Printed from https://ideas.repec.org/n/nep-fmk/2016-03-17.html
Report NEP-FMK-2016-03-17
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:
- Item repec:bfi:wpaper:1 is not listed on IDEAS anymore
- Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda, 2016, "Order Book, Financial Markets and Self-Organized Criticality," Papers, arXiv.org, number 1602.08270, Feb.
- Santiago Gamba Santamar�a & Oscar Fernando Jaul�n M�ndez & Luis Fernando Melo Velandia & Carlos Andr�s Quicaz�n Moreno, 2016, "Comparison of Methods for Estimating the Uncertainty of Value at Risk," Borradores de Economia, Banco de la Republica, number 14263, Feb.
- Dieter Schumacher, 2016, "The Integration of International Financial Markets: An Attempt to Quantify Contagion in an Input-Output-Type Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1554.
- Zaghini, Andrea, 2016, "Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?," CFS Working Paper Series, Center for Financial Studies (CFS), number 530.
- Guillaume Horny & M. Manganelli & Benoit Mojon, 2016, "Measuring Financial Fragmentation in the Euro Area Corporate Bond Market," Working papers, Banque de France, number 582.
- Tariq Aziz & Valeed Ahmad Ansari, 2016, "Idiosyncratic risk and stock returns: a quantile regression approach," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 3205769, Mar.