Report NEP-FMK-2008-04-12

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:

• Item repec:cla:levrem:122247000000002067 is not listed on IDEAS anymore

• Bert Willems, 2004. "Cournot Competition, Financial Option markets and Efficiency," Working Papers of Department of Economics, Leuven ces0414, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Razin, Assaf & Hale, Galina & Tong, Hui, 2008. "Creditor Protection, Contagion, and Stock Market Price Volatility," CEPR Discussion Papers 6658, C.E.P.R. Discussion Papers.
• Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven ces0020, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Alexey Medvedev, 2008. "Implied Volatility at Expiration," Swiss Finance Institute Research Paper Series 08-04, Swiss Finance Institute.
• Dell'Ariccia, Giovanni & Laeven, Luc, 2008. "Credit Booms and Lending Standards: Evidence From The Subprime Mortgage Market," CEPR Discussion Papers 6683, C.E.P.R. Discussion Papers.
• Vayanos, Dimitri & Greenwood, Robin, 2008. "Bond Supply and Excess Bond Returns," CEPR Discussion Papers 6694, C.E.P.R. Discussion Papers.
• Acharya, Viral & Amihud, Yakov & Litov, Lubomir P., 2008. "Creditor Rights and Corporate Risk-taking," CEPR Discussion Papers 6697, C.E.P.R. Discussion Papers.
• Ian Babetskii & Lubos Komarek & Zlatuse Komarkova, 2007. "Financial Integration of Stock Markets among New EU Member States and the Euro Area," Working Papers 2007/7, Czech National Bank.
• Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," Working Papers of Department of Economics, Leuven ces0304, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Peter De Goeij & Marno Verbeek, 2001. "An Empirical Analysis of Affine Term Structure Models Using the Generalized Method of Moments," Working Papers Department of Economics ces0101, KU Leuven, Faculty of Economics and Business, Department of Economics.
• Olivier Vergote, 2005. "How to Match Trades and Quotes for Nyse Stocks?," Working Papers of Department of Economics, Leuven ces0510, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Dirk Veestraeten, 2000. "Pricing of Currency Options in Credible Exchange Rate Target Zones: an Extension and an Alternative Valuation Approach," Working Papers of Department of Economics, Leuven ces0031, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.