Report NEP-FMK-2001-07-13

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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Other reports in NEP-FMK

The following items were announced in this report:

• Karyn L. Williams, 2000. "Price Discovery in Multiple-Dealer Markets: The Case of the Interbank Foreign Exchange Market," Claremont Colleges Working Papers 2000-37, Claremont Colleges.
• Margarida Duarte & Alan C. Stockman, 2001. "Rational Speculation and Exchange Rates," NBER Working Papers 8362, National Bureau of Economic Research, Inc.
• Item repec:dgr:kubcen:200141 is not listed on IDEAS anymore

• Martin D. D. Evans & Richard K. Lyons, 2001. "Portfolio Balance, Price Impact, and Secret Intervention," NBER Working Papers 8356, National Bureau of Economic Research, Inc.
• Andrew Ang & Monika Piazzesi, 2001. "A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables," NBER Working Papers 8363, National Bureau of Economic Research, Inc.
• Janet K. Smith & Richard L. Smith & Karyn L. Williams, 2000. "The SEC's "Fair Value" Standard for Mutual Fund Investment in Restricted Shares and Other Illiquid Securities," Claremont Colleges Working Papers 2000-39, Claremont Colleges.
• John M. Maheu & Thomas McCurdy, 2001. "Nonlinear Features of Realized FX Volatility," CIRANO Working Papers 2001s-42, CIRANO.
• Kenji Kutsuna & Richard L. Smith, "undated". "Issue Cost and Method of IPO Underwriting: Japan's Change from Auction Method Pricing to Book Building," Claremont Colleges Working Papers 2000-35, Claremont Colleges.
• Gab-Je Jo & Thomas D. Willett, 2000. "Currency Market Reactions to Good and Bad News During the Asian Crisis," Claremont Colleges Working Papers 2000-59, Claremont Colleges.
• Bugàr, Gyöngyi & Maurer, Raimond, 2001. "International Equity Portfolios and Currency Hedging: The Viewpoint of German and Hungarian Investors," Sonderforschungsbereich 504 Publications 01-10, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
• Roberto Rigobon & Brian Sack, 2001. "Measuring the Reaction of Monetary Policy to the Stock Market," NBER Working Papers 8350, National Bureau of Economic Research, Inc.
• Terry Marsh & Takao Kobayashi, 2001. "The Contributions of Professors Fischer Black, Robert Merton, and Myron Scholes to the Financial Services Industry," CIRJE F-Series CIRJE-F-120, CIRJE, Faculty of Economics, University of Tokyo.
• Item repec:dgr:eureir:2001227 is not listed on IDEAS anymore

• Item repec:dgr:rugsom:01e10 is not listed on IDEAS anymore