Report NEP-FMK-2012-11-11

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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Jennie Bai & Thomas Philippon & Alexi Savov, 2012, "Have financial markets become more informative?," Staff Reports, Federal Reserve Bank of New York, number 578.
• David E Allen & Abhay K Singh & Robert J Powell & Michael McAleer & James Taylor & Lyn Thomas, 2012, "The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions," KIER Working Papers, Kyoto University, Institute of Economic Research, number 831, Nov.
• Roger Farmer, 2012, "The Stock Market Crash of 2008 Caused the Great Recession," 2012 Meeting Papers, Society for Economic Dynamics, number 145.
• Alessia Naccarato & Andrea Pierini, 2012, "Multivariate statistical analysis for portfolio selection of italian stock market," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0166, Oct.
• Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon, 2012, "The Risk Map: A New Tool for Validating Risk Models," Working Papers, HAL, number halshs-00746273, Oct.
• Christophe Hurlin & Christophe Pérignon, 2012, "Margin Backtesting," Working Papers, HAL, number halshs-00746274, Oct.
• Sylvain Benoît & Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon, 2013, "A Theoretical and Empirical Comparison of Systemic Risk Measures," Working Papers, HAL, number halshs-00746272, Jun.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2012, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," KIER Working Papers, Kyoto University, Institute of Economic Research, number 832, Nov.
• Tarisa Watanagase, 2012, "Impact of Changes in the Global Financial Regulatory Landscape on Asian Emerging Markets," ADBI Working Papers, Asian Development Bank Institute, number 391, Oct.
• Item repec:hum:wpaper:sfb649dp2012-064 is not listed on IDEAS anymore

• Item repec:hum:wpaper:sfb649dp2012-063 is not listed on IDEAS anymore

Report NEP-FMK-2012-11-11

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: