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Report NEP-FMK-2010-01-10
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:
- D. Sornette & R. Woodard, 2009, "Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis," Working Papers, ETH Zurich, Chair of Systems Design, number CCSS-09-00003, May.
- Thorsten Lehnert & Aleksandar Andonov & Florian Bardong, 2009, "TIPS, Inflation Expectations and the Financial Crisis," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-09.
- Jiri Novak & Dalibor Petr, 2009, "Empirical Risk Factors in Realized Stock Returns," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/29, Dec, revised Dec 2009.
- Christian M. Dahl & Emma M. Iglesias, 2009, "Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-59, Oct.
- Christian Wolff & Ron Jongen & Willem F.C. Verschoor, 2009, "Time-Variation in Term Permia: International Survey-Based Evidence," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-02.
- Arnaud Bourgain & Patrice Pieretti & Skerdilajda Zanaj, 2009, "International Financial competition and bank risk-taking in emerging economies," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 09-08.
- Johansson, Anders C., 2009, "Asian Sovereign Debt and Country Risk," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2009-11, Dec.
- Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2009, "The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/35, Dec.
- Marie Lambert & George Hübner & Marie Lambert, 2009, "Directional and non-directional risk exposures in Hedge Fund returns," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-06.
- Thorsten Lehnert & Bart Frijns & Remco Zwinkels, 2009, "Behavioral Heterogeneity in the Option Market," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-07.