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Report NEP-FMK-2014-05-09
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:
- Ovidiu Racorean, 2014, "Braided and Knotted Stocks in the Stock Market: Anticipating the flash crashes," Papers, arXiv.org, number 1404.6637, Apr, revised Jun 2014.
- Item repec:wyi:journl:002070 is not listed on IDEAS anymore
- Item repec:wyi:journl:002153 is not listed on IDEAS anymore
- Mario Bonino & Matteo Camelia & Paolo Pigato, 2014, "A multivariate model for financial indices and an algorithm for detection of jumps in the volatility," Papers, arXiv.org, number 1404.7632, Apr, revised Dec 2016.
- Yi-Fang Liu & Wei Zhang & Chao Xu & Jørgen Vitting Andersen & Hai-Chuan Xu, 2014, "Impact of information cost and switching of trading strategies in an artificial stock market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00983051, Apr.
- Bruno Feunou & Jean-Sébastien Fontaine, 2014, "Bond Risk Premia and Gaussian Term Structure Models," Staff Working Papers, Bank of Canada, number 14-13, DOI: 10.34989/swp-2014-13.
- Item repec:wyi:journl:002156 is not listed on IDEAS anymore
- Xiaobing Feng & Haibo Hu, 2014, "Measurement and Internalization of Systemic Risk in a Global Banking Network," Papers, arXiv.org, number 1404.5689, Apr.
- Item repec:wyi:wpaper:001986 is not listed on IDEAS anymore
- Gilchrist, S. & Benoit Mojon, 2014, "Credit Risk in the Euro area," Working papers, Banque de France, number 482.
- Item repec:wyi:journl:002146 is not listed on IDEAS anymore
- Gregory C Chow & Shicheng Huang & Linlin Niu, 2013, "Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
- Shihe Fu & Liwei Shan, 2013, "Agglomeration Economies and Local Comovement of Stock Returns," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
- Erik Makela, 2014, "The Price of Euro: Evidence from Sovereign Debt Markets," Discussion Papers, Aboa Centre for Economics, number 90, Apr.
- Gao-Feng Gu & Xiong Xiong & Yong-Jie Zhang & Wei Chen & Wei Zhang & Wei-Xing Zhou, 2014, "Stylized facts of price gaps in limit order books: Evidence from Chinese stocks," Papers, arXiv.org, number 1405.1247, May.
- Prince Christian Cruz & Yuning Gao & Lei Lei Song, 2014, "The People’s Republic of China’s Financial Markets: Are They Deep and Liquid Enough for Renminbi Internationalization?," ADBI Working Papers, Asian Development Bank Institute, number 477, May.
- Mohanty, Roshni & P, Srinivasan, 2014, "The Time-Varying Risk and Return Trade Off in Indian Stock Markets," MPRA Paper, University Library of Munich, Germany, number 55660, May.