Printed from https://ideas.repec.org/n/nep-fmk/2012-04-23.html
Report NEP-FMK-2012-04-23
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:
- Pesaran, M. Hashem & Yamagata, Takashi, 2012, "Testing CAPM with a Large Number of Assets," IZA Discussion Papers, IZA Network @ LISER, number 6469, Apr.
- Josselin Garnier & George Papanicolaou & Tzu-Wei Yang, 2012, "Large deviations for a mean field model of systemic risk," Papers, arXiv.org, number 1204.3536, Apr, revised Aug 2012.
- Item repec:hal:wpaper:hal-00687675 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:12/77 is not listed on IDEAS anymore
- Matteo Manera & Marcella Nicolini & Ilaria Vignati, 2012, "Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach," Working Papers, Fondazione Eni Enrico Mattei, number 2012.23, Apr.
- Jia-Wen Gu & Wai-Ki Ching & Tak-Kuen Siu & Harry Zheng, 2012, "On Pricing Basket Credit Default Swaps," Papers, arXiv.org, number 1204.4025, Apr.