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Report NEP-FMK-2011-07-02
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:
- Rebecca Hellerstein, 2011, "Global bond risk premiums," Staff Reports, Federal Reserve Bank of New York, number 499.
- Rosario Bartiromo, 2011, "Maximum entropy distribution of stock price fluctuations," Papers, arXiv.org, number 1106.4957, Jun, revised Oct 2013.
- Fabien Guilbaud & Huyen Pham, 2011, "Optimal High Frequency Trading with limit and market orders," Working Papers, HAL, number hal-00603385, Jun.