Report NEP-FDG-2012-02-15This is the archive for NEP-FDG, a report on new working papers in the area of Financial Development & Growth. Iulia Igescu issued this report. It is usually issued weekly.
The following items were announced in this report:
- Item repec:ner:leuven:urn:hdl:123456789/262181 is not listed on IDEAS anymore
- Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011. "Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns," Working Paper 2011/19, Norges Bank.
- J. Shen & B. Zheng, 2012. "On return-volatility correlation in financial dynamics," Papers 1202.0342, arXiv.org.
- Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Yao Wen, 2012. "Computing DSGE models with recursive preferences and stochastic volatility," Finance and Economics Discussion Series 2012-04, Board of Governors of the Federal Reserve System (U.S.).
- Masaaki Fujii & Akihiko Takahashi, 2012. "Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility," Papers 1202.0608, arXiv.org, revised Sep 2012.
- Sunil Kumar & Nivedita Deo, 2012. "Correlation, Network and Multifractal Analysis of Global Financial Indices," Papers 1202.0409, arXiv.org.