Report NEP-FMK-2012-07-29This 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:
- Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012. "Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil," Papers, arXiv.org 1207.5269, arXiv.org.
- Mili, Mehdi, 2012. "Fixed-income portfolio management in crisis period: Expected tail loss (ETL) approach," Economics Discussion Papers, Kiel Institute for the World Economy 2012-33, Kiel Institute for the World Economy.
- Enrique Mendoza & Marco Terrones, 2012. "An Anatomy of Credit Booms and their Demise," Working Papers Central Bank of Chile, Central Bank of Chile 670, Central Bank of Chile.
- Claudio Raddatz ; & Sergio L. Schmukler, 2012. "On the International Transmission of Shocks: Micro – Evidence From Mutual Fund Portfolios," Working Papers Central Bank of Chile, Central Bank of Chile 668, Central Bank of Chile.
- Wermers, Russ, 2012. "Runs on money market mutual funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) 12-05, University of Cologne, Centre for Financial Research (CFR).