Report NEP-FMK-2000-09-05

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schloegl 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:

• Amir Yaron, "undated". "Asset Pricing and The Liquidity Effect: A Theoretical and Empirical Investigation," GSIA Working Papers 27, Carnegie Mellon University, Tepper School of Business.
• Uri Ron, 2000. "A Practical Guide to Swap Curve Construction," Staff Working Papers 00-17, Bank of Canada.
• Amir Yaron & Harold Zhang, 1995. "Fixed Costs and Asset Market Participation," GSIA Working Papers 1997-25, Carnegie Mellon University, Tepper School of Business.
• Harold Zhang, "undated". "Asymmetric Information, Short Sale Constraints, and Asset Prices," GSIA Working Papers 30, Carnegie Mellon University, Tepper School of Business.
• Jeannine Bailliu, 2000. "Private Capital Flows, Financial Development, and Economic Growth in Developing Countries," Staff Working Papers 00-16, Bank of Canada.
• Pierre Collin-Dufresne & Robert Goldstein, "undated". "True Stochastic Volatility and Generalized Affine Models of the Term Structure," GSIA Working Papers 2000-E38, Carnegie Mellon University, Tepper School of Business.
• Amir Yaron, 1995. "Liquidity Shocks and International Asset Pricing," GSIA Working Papers 26, Carnegie Mellon University, Tepper School of Business.
• Suleyman Basak & Michael Gallmeyer, "undated". "Capital Market Equilibrium with Differential Taxation," GSIA Working Papers 1999-E1, Carnegie Mellon University, Tepper School of Business.
• David K. Backus & Chris I. Telmer & Liuren Wu, 1999. "Design and Estimation of Affine Yield Models," GSIA Working Papers 2000-E17, Carnegie Mellon University, Tepper School of Business.
• Jeannine Bailliu, 2000. "Private Capital Flows, Financial Development, and Economic Growth in Developing Countries," Staff Working Papers 00-15, Bank of Canada.
• David Backus & Silverio Foresi & Chris Telmer, "undated". "Interpreting the Forward Premium Anomoly," GSIA Working Papers 15, Carnegie Mellon University, Tepper School of Business.
• Jesper Andreasen & Pierre Collin-Dufresne & Wei Shi, "undated". "An Arbitrage Model of the Term Structure of Interest Rates With Stochastic Volatility," GSIA Working Papers 2000-E40, Carnegie Mellon University, Tepper School of Business.
• Michael Gallmeyer & Duane Seppi, "undated". "Derivative Security Induced Price Manipulation," GSIA Working Papers 2000-E41, Carnegie Mellon University, Tepper School of Business.
• David K. Backus & Silverio Foresi & Chris Telmer, "undated". "Discrete time models of bond pricing," GSIA Working Papers 251, Carnegie Mellon University, Tepper School of Business.
• Harold Zhang, "undated". "Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis," GSIA Working Papers 31, Carnegie Mellon University, Tepper School of Business.
• Richard C. Green & Kristian Rydqvist, "undated". "Ex-Day Behavior of Lottery Bonds," GSIA Working Papers 65, Carnegie Mellon University, Tepper School of Business.