Report NEP-FMK-2011-08-22This 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:
- Laurent Schoeffel, 2011. "About the non-random Content of Financial Markets," Papers, arXiv.org 1108.3155, arXiv.org, revised Aug 2011.
- Aloud, Monira & Tsang, Edward & Olsen, Richard & Dupuis, Alexandre, 2011. "A directional-change events approach for studying financial time series," Economics Discussion Papers, Kiel Institute for the World Economy 2011-28, Kiel Institute for the World Economy.
- Larry Cordell & Yilin Huang & Meredith Williams, 2011. "Collateral damage: Sizing and assessing the subprime CDO crisis," Working Papers 11-30, Federal Reserve Bank of Philadelphia.
- International Monetary Fund, 2011. "Possible Unintended Consequences of Basel III and Solvency II," IMF Working Papers, International Monetary Fund 11/187, International Monetary Fund.
- Syed ali, Raza & Syed tehseen, jawaid & Imtiaz, arif & Fahim, qazi, 2011. "Validity of capital asset pricing model: evidence from Karachi stock exchange," MPRA Paper 32737, University Library of Munich, Germany.