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Report NEP-FMK-2016-05-28
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Eric Rosengren, 2016, "Are financial markets too pessimistic about the economy?: remarks as part of Central Connecticut State University's Distinguished Banking Lecture Series, April 18, 2016," Speech, Federal Reserve Bank of Boston, number 106, Apr.
- Dehua Shen & Xiao Li & Andrea Teglio & Wei Zhang, 2016, "The impact of information-based familiarity on the stock market," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/08.
- Kenichiro McAlinn & Asahi Ushio & Teruo Nakatsuma, 2016, "Volatility Forecasts Using Nonlinear Leverage Effects," Papers, arXiv.org, number 1605.06482, May, revised Dec 2017.
- Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner, 2016, "Has the pricing of stocks become more global?," BIS Working Papers, Bank for International Settlements, number 560, May.
- Jiao Li, 2016, "Trading VIX Futures under Mean Reversion with Regime Switching," Papers, arXiv.org, number 1605.07945, May, revised Jun 2016.