Printed from https://ideas.repec.org/n/nep-fmk/2015-06-05.html
Report NEP-FMK-2015-06-05
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:
- Olivier Le Marois & Julia Mikhalevsky & Raphaël Douady, 2014, "Extreme Risk, excess return and leverage: the LP formula," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01151376, Dec.
- Simonov, Andrei & Bodnaruk, Andriy & Chokaev, Bekhan, 2015, "Downside Risk Timing by Mutual Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10639, May.
- Rémy Charleroy & Michael A. Stemmer, 2014, "An Emerging Market Financial Conditions Index: A VAR Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01110688, Oct.
- Item repec:bor:wpaper:1528 is not listed on IDEAS anymore