Printed from https://ideas.repec.org/n/nep-fmk/2016-05-08.html
Report NEP-FMK-2016-05-08
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:
- Jędrzej Białkowski & Ehud I. Ronn, 2016, "Financial Markets in the Face of the Apocalypse," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/14, Apr.
- Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-09.
- Wieladek, Tomasz & Uluc, Arzu, 2016, "Capital Requirements, Risk Shifting and the Mortgage Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11214, Apr.
- Wujiang Lou, 2016, "Gap Risk KVA and Repo Pricing: An Economic Capital Approach in the Black-Scholes-Merton Framework," Papers, arXiv.org, number 1604.05406, Apr, revised Oct 2016.
- Albert S. Kyle & Anna A. Obizhaeva & Tugkan Tuzun, 2016, "Microstructure Invariance in U.S. Stock Market Trades," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-034, Apr, DOI: 10.17016/FEDS.2016.034.
- Item repec:arx:papers:1604.04044 is not listed on IDEAS anymore