Printed from https://ideas.repec.org/n/nep-mst/2006-11-25.html
Report NEP-MST-2006-11-25
This is the archive for NEP-MST, a report on new working papers in the area of Market Microstructure. Thanos Verousis issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- Menkhoff, Lukas & Taylor, Mark P., 2006, "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-352, Nov.
- Item repec:imf:imfwpa:06/207 is not listed on IDEAS anymore
- Joan Jasiak & R. Sufana & C. Gourieroux, 2005, "The Wishart Autoregressive Process of Multivariate Stochastic Volatility," Working Papers, York University, Department of Economics, number 2005_2, Sep.
- Suresh Sundaresan & Zhenyu Wang, 2006, "Y2K options and the liquidity premium in Treasury bond markets," Staff Reports, Federal Reserve Bank of New York, number 266.
- Frank Gerhard & Nikolaus Hautsch, 2006, "A Dynamic Semiparametric Proportional Hazard Model," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2006/05, Oct.