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Report NEP-FMK-2015-06-27
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:
- Honghui Chen & Vijay Singal & Robert F. Whitelaw, 2015, "Comovement Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 21281, Jun.
- Matteo Burzoni & Marco Frittelli & Marco Maggis, 2015, "Model-free Superhedging Duality," Papers, arXiv.org, number 1506.06608, Jun, revised May 2016.
- Smolik, Filip & Vacha, Lukas, 2015, "Time-scale analysis of sovereign bonds market co-movement in the EU," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 44.
- Hashim, Khairul Khairiah & Masih, Mansur, 2015, "Stock market volatility and exchange rates: MGARCH-DCC and wavelet approaches," MPRA Paper, University Library of Munich, Germany, number 65234, Jun.
- Sreejata Banerjee & Divya Murali, 2015, "Stress Test of Banks in India: A VAR Approach," Working Papers, Madras School of Economics,Chennai,India, number 2015-102, Apr.