Report NEP-FMK-2000-09-13

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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The following items were announced in this report:

• Item repec:dgr:rugsom:00e08 is not listed on IDEAS anymore

• Pierre Collin-Dufresne & Robert S. Goldstein & Spencer J. Martin, 1999. "The Determinants of Credit Spreads Changes," GSIA Working Papers 2000-E13, Carnegie Mellon University, Tepper School of Business.
• Mario Crucini & Chris Telmer & Marios Zachariadis, "undated". "Understanding European Real Exchange Rates," GSIA Working Papers 227, Carnegie Mellon University, Tepper School of Business.
• Pierre Collin-Dufresne & Robert Goldstein, "undated". "Do Credit Spreads Reflect Stationary Leverage Ratios," GSIA Working Papers 2000-E14, Carnegie Mellon University, Tepper School of Business.
• Kjetil Storesletten & Chris Telmer & Amir Yaron, "undated". "Asset pricing with idiosyncratic risk and overlapping generations," GSIA Working Papers 226, Carnegie Mellon University, Tepper School of Business.
• Pierre Collin-Dufresne & Julien Hugonnier, "undated". "Pricing and Hedging of Contingent Claims in the Presence of Extraneous Risk," GSIA Working Papers 2000-E39, Carnegie Mellon University, Tepper School of Business.
• David K. Backus & Chris I. Telmer & Liuren Wu, 1999. "Design and Estimation of Affine Yield Models," GSIA Working Papers 5, Carnegie Mellon University, Tepper School of Business.
• Jean-Pierre DANTHINE & Francesco GIAVAZZI & Ernst-Ludwig VON THADDEN, 2000. "European Financial Markets After EMU: A First Assessment," Cahiers de Recherches Economiques du Département d'économie 00.03, Université de Lausanne, Faculté des HEC, Département d’économie, revised May 2000.
• Chris Telmer & Stanley E. Zin, "undated". "The yield curve: terms of endearment or terms of endowment?," GSIA Working Papers 231, Carnegie Mellon University, Tepper School of Business.
• Bryan Routledge & Duane Seppi & Chester Spatt, "undated". "Equilibrium Forward Curves for Commodities," GSIA Working Papers 1997-50, Carnegie Mellon University, Tepper School of Business.
• Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning About Liquidity," FMG Discussion Papers dp356, Financial Markets Group.