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Report NEP-FMK-2016-08-07
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:
- Peter Christoffersen & Bruno Feunou & Yoontae Jeon & Chayawat Ornthanalai, 2016, "Time-Varying Crash Risk: The Role of Stock Market Liquidity," Staff Working Papers, Bank of Canada, number 16-35, DOI: 10.34989/swp-2017-35.
- Jonathan Chiu & Cyril Monnet, 2016, "Relationships in the Interbank Market," Staff Working Papers, Bank of Canada, number 16-33, DOI: 10.34989/swp-2017-33.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2016, "Asymmetric volatility connectedness on forex markets," Papers, arXiv.org, number 1607.08214, Jul.
- Hatemi-J, Abdulnasser & Mustafa, Alan, 2016, "Testing for Financial Market Integration of the Chinese Market with the US Market," MPRA Paper, University Library of Munich, Germany, number 72733.
- José Soares da Fonseca, 2016, "International portfolio selection on European stock markets based on time-varying betas," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2016-12, Jul.
- Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB), 2016, "Asia Bond Monitor - June 2016," ADB Reports, Asian Development Bank (ADB), number RPS168158-2, Jun.
- Naoshi Tsuchida & Toshiaki Watanabe & Toshinao Yoshiba, 2016, "The Intraday Market Liquidity of Japanese Government Bond Futures," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 16-E-07, Jul.
- Abramov Alexander, 2016, "Financial Markets and Financial Institutions in Russia in 2015," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2016-265, revised 2016.