Printed from https://ideas.repec.org/n/nep-fmk/2014-02-02.html
Report NEP-FMK-2014-02-02
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:
- John Goddard & Enrico Onali, 2014, "Self-affinity in financial asset returns," Papers, arXiv.org, number 1401.7170, Jan.
- Radoslava Mirkov & Thomas Maul & Ronald Hochreiter & Holger Thomae, 2014, "Modeling Credit Spreads Using Nonlinear Regression," Papers, arXiv.org, number 1401.6955, Jan.
- Néstor Romero, 2013, "Comparison of Model for Pricing Volatility Swaps," Working Papers Central Bank of Chile, Central Bank of Chile, number 708, Dec.
- M. Bernardi & L. Petrella, 2014, "Interconnected risk contributions: an heavy-tail approach to analyse US financial sectors," Papers, arXiv.org, number 1401.6408, Jan, revised Apr 2014.
- Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad, 2014, "Shift-Volatility Transmission in East Asian Equity Markets," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1402, Mar, revised Mar 2014.
- Gunther CAPELLE-BLANCARD & Olena HAVRYLCHYK, 2014, "The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 14007, Jan.
- Item repec:rza:wpaper:410 is not listed on IDEAS anymore