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Report NEP-FMK-2011-01-30
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Robert Kollmann & Frédéric Malherbe, 2011, "International Financial Contagion: the Role of Banks," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2011-001, Jan.
- Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011, "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-01.
- Silvia Gabrieli, 2011, "The microstructure of the money market before and after the financial crisis: a network perspective," CEIS Research Paper, Tor Vergata University, CEIS, number 181, Jan, revised 19 Jan 2011.
- Carson, John, 2011, "Self-regulation in securities markets," Policy Research Working Paper Series, The World Bank, number 5542, Jan.
- Zhu, Junjun & Xie, Shiyu, 2011, "Asymmetric Shocks, Long-term Bonds and Sovereign Default," MPRA Paper, University Library of Munich, Germany, number 28236, Jan.
- Luca RICCETTI, 2011, "A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 355, Jan.