Printed from https://ideas.repec.org/n/nep-fmk/2015-07-11.html
Report NEP-FMK-2015-07-11
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:
- Andrew Harvey & Rutger-Jan Lange, 2015, "Modeling the Interactions between Volatility and Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1518, Jul.
- Dominique Guegan & Bertrand K. Hassani & Kehan Li, 2015, "The Spectral Stress VaR (SSVaR)," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01169537, Jun.
- Alin Marius Andries & Andreas M. Fischer & Pinar Yesin, 2015, "The impact of international swap lines on stock returns of banks in emerging markets," Working Papers, Swiss National Bank, number 2015-07.
- Thomas Nitschka, 2015, "Is there a too-big-to-fail discount in excess returns on German banks' stocks?," Working Papers, Swiss National Bank, number 2015-08.