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Report NEP-FMK-2014-04-05
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:
- Jian Zhou & Gao-Feng Gu & Zhi-Qiang Jiang & Xiong Xiong & Wei Chen & Wei Zhang & Wei-Xing Zhou, 2014, "Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns," Papers, arXiv.org, number 1404.1051, Mar, revised Feb 2018.
- Klaus Adam & Johannes Beutel & Albert Marcet, 2014, "Stock Price Booms and Expected Capital Gains," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 948.14, Mar.
- Grothe, Magdalena, 2013, "Market pricing of credit rating signals," Working Paper Series, European Central Bank, number 1623, Dec.
- Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin, 2014, "Commonality in hedge fund returns: driving factors and implications," Working Paper Series, European Central Bank, number 1658, Mar.
- Afonso, António & Gomes, Pedro & Taamouti, Abderrahim, 2014, "Sovereign credit ratings, market volatility, and financial gains," Working Paper Series, European Central Bank, number 1654, Mar.
- Gara M. dup Afonso & Ricardo Lagos, 2014, "An Empirical Study of Trade Dynamics in the Fed Funds Market," Working Papers, Federal Reserve Bank of Minneapolis, number 708, Mar.
- Fratzscher, Marcel & Beirne, John, 2013, "The pricing of sovereign risk and contagion during the European sovereign debt crisis," Working Paper Series, European Central Bank, number 1625, Dec.
- Carroll, Christopher D. & Slacalek, Jiri & Tokuoka, Kiichi, 2014, "The Distribution of wealth and the MPC: implications of new European data," Working Paper Series, European Central Bank, number 1648, Mar.
- Toshihiro Okubo & Fukunari Kimura & Nozomu Teshima, 2014, "Asian Fragmentation in the Global Financial Crisis," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-30, Mar.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014, "An agent-based computational model for China's stock market and stock index futures market," Papers, arXiv.org, number 1404.1052, Mar.