Department of Economics, number 00044.
- Cristina Belciuganu, 2009, "Spillover effect: A study for major capital markets and Romania capital market," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 29, Oct.
- Florin Stanciu, 2009, "Asymmetric Conditional Volatility on the Romanian Stock Market," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 32, Oct.