Report NEP-FMK-2015-01-31This 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.
The following items were announced in this report:
- Chin, Michael & Polk, Christopher, 2015. "A forecast evaluation of expected equity return measures," Bank of England working papers 520, Bank of England.
- Ross Levine & Chen Lin & Wensi Xie, 2015. "Spare Tire? Stock Markets, Banking Crises, and Economic Recoveries," NBER Working Papers 20863, National Bureau of Economic Research, Inc.
- Paul H. Kupiec, 2015. "Testing for systemic risk using stock returns," AEI Economics Working Papers 828488, American Enterprise Institute.
- Lucas Marc Fuhrer & Basil Guggenheim & Silvio Schumacher, 2015. "Re-use of collateral in the repo market," Working Papers 2015-02, Swiss National Bank.
- Kim, Jae & Doucouliagos, Hristos & Stanley, T. D., 2014. "Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence," Working Papers eco_2014_9, Deakin University, Department of Economics.
- Nguyen Van, Phuong, 2015. "A good news or bad news has greater impact on the Vietnamese stock market?," MPRA Paper 61194, University Library of Munich, Germany.