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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 University, Department of Economics and International Business School, 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, , "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.