Printed from https://ideas.repec.org/n/nep-fmk/2015-01-09.html
Report NEP-FMK-2015-01-09
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:
- Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern, 2014, "The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2014-14, Nov.
- Andrew Y. Chen, 2014, "Habit, Production, and the Cross-Section of Stock Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-103, Nov.
- Rose, Andrew, 2014, "The Bond Market: An Inflation-Targeter's Best Friend," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10124, Sep.
- Timmermann, Allan & Pettenuzzo, Davide & Gargano, Antonio, 2014, "Bond Return Predictability: Economic Value and Links to the Macroeconomy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10104, Aug.
- Patton, Andrew & Kruttli, Mathias, 2014, "The Impact of Hedge Funds on Asset Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10151, Sep.
- David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014, "Hedge Fund Portfolio Diversification Strategies Across the GFC," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/27, Dec.
- Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2014, "The Risk Premia Embedded in Index Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-56, Dec.
- Luc Arrondel & Laura Bartiloro & Pirmin Fessler & Peter Lindner & Thomas Y. Mathä & Cristiana Rampazzi & Frederique Savignac & Tobias Schmidt & Martin Schürz & Philip Vermeulen, 2014, "How do households allocate their assets? Stylised facts from the Eurosystem Household Finance and Consumption Survey," BCL working papers, Central Bank of Luxembourg, number 94, Dec.