Report NEP-FMK-2012-02-08This 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 Donadelli & Lorenzo Prosperi, 2012. "The Equity Risk Premium: Empirical Evidence from Emerging Markets," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli 1201, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Piotr Arendarski, 2012. "Tactical allocation in falling stocks: Combining momentum and solvency ratio signals," Working Papers, Faculty of Economic Sciences, University of Warsaw 2012-01, Faculty of Economic Sciences, University of Warsaw.
- Zárraga Alonso, Ainhoa & Nieto Domenech, Belén & Orbe Mandaluniz, Susan, 2011. "Time-Varying Beta Estimators in the Mexican Emerging Market," BILTOKI, Universidad del PaÃs Vasco - Departamento de EconomÃa Aplicada III (EconometrÃa y EstadÃstica) 2011-06, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- Maradiaga, David Isaias & Zapata, Hector O. & Pujula, Aude Liliana, 2012. "Exchange Rate Volatility in BRICS Countries," 2012 Annual Meeting, February 4-7, 2012, Birmingham, Alabama, Southern Agricultural Economics Association 119726, Southern Agricultural Economics Association.