Report NEP-FMK-2001-05-02

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:

• Item repec:fip:fedfap:2001-05 is not listed on IDEAS anymore

• Christophre Georges, 2001. "Learning Dynamics in an Artificial Currency Market," Computing in Economics and Finance 2001 31, Society for Computational Economics.
• Monique Ebell, 2001. "Why are Asset Returns More Volatile during Recessions? A Theoretical Explanation," Working Papers 01.01, Swiss National Bank, Study Center Gerzensee.
• Marcelo Cunha Medeiros & Álvaro Veiga & Carlos Eduardo Pedreira, 2000. "Modelling exchange rates: smooth transitions, neural networks, and linear models," Textos para discussão 432, Department of Economics PUC-Rio (Brazil).
• Michael J. Fleming, 2001. "Financial market implications of the federal debt paydown," Staff Reports 120, Federal Reserve Bank of New York.
• Edward W. Piotrowski, "undated". "The Geometry of a Financial Market (in Polish)," Departmental Working Papers 106pl, University of Bialtystok, Department of Theoretical Physics.
• Michael Brandt, Qi Zeng and Lu Zhang, 2001. "Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States," Computing in Economics and Finance 2001 41, Society for Computational Economics.
• Item repec:dgr:uvatin:20010015 is not listed on IDEAS anymore

• Vassil A. Konstantinov, 2001. "Intergenerational Risk Sharing and Asset Returns," Computing in Economics and Finance 2001 228, Society for Computational Economics.
• André Lucas & Ronald van Dijk & Teun Kloek, 2001. "Stock Selection, Style Rotation, and Risk," Tinbergen Institute Discussion Papers 01-021/2, Tinbergen Institute.
• Item repec:dgr:uvatin:20010014 is not listed on IDEAS anymore

• Jörg Bibow, 2001. "Easy Money through the Back Door: The Markets vs. the ECB," Macroeconomics 0103004, University Library of Munich, Germany.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001. "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Tinbergen Institute Discussion Papers 01-017/4, Tinbergen Institute.
• Thomas Lux, 2001. "The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation," Computing in Economics and Finance 2001 62, Society for Computational Economics.
• Jinill Kim & Sunghyun Henry Kim & Andrew T. Levin, 2001. "Patience, persistence and welfare costs of incomplete markets in open economies," International Finance Discussion Papers 696, Board of Governors of the Federal Reserve System (U.S.).
• Item repec:imf:imfwpa:0139 is not listed on IDEAS anymore

• Item repec:dgr:uvatin:20010016 is not listed on IDEAS anymore

• Jonas D. M. Fisher, 1998. "Credit market imperfections and the heterogeneous response of firms to monetary shocks," Working Paper Series, Macroeconomic Issues 96-23, Federal Reserve Bank of Chicago.
• Prasad V. Bidarkota and J. Huston McCulloch, 2001. "Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle," Computing in Economics and Finance 2001 70, Society for Computational Economics.
• David Goldbaum, 2001. "Market Efficiency and Learning in an Endogenously Unstable Environment," Computing in Economics and Finance 2001 105, Society for Computational Economics.
• O. Emre Ergungor, 2002. "Market- vs. bank-based financial systems: do investor rights really matter?," Working Papers (Old Series) 0101R, Federal Reserve Bank of Cleveland.
• Robert A. Connolly, Nuray G½ner, and Kenneth N. Hightower, 2001. "Is There More to Long Memory in Fixed-Income Excess Returns and Volatility than Structural Instability?," Computing in Economics and Finance 2001 223, Society for Computational Economics.
• Xiaowei Li, 2001. "Mortgage Market Development, Savings, and Growth," IMF Working Papers 2001/036, International Monetary Fund.
• Frank Niehaus, 2001. "The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model," Computing in Economics and Finance 2001 60, Society for Computational Economics.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001. "On the Variation of Hedging Decisions in Daily Currency Risk Management," Tinbergen Institute Discussion Papers 01-018/4, Tinbergen Institute.
• Sorin Solomon and Moshe Levy, 2001. "Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in the LLS Stock Market Model," Computing in Economics and Finance 2001 10, Society for Computational Economics.
• Zhi-Feng Huang, Sorin Solomon*, 2001. "Power, Levy, Exponential and Gaussian Regimes in Autocatalytic Financial Systems," Computing in Economics and Finance 2001 12, Society for Computational Economics.