Report NEP-FMK-2015-08-13This 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.
The following items were announced in this report:
- Veiga, Helena & Ramos, Sofía B. & Galán, Jorge, 2015. "An analysis of the dynamics of efficiency of mutual funds," DES - Working Papers. Statistics and Econometrics. WS ws1517, Universidad Carlos III de Madrid. Departamento de Estadística.
- Cenedese, Gino & Payne, Richard & Sarno, Lucio & Valente, Giorgio, 2015. "What do stock markets tell us about exchange rates?," Bank of England working papers 537, Bank of England.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan, 2015. "Can governance quality predict stock market returns? New global evidence," Working Papers fe_2015_04, Deakin University, Department of Economics.
- Weihong HUANG & Yu ZHANG, 2015. "Strategy Change and Wealth Accumulation: An Analysis of S&P 500 Data," Economic Growth Centre Working Paper Series 1502, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Narayan, Paresh Kumar & Liu, Ruipeng, 2015. "A GARCH model for testing market efficiency," Working Papers fe_2015_01, Deakin University, Department of Economics.
- Narayan, Paresh Kumar, 2015. "An analysis of sectoral equity and CDS spreads," Working Papers fe_2015_02, Deakin University, Department of Economics.
- Aleksander Berentsen & Sébastien Philippe Kraenzlin & Benjamin Müller, 2015. "Exit Strategies and Trade Dynamics in Repo Markets," Working Papers 2015-09, Swiss National Bank.
- Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB), 2015. "Asia Bond Monitor - March 2015," ADB Reports RPS157120-2, Asian Development Bank (ADB).
- Joakim Westerlund & Paresh K Narayan & Xinwei Zheng, "undated". "Testing For Stock Return Predictability In A Large Chinese Panel," Financial Econometics Series 2015_11, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
- Deepa & Paresh K Narayan, "undated". "Are Indian Stock Returns Predictable?," Financial Econometics Series 2015_07, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.