Report NEP-FMK-2011-08-02This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.
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 rwp11-028, Harvard University, John F. Kennedy School of Government.
- 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 11/26, University of Canterbury, Department of Economics and Finance.
- Bhattacharyay, Biswa Nath, 2011. "Bond Market Development in Asia: An Empirical Analysis of Major Determinants," ADBI Working Papers 300, Asian Development Bank Institute.
- Leonidas Sandoval Junior, 2011. "A Map of the Brazilian Stock Market," Papers 1107.4146, arXiv.org, revised Mar 2013.