Marchés financiers: working papers (RePEc, 21/12/2010)

Source : NEP (New Economics Papers) | RePEc

  • The governance of financial regulation: reform lessons from the recent crisis
Date: 2010-12
By: Ross Levine
URL: http://d.repec.org/n?u=RePEc:bis:biswps:329&r=fmk
Keywords: financial institutions, regulation, policy, financial crisis
  • Recurrence quantification analysis of global stock markets
Date: 2010-12
By: Joao A. Bastos (CEMAPRE, School of Economics and Management (ISEG), Technical University of Lisbon)
Jorge Caiado (CEMAPRE, School of Economics and Management (ISEG), Technical University of Lisbon)
URL: http://d.repec.org/n?u=RePEc:cma:wpaper:1006&r=fmk
Keywords: Recurrence plot, Recurrence quantification analysis, Nonlinear dynamics, International stock markets
JEL: C14
  • Modelling Overnight and Daytime Returns Using a Multivariate GARCH-Copula Model
Date: 2010-06
By: Long Kang (The Options Clearing Corporation)
Simon H. Babbs (The Options Clearing Corporation)
URL: http://d.repec.org/n?u=RePEc:inu:caeprp:2010-008&r=fmk
  • Adverse Selection, Liquidity, and Market Breakdown
Date: 2010
By: Koralai Kirabaeva
URL: http://d.repec.org/n?u=RePEc:bca:bocawp:10-32&r=fmk
Keywords: Financial institutions; Financial markets; Financial stability
JEL: G11
  • Leverage and risk in US commercial banking in the light of the current financial crisis
Date: 2010
By: Nikolaos Papanikolaou (Luxembourg School of Finance, University of Luxembourg)
Christian Wolff (Luxembourg School of Finance, University of Luxembourg)
URL: http://d.repec.org/n?u=RePEc:crf:wpaper:10-12&r=fmk
Keywords: financial crisis; risk; leverage; commercial banking
JEL: C23
  • Term Structure Models Can Predict Interest Rate Volatility. But How?
Date: 2010-11
By: Hideyuki Takamizawa
URL: http://d.repec.org/n?u=RePEc:tsu:tewpjp:2010-008&r=fmk
  • Why issue bonds offshore?
Date: 2010-12
By: Susan Black
Anella Munro
URL: http://d.repec.org/n?u=RePEc:bis:biswps:334&r=fmk
Keywords: offshore bonds, interest rate parity, local currency debt
  • The impact of CDS trading on the bond market: evidence from Asia
Date: 2010-12
By: Ilhyock Shim
Haibin Zhu
URL: http://d.repec.org/n?u=RePEc:bis:biswps:332&r=fmk
Keywords: credit default swaps, bond spreads, bond liquidity, CDS index, Asia

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