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Report NEP-FMK-2016-02-04
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:
- Park, Andreas & Sgroi, Daniel, 2016, "Herding and Contrarian Behavior in Financial Markets : An Experimental Analysis," CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA, number 17.
- Rui-Qi Han & Wen-Jie Xie & Xiong Xiong & Wei Zhang & Wei-Xing Zhou, 2016, "Market correlation structure changes around the Great Crash," Papers, arXiv.org, number 1602.00125, Jan.
- M. Fern'andez-Mart'inez & M. A S'anchez-Granero & Mar'ia Jos'e Mu~noz Torrecillas & Bill McKelvey, 2016, "A comparison among some Hurst exponent approaches to predict nascent bubbles in $500$ company stocks," Papers, arXiv.org, number 1601.04188, Jan.
- Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J., 2015, "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-38, Dec.
- Alessandro Beber & Daniela Fabbri & Marco Pagano & Saverio Simonelli, 2016, "Short-Selling Bans and Bank Stability," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1604, revised Dec 2017.
- Likuan Qin & Vadim Linetsky & Yutian Nie, 2016, "Long Forward Probabilities, Recovery and the Term Structure of Bond Risk Premiums," Papers, arXiv.org, number 1601.06477, Jan.
- Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB), 2015, "Asia Bond Monitor - June 2015," ADB Reports, Asian Development Bank (ADB), number RPS157395-2, Jun.
- Item repec:mod:wcefin:15112 is not listed on IDEAS anymore
- Dömötör, Barbara & Váradi, Kata, 2016, "Stress events in the Hungarian stock market," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2016/03, Jan.