Report NEP-FIN-2004-09-05

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Ram Bhar & Carl Chiarella & Thuy-Duong To, 2004. "Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets," Finance 0409003, EconWPA. [Downloadable!]
• Jeff Fuhrer & Geoff Tootell, 2004. "Eyes on the prize: how did the Fed respond to the stock market?," Public Policy Discussion Paper 04-2, Federal Reserve Bank of Boston. [Downloadable!]
• Dilip K. DAS, 2000. "Asian Crisis: Distilling Critical Lessons," UNCTAD Discussion Papers 152, United Nations Conference on Trade and Development. [Downloadable!]
• Rosario Dell'Aquila & Elvezio Ronchetti, 2004. "Stock and Bond Return Predictability : The Discrimination Power of Model Selection Criteria," Cahiers du Département d'Econométrie 2004.05, Département d'Econométrie, Université de Genève. [Downloadable!]
• Austin Kelly, 2004. "Modeling the Credit Risk in Agricultural Mortgages: A Critical Review of the Farm Credit Administration’s Credit Risk Model for Farmer Mac," Finance 0409001, EconWPA. [Downloadable!]
• John Kambhu, 2004. "Trading risk and volatility in interest rate swap spreads," Staff Reports 178, Federal Reserve Bank of New York. [Downloadable!]
• Yilmaz Akyüz & Korkut Boratav, 2002. "The Making Of The Turkish Financial Crisis," UNCTAD Discussion Papers 158, United Nations Conference on Trade and Development. [Downloadable!]
• Rosario Dell'Aquila & Elvezio Ronchetti, 2004. "Resistant Nonparametric Analysis of the Short Term Rate," Cahiers du Département d'Econométrie 2004.06, Département d'Econométrie, Université de Genève. [Downloadable!]
• Jacob A. Bikker & Pieter Jelle van der Sluis & Laura Spierdijk, 2004. "Market Impact Costs of Institutional Equity Trades," DNB Working Papers 001, Netherlands Central Bank, Research Department. [Downloadable!]
• Ram Bhar & Carl Chiarella & Hing Hung & Wolfgang Runggaldier, 2004. "The Volatility of the Instantaneous Spot Interest Rate Implied by Arbitrage Pricing - A Dynamic Bayesian Approach," Finance 0409002, EconWPA. [Downloadable!]
• Beverly Hirtle, 2003. "Stock market reaction to financial statement certification by bank holding company CEOs," Staff Reports 170, Federal Reserve Bank of New York. [Downloadable!]
• Scott L. Baier & Gerald P. Dwyer, Jr. & Robert Tamura, 2004. "Factor returns, institutions, and geography: a view from trade," Working Paper 2004-17, Federal Reserve Bank of Atlanta. [Downloadable!]
• Raffaella Giacomini & Ivana Komunjer, 2003. "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics 571, Boston College Department of Economics. [Downloadable!]
• Andersson, Patric, 2004. "How well do financial experts perform? A review of empirical research on performance of analysts, day-traders, forecasters, fund managers, investors, and stockbrokers," Working Paper Series in Business Administration 2004:9, Stockholm School of Economics. [Downloadable!]
• Hans Gersbach & Jan Wenzelburger, 2004. "Do Risk Premia Protect from Banking Crises," Levine's Bibliography 122247000000000356, UCLA Department of Economics. [Downloadable!]
• Ben S. Bernanke & Kenneth N. Kuttner, 2003. "What explains the stock market's reaction to Federal Reserve policy?," Staff Reports 174, Federal Reserve Bank of New York. [Downloadable!]

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