Report NEP-FMK-1998-10-08

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schloegl issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Klaus P. Fischer, 1998. "A discrete martingale model of pension fund guarantees in," Finance 9802003, University Library of Munich, Germany.
• Jorge A. Chan-Lau & Zhaohui Chen, 1998. "Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis," International Finance 9804001, University Library of Munich, Germany, revised 22 Sep 1998.
• David A. Chapman & Neil D. Pearson, 1998. "Is the Short Rate Drift Actually Nonlinear?," Finance 9808005, University Library of Munich, Germany.
• Barry Eichengreen & Fabio Ghironi, 1998. "European Monetary Unification and International Monetary Cooperation," International Trade 9804001, University Library of Munich, Germany.
• A. Frachot, 1997. "Do Financial Markets Expect a Significant Delay before EMU ?," International Finance 9707003, University Library of Munich, Germany.
• Marc Goergen, 1998. "The Transfer of Control in British and German IPOs," Finance 9804005, University Library of Munich, Germany.
• Barry Eichengreen, 1998. "The Baring Crisis in a Mexican Mirror," International Trade 9805001, University Library of Munich, Germany.
• Maria Soledad Martinez Peria, 1998. "Understanding Devaluations in Latin America: A "Bad Fundamentals" Approach," International Finance 9805004, University Library of Munich, Germany.
• Charles Geiss & Kyung-Seong Jeon, 1998. "A Dynamic Model of the Incorporation of New Information into Prices," Finance 9805006, University Library of Munich, Germany.
• Jeffrey A. Frankel & Sergio L. Schmukler, 1998. "Country Funds and Asymmetric Information," International Finance 9805003, University Library of Munich, Germany.
• Manfred J.M. Neumann & Jens Weidmann, 1997. "The Information Content of German Discount Rate Changes," Macroeconomics 9706006, University Library of Munich, Germany.
• Klaus P. Fischer & Houcem Smaoui, 1997. "From Financial Liberalization to Banking Failure: Starting on the Wrong Foot?," Finance 9706005, University Library of Munich, Germany.
• Klaus P. Fischer & Martin Chenard, 1997. "Financial Liberalization Causes Banking System Fragility," Finance 9706004, University Library of Munich, Germany.
• Kirill Ilinski & Alexander Stepanenko, 1998. "Electrodynamical model of quasi-efficient financial market," Finance 9805007, University Library of Munich, Germany.
• Claus Munk, 1998. "The Markov Chain Approximation Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem," Finance 9802002, University Library of Munich, Germany.
• Ricardo Cavalcanti & Andres Erosa & Ted Temzelides, 1998. "Private Money and Reserve Management in a Random Matching Model," Macroeconomics 9803008, University Library of Munich, Germany.
• Paul D. McNelis & G.C. Lim, 1998. "Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark," International Finance 9805001, University Library of Munich, Germany.
• Martin Evans, 1998. "Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?," Finance 9809001, University Library of Munich, Germany.
• Miguel Cantillo & Julian Wright, 1998. "How Do Firms Choose Their Lenders? An Empirical Investigation," Finance 9803007, University Library of Munich, Germany.
• Anning Wei & Raymond M. Leuthold, 1998. "Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes?," Finance 9805001, University Library of Munich, Germany.
• Bruce A. Rayton & Jonathan S. Seaton, 1996. "The Size of Employee Stakeholding in Large UK Corporations," Labor and Demography 9612001, University Library of Munich, Germany, revised 28 Jan 1999.
• Rama CONT, 1998. "Beyond implied volatility: extracting information from option prices," Finance 9804002, University Library of Munich, Germany.
• David A. Chapman & John B. Long Jr. & Neil D. Pearson, 1998. "Using Proxies for the Short Rate: When are Three Months Like an Instant?," Finance 9808004, University Library of Munich, Germany, revised 07 Oct 1998.
• Nadia Piffaretti, 1998. "A Theoretical Approach to Electronic Money," Macroeconomics 9803005, University Library of Munich, Germany.
• Mark R. Manfredo & Raymond M. Leuthold, 1998. "Agricultural Applications of Value-at-Risk Analysis: A Perspective," Finance 9805002, University Library of Munich, Germany.
• Roger Lagunoff & Stacey L. Schreft, 1998. "A Model of Financial Fragility," Game Theory and Information 9803001, University Library of Munich, Germany, revised 30 Apr 1998.
• Dwight R. Sanders & Philip Garcia & Raymond M. Leuthold, 1998. "The Forecasting Value of New Crop Futures: A Decision-Making Framework," Finance 9805003, University Library of Munich, Germany.
• Mikhail A. Noussinov & Raymond M. Leuthold, 1998. "Optimal Hedging Strategies for the U.S. Cattle Feeder," Finance 9804004, University Library of Munich, Germany.
• Frank Riedel, 1998. "Imperfect Information Leads to Complete Markets if Dividends are Diffusions," Finance 9808002, University Library of Munich, Germany.