Marchés financiers: working papers (RePEc, 23/02/2011)

Source : NEP (New Economics Papers) | RePEc

  • Do Federal Reserve Bank Presidents Pursue Regional or National Interests? New Evidence Based on Speeches
Date: 2011
By: Bernd Hayo (Philipps-University Marburg)
Matthias Neuenkirch (Philipps-University Marburg)
URL: http://d.repec.org/n?u=RePEc:mar:magkse:201103&r=fmk
Keywords: Central Bank Communication, Disagreement, Federal Reserve Bank, Monetary Policy, Regional Representation, Speeches
JEL: D72
  • The US stock market leads the Federal funds rate and Treasury bond yields
Date: 2011-02
By: Kun Guo (CAS)
Wei-Xing Zhou (ECUST)
Si-Wei Cheng (CAS)
Didier Sornette (ETH Zurich)
URL: http://d.repec.org/n?u=RePEc:arx:papers:1102.2138&r=fmk
  • Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices
Date: 2011-02
By: Duan Wang
Boris Podobnik
Davor Horvati\’c
H. Eugene Stanley
URL: http://d.repec.org/n?u=RePEc:arx:papers:1102.2240&r=fmk
  • An Update on EU Financial Reforms
Date: 2010-12
By: Nicolas Veron (Peterson Institute for International Economics)
URL: http://d.repec.org/n?u=RePEc:iie:pbrief:pb10-30&r=fmk
  • Systemic Risk and Network Formation in the Interbank Market
Date: 2011-02-11
By: Cohen-Cole, Ethan (University of Maryland)
Patacchini, Eleonora (University of Roma La Sapienza)
Zenou, Yves (Dept. of Economics, Stockholm University)
URL: http://d.repec.org/n?u=RePEc:hhs:sunrpe:2011_0006&r=fmk
Keywords: Financial networks; interbank lending; interconnections; network centrality; spatial autoregressive models
JEL: C21
  • A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market
Date: 2011-02
By: Michael C. M\ »unnix
Rudi Sch\ »afer
URL: http://d.repec.org/n?u=RePEc:arx:papers:1102.1099&r=fmk
  • Forecasting the term structure of the Euro Market using Principal Component Analysis
Date: 2011-10
By: Dauwe, Alexander
Moura, Marcelo L.
URL: http://d.repec.org/n?u=RePEc:ibm:ibmecp:wpe_224&r=fmk
  • Performance Analysis of Brazilian Hedge Funds
Date: 2011-10
By: Jordão, Gustavo A.
Moura, Marcelo L.
URL: http://d.repec.org/n?u=RePEc:ibm:ibmecp:wpe_227&r=fmk

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