Printed from https://ideas.repec.org/n/nep-fmk/2012-10-20.html
Report NEP-FMK-2012-10-20
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:
- Jaime R. Marquez & Ari Morse & Bernd Schlusche, 2012, "The Federal Reserve's balance sheet and overnight interest rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-66.
- Lönnbark, Carl, 2012, "Asymmetry with respect to the memory in stock market volatilities," Umeå Economic Studies, Umeå University, Department of Economics, number 849, Oct.
- Lönnbark, Carl, 2012, "Occurrence of long and short term asymmetry in stock market volatilities," Umeå Economic Studies, Umeå University, Department of Economics, number 848, Oct.
- Lee, Bong Soo & Ryu, Doojin, 2012, "Stock returns and implied volatility: A new VAR approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-51.
- Cecilia R. Caglio & Stewart Mayhew, 2012, "Equity trading and the allocation of market data revenue," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-65.
- Rodrigo César de Castro Miranda & Benjamin Miranda Tabak & Mauricio Medeiros Junior, 2012, "Contagion in CDS, Banking and Equity Markets," Working Papers Series, Central Bank of Brazil, Research Department, number 293, Oct.
- Gabbi, G. & Germano, G. & Hatzopoulos, V. & Iori, G. & Politi, M., 2012, "Market microstructure, bank's behaviour and interbank spreads," Working Papers, Department of Economics, City St George's, University of London, number 12/06.
- Gary B. Gorton & Andrew Metrick, 2012, "Who Ran on Repo?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18455, Oct.
- Item repec:fip:feddop:1 is not listed on IDEAS anymore