Printed from https://ideas.repec.org/n/nep-fmk/2014-12-08.html
Report NEP-FMK-2014-12-08
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:
- Barunik, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2014, "Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 13.
- Georg, Co-Pierre, 2014, "Contagious herding and endogenous network formation in financial networks," Working Paper Series, European Central Bank, number 1700, Jul.
- Makoto Nirei & Tsutomu Watanabe, 2014, "Beauty Contests and Fat Tails in Financial Markets," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-346, Jun.
- Jonathan B. Berk & Jules H. van Binsbergen, 2014, "Assessing Asset Pricing Models Using Revealed Preference," NBER Working Papers, National Bureau of Economic Research, Inc, number 20435, Aug.
- Item repec:imf:imfwpa:14/175 is not listed on IDEAS anymore
- Aloosh, Arash, 2014, "Global Variance Risk Premium and Forex Return Predictability," MPRA Paper, University Library of Munich, Germany, number 59931, Nov.
- Carol C. Bertaut & Alexandra M. Tabova & Vivian Wong, 2014, "The Replacement of Safe Assets: Evidence from the U.S. Bond Portfolio," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1123, Oct.
- Brent Glover & Seth Richards-Shubik, 2014, "Contagion in the European Sovereign Debt Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 20567, Oct.
- Dunne, Peter G. & Fleming, Michael J. & Zholos, Andrey, 2014, "ECB Monetary Operations and the Interbank Repo Market," Research Technical Papers, Central Bank of Ireland, number 09/RT/14, Aug.
- Masaaki Fujii & Akihiko Takahashi, 2014, "Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-348, Jul.