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Report NEP-FMK-2014-06-14
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:
- Daniel L. Tortorice, 2014, "Equity Return Predictability, Time Varying Volatility and Learning About the Permanence of Shocks," Working Papers, Brandeis School of Business and Economics, number 70, May.
- Amariei, Cosmina & Valiante, Diego, 2014, "The OTC derivatives markets after financial reforms," ECMI Papers, Centre for European Policy Studies, number 9283, May.
- Daniel A. Dias & Christine Richmond & Mark L. J. Wright, 2014, "The Stock of External Sovereign Debt: Can We Take the Data at ‘Face Value’?," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2014-5, May.
- Timothy G. Ling & Pavel V. Shevchenko, 2014, "Historical Backtesting of Local Volatility Model using AUD/USD Vanilla Options," Papers, arXiv.org, number 1406.2133, Jun.
- Oliver D. Bunn & Robert J. Shiller, undated, "Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1950.
- Waldenström, Daniel, 2014, "Swedish stock and bond returns, 1856–2012," Working Paper Series, Uppsala University, Department of Economics, number 2014:5, Jun.
- Hasan, Zubair, 2014, "Basel Accords and Islamic banking: A critical evaluation," MPRA Paper, University Library of Munich, Germany, number 56446, Jun.