Report NEP-FMK-2012-04-03This 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:
- Márcio Laurini, 2012. "Generalized Tests of Investment Fund Performance," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro 2012-03, Economics Research Group, IBMEC Business School - Rio de Janeiro.
- Duellmann, Klaus & Kick, Thomas, 2012. "Stress testing German banks against a global cost-of-capital shock," Discussion Papers, Deutsche Bundesbank, Research Centre 04/2012, Deutsche Bundesbank, Research Centre.
- Pausch, Thilo & Welzel, Peter, 2012. "Regulation, credit risk transfer with CDS, and bank lending," Discussion Papers, Deutsche Bundesbank, Research Centre 05/2012, Deutsche Bundesbank, Research Centre.
- Cerqueiro, Geraldo & Ongena, Steven & Roszbach, Kasper, 2012. "Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) 257, Sveriges Riksbank (Central Bank of Sweden).
- Joanna Janczura, 2012. "Pricing electricity derivatives within a Markov regime-switching model," Papers, arXiv.org 1203.5442, arXiv.org.