Report NEP-FMK-2015-12-28

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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Item repec:gmf:wpaper:2015-19. is not listed on IDEAS anymore

• Chong, Terence Tai Leung & Lin, Shiyu, 2015, "Predictive Models for Disaggregate Stock Market Volatility," MPRA Paper, University Library of Munich, Germany, number 68460, Nov.
• Micha{l} Barski, 2015, "Asymptotic pricing in large financial markets," Papers, arXiv.org, number 1512.06582, Dec.
• Francisco Barillas & Jay Shanken, 2015, "Which Alpha?," NBER Working Papers, National Bureau of Economic Research, Inc, number 21698, Nov.
• Item repec:qmw:qmwecw:wp773 is not listed on IDEAS anymore

• Iryna Kaminska & Matt Roberts-Sklar, 2015, "A global factor in variance risk premia and local bond pricing," Bank of England working papers, Bank of England, number 576, Dec.
• Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2015, "Forward Guidance in the Yield Curve: Short Rates versus Bond Supply," NBER Working Papers, National Bureau of Economic Research, Inc, number 21750, Dec.
• Mario Tonveronachi, 2015, "Completing the Single Financial Market and New Fiscal Rules for the Euro Area," Economics One-Pager Archive, Levy Economics Institute, number op_51, Dec.
• Libin Yang & William Rea & Alethea Rea, 2015, "How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange," Papers, arXiv.org, number 1512.06486, Dec.