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Report NEP-FMK-2016-01-03
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:
- Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michel McAleer & Teodosio Pérez-Amaral, 2015, "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-133/III, Dec.
- Carlos Le�n & Constanza Mart�nez & Freddy Cepeda, 2015, "Short-Term Liquidity Contagion in the Interbank Market," Borradores de Economia, Banco de la Republica, number 14167, Dec.
- Mikhail V. Oet & Stephen J. Ong, 2015, "From Organization to Activity in the US Collateralized Interbank Market," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1529, Dec, DOI: 10.26509/frbc-wp-201529.
- Wolff, Christian & Masror Khah, Sara Abed, 2015, "The Determinants of CoCo Bond Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10996, Dec.