Report NEP-FMK-2009-12-19

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-FMK

The following items were announced in this report:

• Alfredo Gigliobianco (editor) & Gianni Toniolo (editor), 2009. "Financial market regulation in the wake of financial crises: the historical experience," Workshop and Conferences 1, Bank of Italy, Economic Research and International Relations Area.
• Rudiger Ahrend & Jens Matthias Arnold & Fabrice Murtin, 2009. "Prudential Regulation and Competition in Financial Markets," OECD Economics Department Working Papers 735, OECD Publishing.
• Groß-Klußmann, Axel & Hautsch, Nikolaus, 2009. "Quantifying high-frequency market reactions to real-time news sentiment announcements," SFB 649 Discussion Papers 2009-063, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Dariusz Grech & Lukasz Czarnecki, 2009. "Multifractal dynamics of stock markets," Papers 0912.3390, arXiv.org.
• Daniel O. Cajueiro & Jose A. Divino & Benjamin M. Tabak, 2009. "Forecasting the Yield Curve for Brazil," Working Papers Series 197, Central Bank of Brazil, Research Department.
• David E. Allen & Michael McAleer & Marcel Scharth, 2009. "Realized Volatility Risk," CIRJE F-Series CIRJE-F-693, CIRJE, Faculty of Economics, University of Tokyo.
• Moawia, Alghalith, 2009. "Optimal option pricing and trading: a new theory," MPRA Paper 19317, University Library of Munich, Germany.
• Hamerle, Alfred & Liebig, Thilo & Schropp, Hans-Jochen, 2009. "Systematic risk of CDOs and CDO arbitrage," Discussion Paper Series 2: Banking and Financial Studies 2009,13, Deutsche Bundesbank.