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Report NEP-FMK-2012-12-06
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:
- Tim Bollerslev & Lai Xu & Hao Zhou, 2012, "Stock Return and Cash Flow Predictability: The Role of Volatility Risk," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-51, Nov.
- Varvara Isyuk, 2012, "Financial versus Demand shocks in stock price returns of US non-financial firms in the crisis of 2007," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00755562, May.
- Viral V. Acharya, 2012, "The Dodd-Frank Act and Basel III : Intentions, Unintended Consequences, and Lessons for Emerging Markets," Governance Working Papers, East Asian Bureau of Economic Research, number 23352, Oct.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence and Cycles in the US Federal Funds Rate," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1255.
- Sebastian Edwards, 2012, "The Federal Reserve, Emerging Markets, and Capital Controls: A High Frequency Empirical Investigation," NBER Working Papers, National Bureau of Economic Research, Inc, number 18557, Nov.
- Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou, 2012, "Testing the weak-form efficiency of the WTI crude oil futures market," Papers, arXiv.org, number 1211.4686, Nov.
- Dimitri O. Ledenyov & Viktor O. Ledenyov, 2012, "On the Risk Management with Application of Econophysics Analysis in Central Banks and Financial Institutions," Papers, arXiv.org, number 1211.4108, Nov.
- Peter Christoffersen & Kris Jacobs & Chayawat Ornthanalai, 2012, "GARCH Option Valuation: Theory and Evidence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-50, May.
- Bruno R'emillard & Sylvain Rubenthaler, 2012, "Optimal hedging in discrete time," Papers, arXiv.org, number 1211.5035, Nov.
- Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin, 2012, "Repo and Securities Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 18549, Nov.