Printed from https://ideas.repec.org/n/nep-fmk/2013-02-16.html
Report NEP-FMK-2013-02-16
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:
- Heather M. Anderson & Farshid Vahid, 2013, "Common non-linearities in multiple series of stock market volatility," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/13.
- Andre Kurmann & Elmar Mertens, 2013, "Stock prices, news, and economic fluctuations: comment," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-08.
- Marco Antonio Penteado, 2013, "Efficient Markets, Behavioral Finance and a Statistical Evidence of the Validity of Technical Analysis," Papers, arXiv.org, number 1302.1228, Feb.
- Jeffrey Moore & Sunwoo Nam & Myeongguk Suh & Alexander Tepper, 2013, "Estimating the impacts of U.S. LSAPs on emerging market economies’ local currency bond markets," Staff Reports, Federal Reserve Bank of New York, number 595.
- Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2013, "How did the financial crisis alter the correlations of U.S. yield spreads?," Working Papers, Federal Reserve Bank of St. Louis, number 2013-005, DOI: 10.20955/wp.2013.005.
- Keiler, Sebastian & Eder, Armin, 2013, "CDS spreads and systemic risk: A spatial econometric approach," Discussion Papers, Deutsche Bundesbank, number 01/2013.
- Hitoshi Matsushima, 2013, "Impact of Financial Regulation and Innovation on Bubbles and Crashes due to Limited Arbitrage: Awareness Heterogeneity," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-306, Feb.