Report NEP-FMK-2001-04-02

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:

• Antulio N. Bomfim, 2001. "Optimal portfolio allocation in a world without Treasury securities," Finance and Economics Discussion Series 2001-11, Board of Governors of the Federal Reserve System (U.S.).
• Oscar Jorda & Massimiliano Marcellino, "undated". "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Department of Economics 00-02, California Davis - Department of Economics.
• Andrew Ang & Geert Bekaert, 2001. "Stock Return Predictability: Is it There?," NBER Working Papers 8207, National Bureau of Economic Research, Inc.
• Linda S. Goldberg, 2001. "When Is U.S. Bank Lending to Emerging Markets Volatile?," NBER Working Papers 8209, National Bureau of Economic Research, Inc.
• Andrew B. Abel, 2001. "Will bequests attenuate the predicted meltdown in stock prices when baby boomers retire?," Working Papers 01-2, Federal Reserve Bank of Philadelphia.
• Mark M. Spiegel & Nobuyoshi Yamori, 2000. "The evolution of \"too-big-to-fail\" policy in Japan: evidence from market equity values," Pacific Basin Working Paper Series 00-01, Federal Reserve Bank of San Francisco.
• Andrew B. Abel, 2001. "An exploration of the effects of pessimism and doubt on asset returns," Working Papers 01-1, Federal Reserve Bank of Philadelphia.
• Yuming Fu & Lilian K Ng, 2000. "Market Efficiency and Return Statistics: Evidence from Real Estate and stock Markets Using a Present-Value Approach," Wisconsin-Madison CULER working papers 00-03, University of Wisconsin Center for Urban Land Economic Research.
• Steven Heston & Saikat Nandi, 2000. "Derivatives on volatility: some simple solutions based on observables," FRB Atlanta Working Paper 2000-20, Federal Reserve Bank of Atlanta.
• Item repec:aub:autbar:482.01 is not listed on IDEAS anymore

• Item repec:fip:fedfap:2000-18 is not listed on IDEAS anymore

• Hui Guo & Robert Whitelaw, 2005. "Uncovering the risk-return relation in the stock market," Working Papers 2001-001, Federal Reserve Bank of St. Louis.
• Brian A. Ciochetti & Timothy M. Craft & James D. Shilling, 1999. "Institutional Investors and REIT Equity Prices," Wisconsin-Madison CULER working papers 00-05, University of Wisconsin Center for Urban Land Economic Research.
• Pu Shen & Ross M. Starr, 2000. "Market makers' supply and pricing of financial market liquidity," Research Working Paper RWP 00-03, Federal Reserve Bank of Kansas City.