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Report NEP-FMK-2012-09-03
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:
- W. Scott Frame & Larry D. Wall & Lawrence J. White, 2012, "The Devil's in the Tail: Residential Mortgage Finance and the U.S. Treasury," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 12-12.
- Dirk G Baur & Thomas Dimpfl, 2012, "State-dependent Momentum in International Stock Markets," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 169, Aug.
- Schürhoff, Norman & Chen, Zhihua & Lookman, Aziz & Seppi, Duane J, 2012, "Bond Ratings Matter: Evidence from the Lehman Brothers Index Rating Redefinition," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9108, Aug.
- Carlos León & Karen Leiton & Alejandro Reveiz, 2012, "Investment horizon dependent CAPM: Adjusting beta for long-term dependence," Borradores de Economia, Banco de la Republica de Colombia, number 730, Aug, DOI: 10.32468/be.730.
- Dirk G Baur, 2012, "An Empirical Analysis of Australian Gold Mining Firms," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 171, Aug.
- Eijffinger, Sylvester & Blommestein, Hans J. & Qian, Zongxin, 2012, "Animal Spirits in the Euro Area Sovereign CDS Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9092, Aug.