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Report NEP-FMK-2015-03-13
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:
- Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015, "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-03.
- Torres Díaz, Raúl Andrés & Lillo Rodríguez, Rosa Elvira & Laniado Rodas, Henry, 2015, "A Directional Multivariate Value at Risk," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws1501, Jan.
- Michael Chin & Zhuoshi Liu, 2015, "A joint affine model of commodity futures and US Treasury yields," Bank of England working papers, Bank of England, number 526, Mar.
- Deev, Oleg & Hodula, Martin, 2014, "Sovereign Default Risk and State-Owned Bank Fragility in Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 62539, Dec.