Marchés financiers: working papers (RePEc, 02/03/2011)

Source : NEP (New Economics Papers) | RePEc

  • Robust Global Stock Market Interdependencies
Date: 2011-02
By: Brian M Lucey (Institute for International Integration Studies, Trinity College Dublin)
Cal Muckley (Smurfirt Business School, University College Dublin, Dublin 4, Ireland)
Keywords: Stock Market Linkages, Portfolio Diversification, Correlation, Cointegration
  • Non – Randomness Stock Market Price Model
Date: 2011-02
By: Aleksey Kharevsky
A new model for the stock market price analysis is proposed. It is suggested to look at price as an everywhere discontinuous function of time of bounded variation.
  • Cream Skimming in Financial Markets
Date: 2011-02
By: Patrick Bolton
Tano Santos
Jose A. Scheinkman
  • Market Reaction to Second-Hand News: Attention Grabbing or Information Dissemination
Date: 2011-02
By: Enrico Maria Cervellati
Riccardo Ferretti
Pierpaolo Pattitoni
Keywords: attention grabbing; analysts’ recommendations; anomalous market reaction; individual investors; event study
JEL: G14
  • Optimal Central Bank Lending
Date: 2010-06-21
By: Andreas Schabert (Dortmund University, and University of Amsterdam)
We analyze optimal monetary policy in a sticky price
Keywords: Optimal monetary policy; central bank instruments; collateralized lending; liquidity premium; inflation
  • Private Information Flow and Price Discovery in the U.S. Treasury Market
Date: 2011
By: George J. Jiang
Ingrid Lo
Keywords: Financial markets; Market structure and pricing
JEL: G12
  • The promise and performance of the Federal Reserve as Lender of Last Resort 1914-1933
Date: 2011-02-15
By: Michael D. Bordo (Rutgers University and NBER)
David C. Wheelock (Federal Reserve Bank of St. Louis)
Keywords: Federal Reserve Act, lender of last resort, discount window, banking panics, Great Depression
JEL: E58

Laisser un commentaire

Entrez vos coordonnées ci-dessous ou cliquez sur une icône pour vous connecter:


Vous commentez à l'aide de votre compte Déconnexion /  Changer )

Photo Google+

Vous commentez à l'aide de votre compte Google+. Déconnexion /  Changer )

Image Twitter

Vous commentez à l'aide de votre compte Twitter. Déconnexion /  Changer )

Photo Facebook

Vous commentez à l'aide de votre compte Facebook. Déconnexion /  Changer )


Connexion à %s