Report NEP-FMK-2004-05-02

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:

• Marco Airoldi & Vito Antonelli & Bruno Bassetti & Andrea Martinelli & Marco Picariello, 2004. "Long Range Interaction Generating Fat-Tails in Finance," GE, Growth, Math methods 0404006, University Library of Munich, Germany, revised 27 Apr 2004.
• Item repec:cdl:ucsbec:1179 is not listed on IDEAS anymore

• Kaïs Dachraoui & Georges Dionne, 2004. "Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors," Cahiers de recherche 0411, CIRPEE.
• Earl A Thompson & Jonathan Treussard, 2003. "The Tulipmania: Fact or Artifact," Levine's Working Paper Archive 618897000000000830, David K. Levine.
• Don U.A. Galagedera & Robert Faff, 2004. "Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions," Monash Econometrics and Business Statistics Working Papers 8/04, Monash University, Department of Econometrics and Business Statistics.
• Rama Prasad Kanungo, 2004. "Genetic Algorithms: Genesis of Stock Evaluation," Experimental 0404007, University Library of Munich, Germany.
• Peter Christoffersen & Stefano Mazzotta, 2004. "The Informational Content of Over-the-Counter Currency Options," CIRANO Working Papers 2004s-16, CIRANO.
• Mr. Jorge A Chan-Lau & Mr. Armando Méndez Morales, 2003. "Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies," IMF Working Papers 2003/001, International Monetary Fund.
• Marianna Grimaldi & Paul De Grauwe, 2003. "Bubbling and Crashing Exchange Rates," CESifo Working Paper Series 1045, CESifo.
• Fernandez, Pablo, 2004. "Are calculated betas good for anything?," IESE Research Papers D/555, IESE Business School.