Report NEP-FMK-2010-12-04This 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:
- Stefan Erdorf & Nicolas Heinrichs, 2010. "Co-movement of Fundamentals: Structural Changes in the Business Cycle," Cologne Graduate School Working Paper Series 01-01, Cologne Graduate School in Management, Economics and Social Sciences, revised Dec 2010.
- Cem Cakmakli & Dick van Dijk, 2010. "Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility," Tinbergen Institute Discussion Papers 10-115/4, Tinbergen Institute.
- Georges Prat, 2010. "Equity Risk Premium and Time Horizon : What do the U.S. Secular Data Say ?," EconomiX Working Papers 2010-22, University of Paris West - Nanterre la Défense, EconomiX.
- Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010. "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," Discussion Papers of DIW Berlin 1080, DIW Berlin, German Institute for Economic Research.
- Ariane Szafarz, 2010. "Financial Crises in Efficient Markets: How Fundamentalists Fuel Volatility," Working Papers CEB 10-052, ULB -- Universite Libre de Bruxelles.
- Stefan Gerhold, 2010. "The Hartman-Watson Distribution revisited: Asymptotics for Pricing Asian Options," Papers 1011.4830, arXiv.org, revised May 2011.
- Caitlin Ann Greatrex & Erick W. Rengifo, 2010. "Government Intervention and the CDS Market: A Look at the Market's Response to Policy Announcements During the 2007-2009 Financial Crisis," Fordham Economics Discussion Paper Series dp2010-12, Fordham University, Department of Economics.
- Kiss, Hubert Janos, 2010. "A Diamond-Dybvig Model Without Bank Run: the Power of Signaling," Working Papers in Economic Theory 2010/06, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
- Peixin Zhang, 2010. "Case Study of Three German Banks Stuck in the Subprime Crisis," EconomiX Working Papers 2010-20, University of Paris West - Nanterre la Défense, EconomiX.
- Herve Alexandre & Karima Bouaiss & Catherine Refait-Alexandre, 2010. "Does a banking relationship help a firm on the syndicated loans market in a time of financial crisis?," Working Papers halshs-00538328, HAL.