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Report NEP-FMK-2013-06-04
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:
- Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2013, "The present value model of U.S. stock prices revisited: long-run evidence with structural breaks, 1871-2010," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 13-04, May.
- David Ardia & Lennart F. Hoogerheide, 2013, "Cross-Sectional Distribution of GARCH Coefficients across S&P 500 Constituents: Time-Variation over the Period 2000-2012," Cahiers de recherche, CIRPEE, number 1313.
- Shah, Syed Noaman & Kebewar, Mazen, 2013, "US Corporate Bond Yield Spread. A default risk debate," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 73690, Mar.
- Serge Darolles & Patrick Gagliardini & Christian Gouriéroux, 2012, "Survival of Hedge Funds : Frailty vs Contagion," Working Papers, Center for Research in Economics and Statistics, number 2012-36, Nov.
- Miguel, Víctor de & Mei, Xiaoling & Nogales, Francisco J., 2013, "Multiperiod portfolio selection with transaction and market-impact costs," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws131615, May.
- Jan Kregel, 2013, "More Swimming Lessons from the London Whale," Economics Public Policy Brief Archive, Levy Economics Institute, number ppb_129, Apr.