Report NEP-FMK-2010-01-16This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.
The following items were announced in this report:
- Ricardo Correa & Gustavo A. Suarez, 2009. "Firm volatility and banks: evidence from U.S. banking deregulation," Finance and Economics Discussion Series 2009-46, Board of Governors of the Federal Reserve System (U.S.).
- Günster, N.K. & Kole, H.J.W.G. & Jacobsen, B., 2009. "Riding Bubbles," ERIM Report Series Research in Management ERS-2009-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Damiano Brigo & Andrea Pallavicini & Roberto Torresetti, 2009. "Credit models and the crisis, or: how I learned to stop worrying and love the CDOs," Papers 0912.5427, arXiv.org, revised Feb 2010.
- Tho Dinh NGUYEN, 2010. "Arbitrage Pricing Theory: Evidence from an Emerging Stock Market," Working Papers 03, Development and Policies Research Center (DEPOCEN), Vietnam.
- Yasemin Bal-Gunduz, 2009. "Estimating Demand for IMF Financing by Low-Income Countries in Response to Shocks," IMF Working Papers 09/263, International Monetary Fund.
- Guidi, Francesco, 2010. "Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models," MPRA Paper 19851, University Library of Munich, Germany.
- Sasidharan, Anand, 2009. "Structural Changes in India's Stock Markets' Efficiency," MPRA Paper 19501, University Library of Munich, Germany, revised Dec 2009.
- Item repec:stz:wpaper:ccss-09-00008 is not listed on IDEAS anymore
- Miguel A. Fuentes & Austin Gerig & Javier Vicente, 2009. "Universal Behavior of Extreme Price Movements in Stock Markets," Papers 0912.5448, arXiv.org.
- Guanghui Huang & Jianping Wan, 2009. "Probabilities of Positive Returns and Values of Call Options," Papers 0912.4973, arXiv.org.
- Rama Cont & Amel Bentata, 2010. "Forward equations for option prices in semimartingale models," Papers 1001.1380, arXiv.org, revised Jan 2012.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745, Cowles Foundation for Research in Economics, Yale University.