Printed from https://ideas.repec.org/n/nep-fmk/2010-01-16.html
Report NEP-FMK-2010-01-16
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:
- Ricardo Correa & Gustavo A. Suarez, 2009, "Firm volatility and banks: evidence from U.S. banking deregulation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2009-46.
- Item repec:dgr:eureri:1765017525 is not listed on IDEAS anymore
- Damiano Brigo & Andrea Pallavicini & Roberto Torresetti, 2009, "Credit models and the crisis, or: how I learned to stop worrying and love the CDOs," Papers, arXiv.org, number 0912.5427, Dec, revised Feb 2010.
- Tho Dinh NGUYEN, 2010, "Arbitrage Pricing Theory: Evidence from an Emerging Stock Market," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 77.
- Item repec:imf:imfwpa:09/263 is not listed on IDEAS anymore
- Guidi, Francesco, 2010, "Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models," MPRA Paper, University Library of Munich, Germany, number 19851, Jan.
- Sasidharan, Anand, 2009, "Structural Changes in India's Stock Markets' Efficiency," MPRA Paper, University Library of Munich, Germany, number 19501, Jun, revised Dec 2009.
- D. Sornette & Zhi-Qiang Jiang & Wei-Xing Zhou & Ryan Woodard & Ken Bastiaensen & Peter Cauwels, 2009, "Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles," Working Papers, ETH Zurich, Chair of Systems Design, number CCSS-09-00008, Oct.
- Miguel A. Fuentes & Austin Gerig & Javier Vicente, 2009, "Universal Behavior of Extreme Price Movements in Stock Markets," Papers, arXiv.org, number 0912.5448, Dec.
- Guanghui Huang & Jianping Wan, 2009, "Probabilities of Positive Returns and Values of Call Options," Papers, arXiv.org, number 0912.4973, Dec.
- Rama Cont & Amel Bentata, 2010, "Forward equations for option prices in semimartingale models," Papers, arXiv.org, number 1001.1380, Jan, revised Jan 2012.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010, "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1745, Jan.