Printed from https://ideas.repec.org/n/nep-fmk/2012-08-23.html
Report NEP-FMK-2012-08-23
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:
- Lauren Cohen & Karl B. Diether & Christopher Malloy, 2012, "Legislating Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 18291, Aug.
- Angyal (Apolzan), Carmen-Maria & Aniş, Cecilia–Nicoleta, 2012, "Stock Market Cycles and Future Trend Estimation," MPRA Paper, University Library of Munich, Germany, number 40332.
- Item repec:rza:wpaper:305 is not listed on IDEAS anymore
- E. Otranto, 2012, "Spillover Effects in the Volatility of Financial Markets," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201217.
- Daniela Osterrieder & Peter C. Schotman, 2012, "The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-35, Aug.
- Item repec:imf:imfwpa:12/198 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:12/158 is not listed on IDEAS anymore
- Dominique Guegan & Wayne Tarrant, 2012, "On the Necessity of Five Risk Measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00721339, Nov, DOI: 10.1007/s10436-012-0205-2.
- Dominique Guegan & Wayne Tarrant, 2012, "Viewing Risk Measures as information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00721350, Jul.
- Lönnbark, Carl, 2012, "On the role of the estimation error in prediction of expected shortfall," Umeå Economic Studies, Umeå University, Department of Economics, number 844, Aug.