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Report NEP-FMK-2015-10-17
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:
- Jin Cheng & Meixing Dai & Frédéric Dufourt, 2015, "The banking crisis with interbank market freeze," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2015-20.
- Martin M Andreasen & Andrew Meldrum, 2015, "Dynamic term structure models: the best way to enforce the zero lower bound in the United States," Bank of England working papers, Bank of England, number 550, Sep.
- Matthieu Chavaz & Marc Flandreau, 2015, "‘High and dry’: the liquidity and credit of colonial and foreign government debt in the London Stock Exchange (1880–1910)," Bank of England working papers, Bank of England, number 555, Oct.
- Rodríguez, Gabriel & Tramontana, Roxana, 2015, "An Application of a Short Memory Model with Random Level Shifts to the Volatility of Latin American Stock Market Returns," Working Papers, Banco Central de Reserva del Perú, number 2015-004, Jul.
- Thakolsri, Supachok & Sethapramote, Yuthana & Jiranyakul, Komain, 2015, "Asymmetric volatility of the Thai stock market: evidence from high-frequency data," MPRA Paper, University Library of Munich, Germany, number 67181, Oct.
- Achal Awasthi & Oleg Malafeyev, 2015, "Is the Indian Stock Market efficient - A comprehensive study of Bombay Stock Exchange Indices," Papers, arXiv.org, number 1510.03704, Oct.