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Report NEP-FMK-2011-11-14
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:
- Item repec:rza:wpaper:253 is not listed on IDEAS anymore
- Item repec:rza:wpaper:252 is not listed on IDEAS anymore
- Item repec:ucm:wpaper:08-11 is not listed on IDEAS anymore
- Chia-Lin Chang & Juan-à ngel Jiménez-MartÃn & Michael McAleer & Teodosio Pérez-Amaral, 2011, "The Rise and Fall of S&P500 Variance Futures," KIER Working Papers, Kyoto University, Institute of Economic Research, number 795, Nov.
- Vladimir Borgy & Thomas Laubach & Jean-Stéphane Mésonnier & Jean-Paul Renne, 2011, "Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets," Working papers, Banque de France, number 350.
- Susie Lee & Ingmar Schumacher, 2011, "When does financial sector (in)stability induce financial reforms?," Working Papers, HAL, number hal-00637954, Nov.
- Valère Fourel & Julien Idier, 2011, "Risk aversion and Uncertainty in European Sovereign Bond Markets," Working papers, Banque de France, number 349.
- Carl Chiarella & Samuel Chege Maina & Christina Nikitopoulos-Sklibosios, 2011, "Credit Derivative Pricing with Stochastic Volatility Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 293, Jul.
- Ehrlich, Isaac & Shin, Jong Kook & Yin, Yong, 2011, "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," IZA Discussion Papers, IZA Network @ LISER, number 6060, Oct.
- Missale, Alessandro & Favero, Carlo A., 2011, "Sovereign spreads in the Euro area: Which prospects for a Eurobond?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8637, Nov.
- Lester Alfonso & Ricardo Mansilla & Cesar A. Terrero-Escalante, 2011, "On the scaling of the distribution of daily price fluctuations in Mexican financial market index," Papers, arXiv.org, number 1111.2038, Nov.