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Report NEP-FMK-2014-12-03
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:
- Stracca, Livio & Lo Duca, Marco, 2014, "The effect of G20 summits on global financial markets," Working Paper Series, European Central Bank, number 1668, Apr.
- Jihun Han & Hyungbin Park, 2014, "The Intrinsic Bounds on the Risk Premium of Markovian Pricing Kernels," Papers, arXiv.org, number 1411.4606, Nov, revised Sep 2015.
- Chen, Zhenxi, 2014, "Estimating heterogeneous agents behavior with different investment horizons in stock markets," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 5.
- Item repec:qmw:qmwecw:wp732 is not listed on IDEAS anymore
- Hyeongwoo Kim & Jintae Kim, 2014, "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2014-13, Nov.
- Hoerova, Marie & Bekaert, Geert, 2014, "The VIX, the variance premium and stock market volatility," Working Paper Series, European Central Bank, number 1675, May.
- Baruník, Jozef & Kukacka, Jiri, 2014, "Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 15.
- Christophe Chorro & Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2017, "Testing for Leverage Effects in the Returns of US Equities," Post-Print, HAL, number halshs-00973922, Jan.
- Alfarano, Simone & Camacho, Eva & Petrovic, Marko & Provenzano, Giulia, 2014, "The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 9.
- Andrew K. Rose, 2014, "The Bond Market: An Inflation-Targeter's Best Friend," NBER Working Papers, National Bureau of Economic Research, Inc, number 20494, Sep.
- Fischer, Thomas & Riedler, Jesper, 2014, "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 21.
- Dominique Guegan & Bertrand Hassani, 2014, "Stress Testing Engineering: the real risk measurement?," Post-Print, HAL, number halshs-00951593, Feb.
- Kumar Kar, Ashim & Bali Swain, Ranjula, 2014, "Competition, performance and portfolio quality in microfinance markets," Working Paper Series, Uppsala University, Department of Economics, number 2014:8, Oct.