Printed from https://ideas.repec.org/n/nep-fmk/2011-01-16.html
Report NEP-FMK-2011-01-16
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:
- Fratzscher, Marcel & Chudik, Alexander, 2011, "Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model," Working Paper Series, European Central Bank, number 1285, Jan.
- Gross, Marco, 2011, "Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession," Working Paper Series, European Central Bank, number 1286, Jan.
- Lenz, Rainer, 2010, "Yield Curve Analysis: Choosing the optimal maturity date of investments and financing," MPRA Paper, University Library of Munich, Germany, number 27781, Dec.
- Matthias Fengler, 2010, "Option data and modeling BSM implied volatility," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-32, Dec.
- Christopher J. Neely & Paul A. Weller, 2011, "Technical analysis in the foreign exchange market," Working Papers, Federal Reserve Bank of St. Louis, number 2011-001, DOI: 10.20955/wp.2011.001.