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. Kwang Soo Cheong issued this report. It is usually issued weekly.

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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 1518, Faculty of Economics, University of Cambridge.
• Dominique Guegan & Bertrand K. Hassani & Kehan Li, 2015. "The Spectral Stress VaR (SSVaR)," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169537, HAL.
• Alin Marius Andries & Andreas M. Fischer & Dr. Pinar Yesin, 2015. "The impact of international swap lines on stock returns of banks in emerging markets," Working Papers 2015-07, Swiss National Bank.
• Dr. Thomas Nitschka, 2015. "Is there a too-big-to-fail discount in excess returns on German banks' stocks?," Working Papers 2015-08, Swiss National Bank.