Report NEP-FMK-2010-09-18

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:

• European Commission, 2010. "Innovative Financing at a Global Level," Taxation Papers 23, Directorate General Taxation and Customs Union, European Commission.
• Virginie Coudert & Hélène Raymond, 2010. "Gold and Financial Assets: Are There Any Safe Havens in Bear Markets?," Working Papers 2010-13, CEPII research center.
• Gunther Capelle-Blancard & Yamina Tadjeddine, 2010. "The Impact of the 2007-2010 Crisis on the Geography of Finance," Working Papers 2010-16, CEPII research center.
• Bernardo da Veiga & Felix Chan & Michael McAleer, 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," CARF F-Series CARF-F-186, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Hitoshi Matsushima, 2010. "Incentives in Hedge Funds," CARF F-Series CARF-F-205, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• David E. Allen & Michael McAleer & Marcel Scharth, 2009. "Realized Volatility Risk," CARF F-Series CARF-F-197, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, revised Jan 2010.
• Ralf Becker & Adam Clements & Robert O'Neill, 2010. "A Cholesky-MIDAS model for predicting stock portfolio volatility," Centre for Growth and Business Cycle Research Discussion Paper Series 149, Economics, The University of Manchester.
• Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009. "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," CARF F-Series CARF-F-183, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Herrmann, Sabine & Mihaljek, Dubravko, 2010. "The determinants of cross-border bank flows to emerging markets: New empirical evidence on the spread of financial crises," Discussion Paper Series 1: Economic Studies 2010,17, Deutsche Bundesbank.
• Abdul Hakim & Michael McAleer, 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CARF F-Series CARF-F-179, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Christophe J. GODLEWSKI & Zuzana Fungacova & Laurent Weill, 2010. "Stock market reaction to debt financing arrangements in Russia," Working Papers of LaRGE Research Center 2010-10, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Masaaki Fujii & Yasufumi Shimada & Akihiko Takahashi, 2010. "Collateral Posting and Choice of Collateral Currency -Implications for Derivative Pricing and Risk Management-," CARF F-Series CARF-F-216, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• L. Randall Wray, 2010. "What Should Banks Do? A Minskyan Analysis," Economics Public Policy Brief Archive ppb_115, Levy Economics Institute.
• Berger, Allen N. & Bouwman, Christa H. S. & Kick, Thomas & Schaeck, Klaus, 2010. "Bank liquidity creation and risk taking during distress," Discussion Paper Series 2: Banking and Financial Studies 2010,05, Deutsche Bundesbank.