Printed from https://ideas.repec.org/n/nep-fmk/2010-07-03.html
Report NEP-FMK-2010-07-03
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:
- Malhotra, Karan, 2010, "Autoregressive multifactor APT model for U.S. Equity Markets," MPRA Paper, University Library of Munich, Germany, number 23418, Apr.
- Norbäck, Pehr-Johan & Persson, Lars & Tåg, Joacim, 2010, "Does the Debt Tax Shield Distort Ownership Efficiency?," Working Paper Series, Research Institute of Industrial Economics, number 841, Jun, revised 22 Sep 2017.
- Yoshihiko Sugihara & Nobuyuki Oda, 2010, "An Empirical Analysis of Equity Market Expectations in the Recent Financial Turmoil Using Implied Moments and Jump Diffusion Processes," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-09, Jun.
- Vera Popva, 2010, "What renders financial advisors less treacherous? - On commissions and reciprocity -," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2010-036, Jun.
- Myong-Il Kang, 2010, "Can the Consumption-Free Nonexpected Utility Model Solve the Risk PremiumPuzzle? An Empirical Study of the Japanese Stock Market," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0783, Jun.
- Dötz, Niko & Fischer, Christoph, 2010, "What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,11.
- Satoshi Yamashita & Toshinao Yoshiba, 2010, "Analytical Solution for Expected Loss of a Collateralized Loan: A Square-root Intensity Process Negatively Correlated with Collateral Value," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-10, Jun.
- Jesus Sierra, 2010, "International Capital Flows and Bond Risk Premia," Staff Working Papers, Bank of Canada, number 10-14, DOI: 10.34989/swp-2010-14.
- Thomas Breuer & Martin Jandačka & Javier Mencía & Martin Summer, 2010, "A systematic approach to multi-period stress testing of portfolio credit risk," Working Papers, Banco de España, number 1018, Jun.
- Gerlach, Stefan & Schulz, Alexander & Wolff, Guntram B., 2010, "Banking and sovereign risk in the euro area," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,09.
- Scott H. Irwin & Dwight R. Sanders, 2010, "The Impact of Index and Swap Funds on Commodity Futures Markets: Preliminary Results," OECD Food, Agriculture and Fisheries Papers, OECD Publishing, number 27, Jun, DOI: 10.1787/5kmd40wl1t5f-en.
- Bernd Hayo & Matthias Neuenkirch, 2010, "Bank of Canada Communication, Media Coverage, and Financial Market Reactions," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201020.
- Zuzana Fungacova & Laurent Weill, 2010, "How Market Power Influences Bank Failures Evidence from Russia," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2010-08.