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Report NEP-FMK-2014-12-19
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:
- Matthias Held & Marcel Omachel, 2014, "Up- and Downside Variance Risk Premia in Global Equity Markets," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 140009, Sep.
- Ferreira, Susana & Karali, Berna, 2014, "An Assessment of the Impact of Earthquakes on Global Capital Markets," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 169433, DOI: 10.22004/ag.econ.169433.
- Grammig, Joachim & Sönksen, Jantje, 2014, "Consumption-based asset pricing with rare disaster risk," CFS Working Paper Series, Center for Financial Studies (CFS), number 480.
- Matteo Barigozzi & Marc Hallin, 2014, "Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-52, Nov.
- Rania Hentati-Kaffel & Philippe de Peretti, 2014, "Detecting Performance Persistence of Hedge Funds : A Runs-Based Analysis," Working Papers, HAL, number hal-00984777, Feb.
- Kristoufek, Ladislav & Vosvrda, Miloslav, 2014, "Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 18.
- Pawel Gajewski, 2014, "Sovereign spreads and financial market behavior before and during the crisis," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 4/2014, Sep.
- Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill, 2014, "Competing for Order Flow in OTC Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20608, Oct.
- Boguk Kim & Chulwoo Han & Frank Chongwoo Park, 2014, "Optimising Credit Portfolio Using a Quadratic Nonlinear Projection Method," Papers, arXiv.org, number 1411.2525, Nov, revised Jul 2016.