Printed from https://ideas.repec.org/n/nep-fmk/2010-12-11.html
Report NEP-FMK-2010-12-11
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:
- Jan Novotny, 2010, "Were Stocks during the Financial Crisis More Jumpy: A Comparative Study," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp416, Sep.
- Joseph Noss, 2010, "Extracting information from structured credit markets," Bank of England working papers, Bank of England, number 407, Dec.
- Vahagn Galstyan & Philip Lane, 2010, "The Dynamics of Portfolio Holdings in Emerging Europe," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp346, Nov.
- Item repec:hal:wpaper:halshs-00539985_v1 is not listed on IDEAS anymore
- Landier, Augustin & Sraer, David & Thesmar, David, 2010, "Going for broke: New Century Financial Corporation, 2004-2006," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 649, Sep.
- Francisco Vazquez & Benjamin M. Tabak & Marcos Souto, 2010, "A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector," Working Papers Series, Central Bank of Brazil, Research Department, number 226, Nov.
- Item repec:eab:financ:2371 is not listed on IDEAS anymore
- Peter R. Hansen & Asger Lunde & Valeri Voev, 2010, "Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-74, Nov.