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Report NEP-FMK-2015-11-15
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:
- Vikram Krishnamurthy & Sujay Bhatt, 2015, "Sequential Detection of Market shocks using Risk-averse Agent Based Models," Papers, arXiv.org, number 1511.01965, Nov.
- Siddiqi, Hammad, 2015, "Anchoring Adjusted Capital Asset Pricing Model," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 211224, Oct, DOI: 10.22004/ag.econ.211224.
- Katsutoshi Wakai, 2015, "Equilibrium Alpha in Asset Pricing in an Ambiguity-averse Economy," Discussion papers, Graduate School of Economics , Kyoto University, number e-15-010, Nov.
- Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2015, "The Effectiveness of the ECB’s Asset Purchase Programs of 2009 to 2012," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/24, Nov.
- Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2015, "How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/25, Nov.