Report NEP-FMK-2008-07-20

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:

• Fabrizio Mattesini & Leonardo Becchetti, 2008. "The stock market and the Fed," CEIS Research Paper 113, Tor Vergata University, CEIS, revised 14 Jul 2008.
• Axel Dreher & Martin Gassebner, 2008. "Do IMF and World Bank Programs Induce Government Crises? An Empirical Analysis," KOF Working papers 08-200, KOF Swiss Economic Institute, ETH Zurich.
• Marwan Elkhoury, 2007. "Credit Rating Agencies And Their Potential Impact On Developing Countries," UNCTAD Discussion Papers 186, United Nations Conference on Trade and Development.
• Lux, Thomas, 2008. "Stochastic behavioral asset pricing models and the stylized facts," Economics Working Papers 2008-08, Christian-Albrechts-University of Kiel, Department of Economics.
• Pitluck, Aaron Z., 2008. "Moral Behavior in Stock Markets: Islamic finance and socially responsible investment," MPRA Paper 9477, University Library of Munich, Germany.
• Nwaobi, Godwin C, 2008. "The Economics of Financial Derivative Instruments," MPRA Paper 9463, University Library of Munich, Germany.
• Jerzy Filar & Boda Kang & Malgorzata Korolkiewicz, 2008. "Pricing Financial Derivatives on Weather Sensitive Assets," Research Paper Series 223, Quantitative Finance Research Centre, University of Technology, Sydney.
• Hardy Hulley & Thomas A. McWalter, 2008. "Quadratic Hedging of Basis Risk," Research Paper Series 225, Quantitative Finance Research Centre, University of Technology, Sydney.
• Tang, Dragon Yongjun & Yan, Hong, 2008. "Market conditions, default risk and credit spreads," Discussion Paper Series 2: Banking and Financial Studies 2008,08, Deutsche Bundesbank.
• Zhu, Haibin & Tarashev, Nikola A., 2008. "The pricing of correlated default risk: evidence from the credit derivatives market," Discussion Paper Series 2: Banking and Financial Studies 2008,09, Deutsche Bundesbank.
• Hillebrand, Martin & Böcker, Klaus, 2008. "Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregation," Discussion Paper Series 2: Banking and Financial Studies 2008,11, Deutsche Bundesbank.
• Scheicher, Martin & Raunig, Burkhard, 2008. "A value at risk analysis of credit default swaps," Discussion Paper Series 2: Banking and Financial Studies 2008,12, Deutsche Bundesbank.