Report NEP-FMK-2013-12-29This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.
The following items were announced in this report:
- Neville Arjani & Graydon Paulin, 2013. "Lessons from the Financial Crisis: Bank Performance and Regulatory Reform," Discussion Papers 13-4, Bank of Canada.
- Item repec:ner:tilbur:urn:nbn:nl:ui:12-5930364 is not listed on IDEAS anymore
- Diego Amaya & Peter Christoffersen & Kris Jacobs & Aurelio Vasquez, 2013. "Does Realized Skewness Predict the Cross-Section of Equity Returns?," CREATES Research Papers 2013-41, School of Economics and Management, University of Aarhus.
- Peter Christoffersen & Vihang R. Errunza & Kris Jacobs & Xisong Jin, 2013. "Correlation Dynamics and International Diversification Benefits," CREATES Research Papers 2013-49, School of Economics and Management, University of Aarhus.
- Jack Sarkissian, 2013. "Coupled mode theory of stock price formation," Papers 1312.4622, arXiv.org.
- Fernandes, Marcelo & Scherrer, Cristina M., 2013. "Price discovery in dual-class shares across multiple markets," Textos para discussão 344, Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
- Pilar Abad & Helena Chuliá, 2013. "“European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration”," IREA Working Papers 201325, University of Barcelona, Research Institute of Applied Economics, revised Dec 2013.
- Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2013. "Modeling and predicting the CBOE market volatility index," Textos para discussão 342, Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
- Peter Christoffersen & Ruslan Goyenko & Kris Jacobs & Mehdi Karoui, 2013. "Illiquidity Premia in the Equity Options Market," CREATES Research Papers 2013-48, School of Economics and Management, University of Aarhus.
- Fuchs , Andreas & Gehring , Kai, 2013. "The Home Bias in Sovereign Ratings," Working Papers 0552, University of Heidelberg, Department of Economics.
- Matthias Kruttli & Andrew J. Patton & Tarun Ramadorai, 2013. "The Impact of Hedge Funds on Asset Markets," Working Papers 13-27, Duke University, Department of Economics.
- Krislert Samphantharak & Robert Townsend, 2013. "Risk and Return in Village Economies," NBER Working Papers 19738, National Bureau of Economic Research, Inc.