Report NEP-FMK-2016-08-07This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.
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 16-35, Bank of Canada.
- Jonathan Chiu & Cyril Monnet, 2016. "Relationships in the Interbank Market," Staff Working Papers 16-33, Bank of Canada.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2016. "Asymmetric volatility connectedness on forex markets," Papers 1607.08214, arXiv.org.
- Hatemi-J, Abdulnasser & Mustafa, Alan, 2016. "Testing for Financial Market Integration of the Chinese Market with the US Market," MPRA Paper 72733, University Library of Munich, Germany.
- José Soares da Fonseca, 2016. "International portfolio selection on European stock markets based on time-varying betas," GEMF Working Papers 2016-12, GEMF, Faculty of Economics, University of Coimbra.
- Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB), 2016. "Asia Bond Monitor - June 2016," ADB Reports RPS168158-2, Asian Development Bank (ADB).
- Naoshi Tsuchida & Toshiaki Watanabe & Toshinao Yoshiba, 2016. "The Intraday Market Liquidity of Japanese Government Bond Futures," IMES Discussion Paper Series 16-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
- Abramov Alexander, 2016. "Financial Markets and Financial Institutions in Russia in 2015," Published Papers ppaper-2016-265, Gaidar Institute for Economic Policy, revised 2016.