Report NEP-FMK-2010-11-13This 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:
- Nektarios Aslanidis & Isabel Casas, 2010. "Modelling asset correlations during the recent FInancial crisis: A semiparametric approach," CREATES Research Papers 2010-71, Department of Economics and Business Economics, Aarhus University.
- Winnie P. H. Poon & Kam C. Chan, 2010. "Solicited and Unsolicited Credit Ratings: A Global Perspective," Working Papers id:3112, eSocialSciences.
- Hauck, Achim & Neyer, Ulrike, 2010. "The euro area interbank market and the liquidity management of the eurosystem in the financial crisis," DICE Discussion Papers 09, University of Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Lischewski, Judith & Voronkova, Svitlana, 2010. "Size, value and liquidity: Do they really matter on an emerging stock market?," ZEW Discussion Papers 10-070, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.