Report NEP-FMK-2015-01-09This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.
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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 auwp2014-14, Department of Economics, Auburn University.
- Andrew Y. Chen, 2014. "Habit, Production, and the Cross-Section of Stock Returns," Finance and Economics Discussion Series 2014-103, Board of Governors of the Federal Reserve System (U.S.).
- Rose, Andrew K, 2014. "The Bond Market: An Inflation-Targeter's Best Friend," CEPR Discussion Papers 10124, C.E.P.R. Discussion Papers.
- Gargano, Antonio & Pettenuzzo, Davide & Timmermann, Allan G, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," CEPR Discussion Papers 10104, C.E.P.R. Discussion Papers.
- Kruttli, Mathias & Patton, Andrew J & Ramadorai, Tarun, 2014. "The Impact of Hedge Funds on Asset Markets," CEPR Discussion Papers 10151, C.E.P.R. Discussion Papers.
- David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014. "Hedge Fund Portfolio Diversification Strategies Across the GFC," Working Papers in Economics 14/27, University of Canterbury, Department of Economics and Finance.
- Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2014. "The Risk Premia Embedded in Index Options," CREATES Research Papers 2014-56, Department of Economics and Business Economics, Aarhus University.
- 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 94, Central Bank of Luxembourg.