Printed from https://ideas.repec.org/n/nep-fmk/2010-09-18.html
Report NEP-FMK-2010-09-18
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:
- European Commission, 2010, "Innovative Financing at a Global Level," Taxation Papers, Directorate General Taxation and Customs Union, European Commission, number 23, Apr.
- Virginie Coudert & Hélène Raymond, 2010, "Gold and Financial Assets: Are There Any Safe Havens in Bear Markets?," Working Papers, CEPII research center, number 2010-13, Jul.
- Gunther Capelle-Blancard & Yamina Tadjeddine, 2010, "The Impact of the 2007-2010 Crisis on the Geography of Finance," Working Papers, CEPII research center, number 2010-16, Aug.
- Bernardo da Veiga & Felix Chan & Michael McAleer, 2009, "It Pays to Violate: How Effective are the Basel Accord Penalties?," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-186, Oct.
- Hitoshi Matsushima, 2010, "Incentives in Hedge Funds," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-205, Feb.
- David E. Allen & Michael McAleer & Marcel Scharth, 2009, "Realized Volatility Risk," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-197, Dec, revised Jan 2010.
- Ralf Becker & Adam Clements & Robert O'Neill, 2010, "A Cholesky-MIDAS model for predicting stock portfolio volatility," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 149.
- Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-183, Oct.
- Herrmann, Sabine & Mihaljek, Dubravko, 2010, "The determinants of cross-border bank flows to emerging markets: New empirical evidence on the spread of financial crises," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,17.
- Abdul Hakim & Michael McAleer, 2009, "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-179, Oct.
- Christophe J. GODLEWSKI & Zuzana Fungacova & Laurent Weill, 2010, "Stock market reaction to debt financing arrangements in Russia," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2010-10.
- Masaaki Fujii & Yasufumi Shimada & Akihiko Takahashi, 2010, "Collateral Posting and Choice of Collateral Currency -Implications for Derivative Pricing and Risk Management-," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-216, May.
- L. Randall Wray, 2010, "What Should Banks Do? A Minskyan Analysis," Economics Public Policy Brief Archive, Levy Economics Institute, number ppb_115, Sep.
- Berger, Allen N. & Bouwman, Christa H. S. & Kick, Thomas & Schaeck, Klaus, 2010, "Bank liquidity creation and risk taking during distress," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,05.