Printed from https://ideas.repec.org/n/nep-fmk/2014-06-02.html
Report NEP-FMK-2014-06-02
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:
- Gehrig, Thomas & Haas, Marlene, 2014, "Lehman Brothers: What Did Markets Know?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9893, Mar.
- Farmer, Roger, 2013, "The Stock Market Crash Really Did Cause the Great Recession," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9630, Sep.
- Ghysels, Eric & Marcellino, Massimiliano, 2013, "Regime Switches in the Risk-Return Trade-off," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9698, Oct.
- Nakov, Anton & Nuño, Galo, 2014, "Learning from Experience in the Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9845, Feb.
- Timmermann, Allan & Wermers, Russ, 2014, "Runs on Money Market Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9906, Mar.
- Collins, Sean & Gallagher, Emily, 2014, "Assessing Credit Risk in Money Market Fund Portfolios," MPRA Paper, University Library of Munich, Germany, number 56256, May.
- Nimark, Kristoffer P & Barillas, Francisco, 2013, "Speculation, Risk Premia and Expectations in the Yield Curve," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9755, Nov.
- Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel, 2014, "The Impact of News and the SMP on Realized (Co)Variances in the Eurozone Sovereign Debt Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9803, Feb.
- Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel, 2013, "Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9659, Sep.
- Wickens, Michael R. & Polito, Vito, 2013, "Sovereign credit ratings in the European Union: a model-based fiscal analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9665, Sep.