Printed from https://ideas.repec.org/n/nep-fmk/2010-03-20.html
Report NEP-FMK-2010-03-20
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:
- Item repec:hal:cesptp:halshs-00460901_v1 is not listed on IDEAS anymore
- Marcus J. Chambers & Joanne S. Ercolani & A. M. Robert Taylor, 2010, "Testing for seasonal unit roots by frequency domain regression," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 10/02, Sep.
- Item repec:hum:wpaper:sfb649dp2010-010 is not listed on IDEAS anymore
- Liuling Li & Bruce Mizrach, 2010, "Tail Return Analysis of Bear Stearns Credit Default Swaps," Departmental Working Papers, Rutgers University, Department of Economics, number 201003, Mar.
- Suarez, Ronny, 2010, "Defining extreme volatility events at the S&P 500 Index," MPRA Paper, University Library of Munich, Germany, number 21053, Mar.
- Damiano Brigo & Mirela Predescu & Agostino Capponi, 2010, "Credit Default Swaps Liquidity modeling: A survey," Papers, arXiv.org, number 1003.0889, Mar, revised Mar 2010.