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Report NEP-FMK-2015-12-08
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:
- Axel Stahmer, 2015, "Fund flows inducing mispricing of risk in competitive financial markets," ESMT Research Working Papers, ESMT European School of Management and Technology, number ESMT-15-04, Nov.
- Peter Christoffersen & Mathieu Fournier & Kris Jacobs & Mehdi Karoui, 2015, "Option-Based Estimation of the Price of Co-Skewness and Co-Kurtosis Risk," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-54, Nov.
- Tetsuya Takaishi, 2015, "Realized Volatility Analysis in A Spin Model of Financial Markets," Papers, arXiv.org, number 1511.08997, Nov.
- Tomohiro Hirano & Masaru Inaba & Noriyuki Yanagawa, 2015, "Asset Bubbles and Bailouts," CIGS Working Paper Series, The Canon Institute for Global Studies, number 15-004E, Oct.
- Miguel Sarmiento & Jorge Cely & Carlos León, 2015, "Monitoring the Unsecured Interbank Funds Market," Borradores de Economia, Banco de la Republica de Colombia, number 917, Nov, DOI: 10.32468/be.917.
- Iberico, Luis Antonio & Winkelried, Diego, 2015, "Calendar Effects in Latin American Stock Markets," Working Papers, Banco Central de Reserva del Perú, number 2015-008, Nov.