Printed from https://ideas.repec.org/n/nep-fmk/2014-03-22.html
Report NEP-FMK-2014-03-22
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:
- William Dudley, 2014, "Global financial stability - the road ahead," Speech, Federal Reserve Bank of New York, number 130, Feb.
- Robert N McCauley & Catherine R Schenk, 2014, "Reforming the international monetary system in the 1970s and 2000s: would an SDR substitution account have worked?," BIS Working Papers, Bank for International Settlements, number 444, Mar.
- Harold L. Cole & Thomas F. Cooley, 2014, "Rating Agencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 19972, Mar.
- Tobias Adrian & Nina Boyarchenko, 2014, "Liquidity policies and systemic risk," Staff Reports, Federal Reserve Bank of New York, number 661, Dec.
- Esben Hedegaard & Robert J. Hodrick, 2014, "Estimating the Risk-Return Trade-off with Overlapping Data Inference," NBER Working Papers, National Bureau of Economic Research, Inc, number 19969, Mar.
- Zeyu Zheng & Zhi Qiao & Joel N. Tenenbaum & H. Eugene Stanley & Baowen Li, 2014, "Predicting market instability: New dynamics between volume and volatility," Papers, arXiv.org, number 1403.5193, Mar.
- Item repec:bor:wpaper:1417 is not listed on IDEAS anymore
- Gazi Salah Uddin & Mohamed Arouri & Aviral Kumar Tiwari, 2014, "Co-movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches," Working Papers, Department of Research, Ipag Business School, number 2014-143, Jan.
- Gao-Feng Gu & Xiong Xiong & Wei Zhang & Yong-Jie Zhang & Wei-Xing Zhou, 2014, "Empirical properties of inter-cancellation durations in the Chinese stock market," Papers, arXiv.org, number 1403.3478, Mar.
- Bodeutsch, D.S. & Franses, Ph.H.B.F., 2014, "The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-02, Feb.
- Mahmood, Asif, 2014, "Volatility Transmission of Overnight Rate along the Yield Curve in Pakistan," MPRA Paper, University Library of Munich, Germany, number 54256, Mar.