Report NEP-FMK-2003-03-10

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:cla:uclaol:27 is not listed on IDEAS anymore

• Item repec:cla:uclaol:166 is not listed on IDEAS anymore

• J. Scheinkman & W. Xiong, 2002. "Overconfidence, Short-Sale Constraints and Bubbles," Princeton Economic Theory Working Papers 98734966f1c1a57373801367f, David K. Levine.
• Item repec:dgr:eureri:2003286 is not listed on IDEAS anymore

• Masanao Aoki, 2002. "Open Models of Share Markets with Two Dominant Types of Participants," UCLA Economics Online Papers 107, UCLA Department of Economics.
• Dufwenberg, Martin & Lindqvist, Tobias & Moore, Evan, 2003. "Bubbles and Experience: An Experiment on Speculation," Research Papers in Economics 2003:1, Stockholm University, Department of Economics.
• Mark Gugiatti & Anthony Richards, 2003. "Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets," RBA Research Discussion Papers rdp2003-02, Reserve Bank of Australia.
• Nigel Pain, 2002. "Financial Liberalisation, Alliance Capitalism and the Changing Structure of Financial Markets," National Institute of Economic and Social Research (NIESR) Discussion Papers 199, National Institute of Economic and Social Research.
• Shiu-Sheng Chen, 2003. "Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach," International Finance 0303002, University Library of Munich, Germany, revised 05 Apr 2003.
• Item repec:cla:uclaol:192 is not listed on IDEAS anymore

• Clive G. Bowsher, 2003. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2003-W03, Economics Group, Nuffield College, University of Oxford.
• Item repec:cla:uclaol:195 is not listed on IDEAS anymore

• Julan Du & Shang-Jin Wei, 2003. "Does Insider Trading Raise Market Volatility?," NBER Working Papers 9541, National Bureau of Economic Research, Inc.
• Post, G.T., 2003. "Statistical Inference on Stochastic Dominance Efficiency. Do Omitted Risk Factors Explain the Size and Book-to-Market Effects?," ERIM Report Series Research in Management ERS-2003-017-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Christian Hellwig, 2003. "Bubbles and Self-enforcing Debt (October 2006, with Guido Lorenzoni)," UCLA Economics Online Papers 229, UCLA Department of Economics.
• Cano Rodríguez, Manuel, 2002. "Is the risk-return paradox still alive?," DEE - Working Papers. Business Economics. WB wb024818, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Broto, Carmen, 2002. "Estimation methods for stochastic volatility models: a survey," DES - Working Papers. Statistics and Econometrics. WS ws025414, Universidad Carlos III de Madrid. Departamento de Estadística.