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Report NEP-FMK-2012-09-09
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:hum:wpaper:sfb649dp2012-052 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp696 is not listed on IDEAS anymore
- D.E. Allen & A. Kramadibrata & Michael McAleer & R. Powell & A. K. Singh, 2012, "A non-parametric and entropy based analysis of the relationship between the VIX and S&P500," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-19, May.
- Jean-Paul Renne, 2012, "A model of the euro-area yield curve with discrete policy rates," Working papers, Banque de France, number 395.
- Matthew Lorig & Oriol Lozano Carbasse & Rafael Mendoza-Arriaga, 2012, "Variance Swaps on Defaultable Assets and Market Implied Time-Changes," Papers, arXiv.org, number 1209.0697, Sep, revised Jul 2013.