Report NEP-FMK-2001-02-14

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:

• Maik Heinemann, 2001. "Rationalizability of Rational Expectations Equilibria on Asset Markets with Asymmetric Information and Learning from Prices," CeNDEF Workshop Papers, January 2001 1A.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Jan Hanousek & Richard Podpiera, 2001. "How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market," Finance 0012003, University Library of Munich, Germany.
• Maurice Obstfeld, 2000. "The Global Capital Market: Benefactor or Menace?," International Finance 0004001, University Library of Munich, Germany.
• Oliver Moritz, 2001. "Is the German Stock Market Chaotic ? Some NEGM- and BDS-test results for the DAX," CeNDEF Workshop Papers, January 2001 3A.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Gilles Teyssière & Alan Kirman, 2001. "Microeconomic Models for Long-Memory in the Volatility of Financial Time Series," CeNDEF Workshop Papers, January 2001 5A.4, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Michael Kumhof, 2000. "International Capital Mobility in Emerging Markets: New Evidence from Daily Data," Working Papers 00021, Stanford University, Department of Economics.
• Martin D. D. Evans, 2001. "FX Trading and Exchange Rate Dynamics," NBER Working Papers 8116, National Bureau of Economic Research, Inc.
• Peter Christoffersen & Jinyong Hahn & Atsushi Inoue, 2001. "Testing and Comparing Value-at-Risk Measures," CIRANO Working Papers 2001s-03, CIRANO.
• Jan A. Kregel, 2000. "Can European Banks Survive a Unified Currency in a Nationally Segmented Capital Market?," Macroeconomics 0004052, University Library of Munich, Germany.
• Andrea Gaunersdorfer & Cars Hommes & Florian Wagener, 2001. "Adaptive Beliefs and the volatility of asset prices," CeNDEF Workshop Papers, January 2001 5A.1, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Kiminori Matsuyama, 2000. "Financial Market Globalization and Endogenous Inequality of Nations," Discussion Papers 1300, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
• Piyush Kumar Chowhan & Vasant Shukla, 2000. "Volatility in Indian Stock Markets," Finance 0004010, University Library of Munich, Germany.
• René Garcia & Richard Luger & Eric Renault, 2001. "Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)," CIRANO Working Papers 2001s-02, CIRANO.
• Xue-Zhong (Tony) He & Carl Chiarella, 2001. "Asset Price and Wealth Dynamics under Heterogeneous Expectations," CeNDEF Workshop Papers, January 2001 5A.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Giulia Iori, 2000. "Scaling and multiscaling in financial markets," Finance 0004006, University Library of Munich, Germany.
• Giulia Iori, 2000. "A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions," Finance 0004007, University Library of Munich, Germany.
• Taisei Kaizoji & Thomas Lux, 2001. "On Dynamics in An Asset Pricing Model with Heterogeneous Expectations," CeNDEF Workshop Papers, January 2001 2A.3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Roberto Rigobon, 2001. "Contagion: How to Measure It?," NBER Working Papers 8118, National Bureau of Economic Research, Inc.
• Stewart Mayhew & Vassil Mihov, 2000. "Another Look at Option Listing Effects," Finance 0004002, University Library of Munich, Germany.
• Klaus Pötzelberger & Leopold Sögner, 2001. "Stochastic Equilibrium: Learning by Exponential Smoothing," CeNDEF Workshop Papers, January 2001 2A.4, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Item repec:wop:cirano:2001s01 is not listed on IDEAS anymore