Report NEP-FMK-2000-04-17

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:

• Elijah Brewer & Hesna Genay & William C. Hunter & George G. Kaufman, 1999. "Does the Japanese stock market price bank risk? evidence from financial firm failures," Working Paper Series WP-99-31, Federal Reserve Bank of Chicago.
• Bossaerts, Peter & Plott, Charles R., 2000. "Basic Principles of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets," Working Papers 1070, California Institute of Technology, Division of the Humanities and Social Sciences.
• William B. English & Mico Loretan, 2000. "Evaluating \"correlation breakdowns\" during periods of market volatility," International Finance Discussion Papers 658, Board of Governors of the Federal Reserve System (U.S.).
• Marianne Gizycki & Brenton Goldsworthy, 1999. "Australian Banking Risk: The Stock Market’s Assessment and the Relationship Between Capital and Asset Volatility," RBA Research Discussion Papers rdp1999-09, Reserve Bank of Australia.
• Michael T. Kiley, 2000. "Stock prices and fundamentals in a production economy," Finance and Economics Discussion Series 2000-05, Board of Governors of the Federal Reserve System (U.S.).
• Item repec:apr:aprewp:wp0003 is not listed on IDEAS anymore

• Jushan Bai & Serena Ng, 2000. "Determining the Number of Factors in Approximate Factor Models," Boston College Working Papers in Economics 440, Boston College Department of Economics.
• Steven B. Kamin & Karsten von Kleist, 1999. "The evolution and determinants of emerging market credit spreads in the 1990s," International Finance Discussion Papers 653, Board of Governors of the Federal Reserve System (U.S.).
• Axel F.A. Adam Mueller, 2000. "Exports and Hedging Exchange Rate Risks: The Multi-Country Case," CoFE Discussion Paper 00-10, Center of Finance and Econometrics, University of Konstanz.
• David Andolfatto, 2000. "A Theory of Inalienable Property Rights," Cahiers de recherche CREFE / CREFE Working Papers 110, CREFE, Université du Québec à Montréal.