Printed from https://ideas.repec.org/n/nep-fmk/2014-02-08.html
Report NEP-FMK-2014-02-08
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:
- J. Benson Durham, 2013, "Arbitrage-free models of stocks and bonds," Staff Reports, Federal Reserve Bank of New York, number 656, Dec.
- Yavni Bar-Yam & Marcus A. M. de Aguiar & Yaneer Bar-Yam, 2014, "The $500.00 AAPL close: Manipulation or hedging? A quantitative analysis," Papers, arXiv.org, number 1402.0910, Feb.
- Ovidiu Racorean, 2014, "Crossing Stocks and the Positive Grassmannian I: The Geometry behind Stock Market," Papers, arXiv.org, number 1402.1281, Feb, revised Feb 2014.
- Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014, "Pricing Default Risk: The Good, The Bad, and The Anomaly," MPRA Paper, University Library of Munich, Germany, number 53373, Feb.
- Sebastian Poledna & Stefan Thurner, 2014, "Elimination of systemic risk in financial networks by means of a systemic risk transaction tax," Papers, arXiv.org, number 1401.8026, Jan, revised Feb 2016.
- Item repec:dgr:uvatin:20140014 is not listed on IDEAS anymore
- J. Benson Durham, 2013, "More on U.S. Treasury term premiums: spot and expected measures," Staff Reports, Federal Reserve Bank of New York, number 658, Dec.
- Enrico Onali & John Goddard, 2014, "Are European equity markets efficient? New evidence from fractal analysis," Papers, arXiv.org, number 1402.1440, Feb.
- F. Y. Ouyang & B. Zheng & X. F. Jiang, 2014, "Spatial and temporal structures of four financial markets in Greater China," Papers, arXiv.org, number 1402.1046, Feb.
- El Ghini, Ahmed & Saidi, Youssef, 2014, "Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 53439, Jan.
- Adrien Nguyen Huu & Nadia Oudjane, 2014, "Hedging Expected Losses on Derivatives in Electricity Futures Markets," Papers, arXiv.org, number 1401.8271, Jan.