Report NEP-FMK-2011-04-09This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.
The following items were announced in this report:
- Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," KIER Working Papers 767, Kyoto University, Institute of Economic Research.
- john cotter & kevin dowd, 2011. "Estimating financial risk measures for futures positions: a non-parametric approach," Science & Finance (CFM) working paper archive 1103.5666, Science & Finance, Capital Fund Management.
- john cotter & kevin dowd, 2011. "The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders," Science & Finance (CFM) working paper archive 1103.5661, Science & Finance, Capital Fund Management.
- Andrew S. Duncan & Alain Kabundi, 2011. "Volatility Spillovers across South African Asset Classes during Domestic and Foreign," Working Papers 202, Economic Research Southern Africa.
- Joel Hinaunye Eita, 2011. "Determinants of Stock Market Prices in Namibia," Working Papers 209, Economic Research Southern Africa.