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Report NEP-FMK-2014-03-15
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:
- Lawrence J. White, 2014, "The Basics of "Too Big to Fail"," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 14-07.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014, "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 14-07, Mar.
- Damien Challet & Ahmed Bel Hadj Ayed, 2014, "Do Google Trend data contain more predictability than price returns?," Papers, arXiv.org, number 1403.1715, Mar.
- Marcelo Yoshio Takam, 2014, "Short-Term Drivers Of Sovereign Cds Spreads," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 130.
- Michael B. Walker, 2014, "Modelling Credit Default Swaps: Market-Standard Vs Incomplete-Market Models," Papers, arXiv.org, number 1403.2060, Mar.
- Julia Auckenthaler & Alexander Kupfer & Rupert Sendlhofer, 2014, "The impact of liquidity on inflation-linked bonds: A hypothetical indexed bonds approach," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2014-05, Mar.
- Michele Fratianni & John Pattison, 2014, "Basel III, Clubs and Eurozone Asymmetries," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 94, Mar.
- John Cotter & Niall O'Sullivan & Francesco Rossi, 2014, "The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market," Working Papers, Geary Institute, University College Dublin, number 201403, Feb.
- Wang, Dingyan & Chong, Terence Tai-Leung & Chan, Wing Hong, 2014, "Price Limits and Stock Market Volatility in China," MPRA Paper, University Library of Munich, Germany, number 54146, Jan.