Report NEP-FMK-2007-09-24

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:

• David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," NBER Working Papers 13419, National Bureau of Economic Research, Inc.
• Giannone, Domenico & De Mol, Christine & Daubechies, Ingrid & Brodie, Joshua, 2007. "Sparse and Stable Markowitz Portfolios," CEPR Discussion Papers 6474, C.E.P.R. Discussion Papers.
• Veiga, Helena, 2007. "The effect of realised volatility on stock returns risk estimates," DES - Working Papers. Statistics and Econometrics. WS ws076316, Universidad Carlos III de Madrid. Departamento de Estadística.
• Alain Abou & Georges Prat, 1986. "Ex-ante risk premia in the US stock market: analysing experts' behaviour at the individual level," Post-Print halshs-00172883, HAL.
• Ellouz, Siwar & Bellalah, Mondher, 2007. "Asset pricing and predictability of stock returns in the french market," MPRA Paper 4961, University Library of Munich, Germany, revised 24 Sep 2007.
• Item repec:hal:papers:halshs-00172896_v1 is not listed on IDEAS anymore

• Flandreau, Marc & Flores, Juan-Huitzi, 2007. "Bonds and Brands : intermediaries and reputation in sovereign debt markets 1820-1830," IFCS - Working Papers in Economic History.WH wp07-12, Universidad Carlos III de Madrid. Instituto Figuerola.
• Marco S. Matsumura & Ajax R. B. Moreira, 2007. "Identification of Affine Term Structure Models With Observed Factors: Economic Shocks on Brazilian Yield Curves," Discussion Papers 1271, Instituto de Pesquisa Econômica Aplicada - IPEA.
• Jonathan A. Batten & Brian M. Lucey, 2007. "Volatility in the Gold Futures Market," The Institute for International Integration Studies Discussion Paper Series iiisdp225, IIIS.
• Philip R. Lane & Jay C. Shambaugh, 2007. "Financial Exchange Rates and International Currency Exposures," The Institute for International Integration Studies Discussion Paper Series iiisdp229, IIIS.