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Report NEP-FMK-2011-08-02
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:
- Avery, Christopher & Chevalier, Judith & Zeckhauser, Richard J., 2011, "The "CAPS" Prediction System and Stock Market Returns," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp11-028, Jul.
- Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011, "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/26, Jul.
- Biswa Nath Bhattacharyay, 2011, "Bond Market Development in Asia: An Empirical Analysis of Major Determinants," ADBI Working Papers, Asian Development Bank Institute, number 300, Jul.
- Leonidas Sandoval Junior, 2011, "A Map of the Brazilian Stock Market," Papers, arXiv.org, number 1107.4146, Jul, revised Mar 2013.