Report NEP-FMK-2007-09-02

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong 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:

• Fousseni Chabi-Yo & Dietmar Leisen & Eric Renault, 2007. "Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing," Staff Working Papers 07-47, Bank of Canada.
• Dennis Philip & Chihwa Kao & Giovanni Urga, 2007. "Testing for Instability in Factor Structure of Yield Curves," Center for Policy Research Working Papers 96, Center for Policy Research, Maxwell School, Syracuse University.
• Item repec:dgr:kubcen:200729 is not listed on IDEAS anymore

• Lucía Cuadro Sáez & Manuel Moreno, 2007. "GARCH Modeling of Robust Market Returns," Kiel Advanced Studies Working Papers 440, Kiel Institute for the World Economy.
• Berndt, Antje & Obreja, Iulian, 2007. "The pricing of risk in European credit and corporate bond markets," Working Paper Series 0805, European Central Bank.
• Christian Offermanns & Marcus Pramor, 2007. "The CFS International Capital Flow Database: A User’s Guide," CFS Working Paper Series 2007/24, Center for Financial Studies.
• Nunes, Mauricio & Da Silva, Sergio, 2007. "Rational bubbles in emerging stockmarkets," MPRA Paper 4641, University Library of Munich, Germany.
• Item repec:hhs:bofitp:2007_017 is not listed on IDEAS anymore