Report NEP-FMK-2010-05-29

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:

• Jin Zhang & Dietmar Maringer, 2010. "Index Mutual Fund Replication," Working Papers 035, COMISEF.
• Kathryn M.E. Dominguez, 2009. "International Reserves and Underdeveloped Capital Markets," Working Papers 600, Research Seminar in International Economics, University of Michigan.
• Jorge A Chan-Lau, 2010. "The Global Financial Crisis and its Impact on the Chilean Banking System," IMF Working Papers 10/108, International Monetary Fund.
• Angelo Baglioni & Andrea Boitani & Massimo Liberatore & Andrea Monticini, 2010. "Is the Leverage of European Commercial Banks Pro-Cyclical?," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0093, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Jeroen V.K. Rombouts & Lars Stentoft, 2010. "Multivariate Option Pricing with Time Varying Volatility and Correlations," Cahiers de recherche 1020, CIRPEE.