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Report NEP-FMK-2012-03-28
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:
- Richardson, Matthew P & Philippon, Thomas & Acharya, Viral & Pedersen, Lasse Heje, 2012, "Measuring Systemic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8824, Feb.
- Georges Prat, 2012, "Equity risk premium and time horizon: what do the U.S. secular data say?," Working Papers, Association Française de Cliométrie (AFC), number 12-06.
- Hau, Harald & Lai, Sandy, 2012, "The Role of Equity Funds in the Financial Crisis Propagation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8819, Feb.
- Amélie Charles & Olivier Darné, 2012, "Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010," Working Papers, HAL, number hal-00678932, Mar.
- Serguey Khovansky & Zhylyevskyy, Oleksandr, 2012, "Estimating Idiosyncratic Volatility and Its Effects on a Cross-Section of Returns," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 34990, Jan.
- Zhylyevskyy, Oleksandr, 2012, "Efficient Pricing of European-Style Options Under Heston's Stochastic Volatility Model," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 34827, Feb.