Printed from https://ideas.repec.org/n/nep-fmk/2014-01-17.html
Report NEP-FMK-2014-01-17
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:
- Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016, "Competition between equity markets: A review of the consolidation versus fragmentation debate," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 35, revised 2016, DOI: 10.2139/ssrn.2362216.
- Pawe{l} Fiedor, 2014, "Mutual Information Rate-Based Networks in Financial Markets," Papers, arXiv.org, number 1401.2548, Jan.
- Kole, H.J.W.G. & van Dijk, D.J.C., 2013, "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-016-F&A, Oct.
- James J. Angel, 2014, "When Finance Meets Physics: The Impact of the Speed of Light on Financial Markets and their Regulation," Papers, arXiv.org, number 1401.2982, Jan.
- Stavros Degiannakis & Andreas Andrikopoulos & Timotheos Angelidis & Christos Floros, 2013, "Return dispersion, stock market liquidity and aggregate economic activity," Working Papers, Bank of Greece, number 166, Nov.
- Faruk Balli & Syed Abul Basher & Faisal Rana, 2014, "The Determinants of the Volatility of Returns on Cross-Border Asset Holdings," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-01, Jan.
- David E. Allen & Michael McAleer & Marcel Scharth, 2013, "Realized volatility risk," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-26.
- Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T., 2013, "Risk Modelling and Management: An Overview," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-22, Jun.
- McAleer, M.J. & Radalj, K., 2013, "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-23, Jun.
- Radev, Deyan, 2013, "Systemic risk and sovereign debt in the Euro area," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 37, DOI: 10.2139/ssrn.2368283.
- Item repec:imf:imfwpa:13/270 is not listed on IDEAS anymore
- Alberto Fernández Muñoz de Morales, 2013, "Credit spread modeling effects on counterparty risk valuation adjustments: a spanish case study," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-32.
- Chang, C-L. & Hsu, H-K. & McAleer, M.J., 2013, "The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-26, Aug.