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Report NEP-FMK-2013-09-25
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:
- Magomet Yandiev & Alexander Pakhalov, 2013, "The Relationship Between Stock Market Parameters and Interbank Lending Market: an Empirical Evidence," Papers, arXiv.org, number 1309.5703, Sep.
- Pierre Blanc & R'emy Chicheportiche & Jean-Philippe Bouchaud, 2013, "The fine structure of volatility feedback II: overnight and intra-day effects," Papers, arXiv.org, number 1309.5806, Sep, revised May 2014.
- Ying Jiao & Olivier Klopfenstein & Peter Tankov, 2013, "Hedging under multiple risk constraints," Papers, arXiv.org, number 1309.5094, Sep.
- Thilo A. Schmitt & Desislava Chetalova & Rudi Schafer & Thomas Guhr, 2013, "Credit Risk and the Instability of the Financial System: an Ensemble Approach," Papers, arXiv.org, number 1309.5245, Sep, revised Nov 2013.
- Francisco Covas & Ben Rump & Egon Zakrajšek, 2013, "Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-55.