Report NEP-FMK-2014-04-29This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.
The following items were announced in this report:
- Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "Causality and contagion in EMU sovereign debt markets," Working Papers 2014-03, Universitat de Barcelona, UB Riskcenter.
- Item repec:dau:papers:123456789/13098 is not listed on IDEAS anymore
- Ekaterina Neretina & Cenkhan Sahin & Jakob de Haan, 2014. "Banking stress test effects on returns and risks," DNB Working Papers 419, Netherlands Central Bank, Research Department.
- Mark Higgins, 2014. "Stochastic Spot/Volatility Correlation in Stochastic Volatility Models and Barrier Option Pricing," Papers 1404.4028, arXiv.org.
- Malik, Saif Ullah & Elahi, Muhammad Ather, 2014. "Analysis of Herd Behavior Using Quantile Regression: Evidence from Karachi Stock Exchange (KSE)," MPRA Paper 55322, University Library of Munich, Germany.