Report NEP-FMK-2010-09-11

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:

• Vogel, Ursula & Winkler, Adalbert, 2010. "Foreign banks and financial stability in emerging markets: Evidence from the global financial crisis," Frankfurt School - Working Paper Series 149, Frankfurt School of Finance and Management.
• Item repec:dgr:kubcen:201089s is not listed on IDEAS anymore

• Boril Šopov & Jakub Seidler, 2010. "Yield Curve Dynamics: Regional Common Factor Model," Working Papers IES 2010/17, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2010.
• Christos Ntantamis, 2010. "A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns," CREATES Research Papers 2010-51, Department of Economics and Business Economics, Aarhus University.
• Bent Jesper Christensen & Petra Posedel, 2010. "The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model," CREATES Research Papers 2010-50, Department of Economics and Business Economics, Aarhus University.
• Karl-Kuno Kunze & Hans Gerhard Strohe, 2010. "Antipersistence in German stock returns," Statistische Diskussionsbeiträge 39, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
• Item repec:mpg:wpaper:2010_20 is not listed on IDEAS anymore

• Hossain, Monzur, 2010. "Financial Reforms and Persistently High Bank Interest Spreads in Bangladesh: Pitfalls in Institutional Development?," MPRA Paper 24755, University Library of Munich, Germany.