Report NEP-FMK-2011-10-22This 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:
- Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2011. "The instability of the correlation structure of the S&P 500," MPRA Paper 34160, University Library of Munich, Germany.
- Laurent Schoeffel, 2011. "Time Scales in Futures Markets and Applications," Papers 1110.1727, arXiv.org.
- Guntram B. Wolff, 2011. "Is recent bank stress really driven by the sovereign debt crisis?," Policy Contributions 622, Bruegel.