Report NEP-FMK-2003-03-14

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:

• Bertola, Giuseppe & Hochguertel, Stefan & Koeniger, Winfried, 2002. "Dealer Pricing of Consumer Credit," CEPR Discussion Papers 3160, C.E.P.R. Discussion Papers.
• Biais, Bruno & Glosten, Larry & Spatt, Chester S, 2002. "The Microstructure of Stock Markets," CEPR Discussion Papers 3288, C.E.P.R. Discussion Papers.
• Biais, Bruno & Mariotti, Thomas, 2002. "Strategic Liquidity Supply and Security Design," CEPR Discussion Papers 3369, C.E.P.R. Discussion Papers.
• Sarno, Lucio & Thornton, Daniel L, 2002. "The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation," CEPR Discussion Papers 3225, C.E.P.R. Discussion Papers.
• Koedijk, Kees & de Jong, Cyriel & Schnitzlein, Charles, 2002. "Stock Market Quality in the Prescence of a Traded Option," CEPR Discussion Papers 3173, C.E.P.R. Discussion Papers.
• Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2002. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," CEPR Discussion Papers 3281, C.E.P.R. Discussion Papers.
• Claessens, Stijn & Schmukler, Sergio & Klingebiel, Daniela, 2002. "Explaining the Migration of Stocks from Exchanges in Emerging Economies to International Centres," CEPR Discussion Papers 3301, C.E.P.R. Discussion Papers.
• Blake, David & Timmermann, Allan, 2002. "International Asset Allocation with Time-Varying Investment Opportunities," CEPR Discussion Papers 3464, C.E.P.R. Discussion Papers.
• Vives, Xavier & Medrano, Luis Angel, 2002. "Regulating Insider Trading when Investment Matters," CEPR Discussion Papers 3292, C.E.P.R. Discussion Papers.
• Jenkinson, Tim & Jones, Howard, 2002. "Bids and Allocations in European IPO Bookbuilding," CEPR Discussion Papers 3644, C.E.P.R. Discussion Papers.
• Bottazzi, Laura & Da Rin, Marco, 2002. "Europe's 'New' Stock Markets," CEPR Discussion Papers 3521, C.E.P.R. Discussion Papers.
• Stambaugh, Robert F. & Pástor, LuboÅ¡, 2002. "Liquidity Risk and Expected Stock Returns," CEPR Discussion Papers 3494, C.E.P.R. Discussion Papers.
• Gerlach, Stefan, 2002. "Interpreting the Term Structure of Interbank Rates in Hong Kong," CEPR Discussion Papers 3187, C.E.P.R. Discussion Papers.
• Voth, Hans-Joachim, 2002. "Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period," CEPR Discussion Papers 3254, C.E.P.R. Discussion Papers.
• Kofman, Paul & Koedijk, Kees & Campbell, Rachel, 2002. "Increased Correlation in Bear markets: A Downside Risk Perspective," CEPR Discussion Papers 3172, C.E.P.R. Discussion Papers.
• Bertola, Giuseppe & Prati, Alessandro & Bartolini, Leonardo, 2002. "The Overnight Interbank Market: Evidence from the G7 and the Euro Zone," CEPR Discussion Papers 3090, C.E.P.R. Discussion Papers.
• Toniolo, Gianni & Vecchi, Giovanni & Conte, Leandro, 2003. "Monetary Union, Institutions and Financial Market Integration, Italy 1862-1905," CEPR Discussion Papers 3684, C.E.P.R. Discussion Papers.
• Voth, Hans-Joachim, 2002. "With a Bang, Not a Whimper: Pricking Germany's 'Stock Market Bubble' in 1927 and the Slide into Depression," CEPR Discussion Papers 3257, C.E.P.R. Discussion Papers.