Report NEP-FMK-2013-12-29

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.

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Other reports in NEP-FMK

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, Bank of Canada, number 13-4, DOI: 10.34989/sdp-2013-4.
• 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, Department of Economics and Business Economics, Aarhus University, number 2013-41, 02.
• Peter Christoffersen & Vihang R. Errunza & Kris Jacobs & Xisong Jin, 2013, "Correlation Dynamics and International Diversification Benefits," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-49, Aug.
• Jack Sarkissian, 2013, "Coupled mode theory of stock price formation," Papers, arXiv.org, number 1312.4622, Dec.
• Fernandes, Marcelo & Scherrer, Cristina Mabel, 2013, "Price discovery in dual-class shares across multiple markets," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 344, Dec.
• Pilar Abad & Helena Chuliá, 2013, "“European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201325, Dec, revised Dec 2013.
• Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2013, "Modeling and predicting the CBOE market volatility index," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 342, Dec.
• Peter Christoffersen & Ruslan Goyenko & Kris Jacobs & Mehdi Karoui, 2013, "Illiquidity Premia in the Equity Options Market," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-48, 03.
• Fuchs , Andreas & Gehring , Kai, 2013, "The Home Bias in Sovereign Ratings," Working Papers, University of Heidelberg, Department of Economics, number 0552, Dec.
• Matthias Kruttli & Andrew J. Patton & Tarun Ramadorai, 2013, "The Impact of Hedge Funds on Asset Markets," Working Papers, Duke University, Department of Economics, number 13-27.
• Krislert Samphantharak & Robert Townsend, 2013, "Risk and Return in Village Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 19738, Dec.