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)
URL: http://d.repec.org/n?u=RePEc:iis:dispap:iiisdp353&r=fmk
Keywords: Stock Market Linkages, Portfolio Diversification, Correlation, Cointegration
JEL: F3
  • Non – Randomness Stock Market Price Model
Date: 2011-02
By: Aleksey Kharevsky
URL: http://d.repec.org/n?u=RePEc:arx:papers:1102.3009&r=fmk
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
URL: http://d.repec.org/n?u=RePEc:nbr:nberwo:16804&r=fmk
JEL: G1
  • Market Reaction to Second-Hand News: Attention Grabbing or Information Dissemination
Date: 2011-02
By: Enrico Maria Cervellati
Riccardo Ferretti
Pierpaolo Pattitoni
URL: http://d.repec.org/n?u=RePEc:mod:wcefin:11021&r=fmk
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)
URL: http://d.repec.org/n?u=RePEc:dgr:uvatin:20100057&r=fmk
We analyze optimal monetary policy in a sticky price
Keywords: Optimal monetary policy; central bank instruments; collateralized lending; liquidity premium; inflation
JEL: E4
  • Private Information Flow and Price Discovery in the U.S. Treasury Market
Date: 2011
By: George J. Jiang
Ingrid Lo
URL: http://d.repec.org/n?u=RePEc:bca:bocawp:11-5&r=fmk
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)
URL: http://d.repec.org/n?u=RePEc:bno:worpap:2011_01&r=fmk
Keywords: Federal Reserve Act, lender of last resort, discount window, banking panics, Great Depression
JEL: E58

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