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Report NEP-FDG-2012-02-15
This is the archive for NEP-FDG, a report on new working papers in the area of Financial Development and Growth. Georg Man issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FDG
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, Norges Bank, number 2011/19, Dec.
- J. Shen & B. Zheng, 2012, "On return-volatility correlation in financial dynamics," Papers, arXiv.org, number 1202.0342, Feb.
- Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Yao Wen, 2012, "Computing DSGE models with recursive preferences and stochastic volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-04.
- Masaaki Fujii & Akihiko Takahashi, 2012, "Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility," Papers, arXiv.org, number 1202.0608, Feb, revised Sep 2012.
- Sunil Kumar & Nivedita Deo, 2012, "Correlation, Network and Multifractal Analysis of Global Financial Indices," Papers, arXiv.org, number 1202.0409, Feb.