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Report NEP-FMK-2013-10-11
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:
- Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M., 2013, "Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis," Discussion Papers, Deutsche Bundesbank, number 32/2013.
- Ladislav Kristoufek, 2013, "Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence," Papers, arXiv.org, number 1310.1446, Oct.
- Mayntz, Renate, 2013, "Financial market regulation in the shadow of the sovereign debt crisis," MPIfG Discussion Paper, Max Planck Institute for the Study of Societies, number 13/11.
- Jose Blanchet & Xinyun Chen, 2013, "Continuous-time Modeling of Bid-Ask Spread and Price Dynamics in Limit Order Books," Papers, arXiv.org, number 1310.1103, Oct.
- Dugast, J., 2013, "Limited attention and news arrival in limit order markets," Working papers, Banque de France, number 449.
- Simon Dubecq & Alain Monfort & Jean-Paul Renne & Roussellet, G., 2013, "Credit and Liquidity in Interbank Rates: a Quadratic Approach," Working papers, Banque de France, number 446.
- Fariba Karimi & Matthias Raddant, 2013, "Cascades in real interbank markets," Papers, arXiv.org, number 1310.1634, Oct, revised Dec 2014.