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Report NEP-FMK-2016-07-09
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:
- Geert Dhaene & Piet Sercu & Jianbin Wu, 2016, "The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 544332, Jun.
- Chiaki Hara & Toshiki Honda, 2016, "Mutual Fund Theorem for Ambiguity-Averse Investors and the Optimality of the Market Portfolio," KIER Working Papers, Kyoto University, Institute of Economic Research, number 943, Jun.
- Tiziano Squartini & Assaf Almog & Guido Caldarelli & Iman van Lelyveld & Diego Garlaschelli & Giulio Cimini, 2016, "Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks," Papers, arXiv.org, number 1606.07684, Jun, revised Sep 2017.
- Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda, 2016, "A multilayer approach for price dynamics in financial markets," Papers, arXiv.org, number 1606.09194, Jun.
- Lubos Komarek & Kristyna Ters & Jorg Urban, 2016, "Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion," Working Papers, Czech National Bank, Research and Statistics Department, number 2016/04, Jun.