Printed from https://ideas.repec.org/n/nep-fmk/2014-11-07.html
Report NEP-FMK-2014-11-07
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:
- Michal Jurek & Pawel Marszalek, 2014, "Subprime mortgages and the MBSs in generating and transmitting the global financial crisis," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper40, Jun.
- Lawrence Kreicher & Robert N McCauley & Philip Wooldridge, 2014, "Benchmark tipping in the global bond market," BIS Working Papers, Bank for International Settlements, number 466, Oct.
- Zura Kakushadze, 2014, "4-Factor Model for Overnight Returns," Papers, arXiv.org, number 1410.5513, Oct, revised Jun 2015.
- Chris Brooks & Adrian Fernandez-Perez & Joëlle Miffre & Ogonna Nneji, 2014, "Commodity Risk Factors and the Cross-Section of Equity Returns," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-09, Sep.
- Szabolcs Szikszai & Tamas Badics, 2014, "Enhanced Funds Seeking Higher Returns," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper43, Jun.
- Romain Bouis & Kei-Ichiro Inaba & Łukasz Rawdanowicz & Ane Kathrine Christensen, 2014, "Factors behind the Decline in Real Long-Term Government Bond Yields," OECD Economics Department Working Papers, OECD Publishing, number 1167, Oct, DOI: 10.1787/5jxvgg7q1322-en.
- Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2014, "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3514, Oct.
- Biais, Bruno & Heider, Florian & Hoerova, Marie, 2014, "Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 834, Jun.