Printed from https://ideas.repec.org/n/nep-fmk/2016-08-28.html
Report NEP-FMK-2016-08-28
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:
- Robert P. Bartlett, III & Justin McCrary, 2016, "How Rigged Are Stock Markets?: Evidence From Microsecond Timestamps," NBER Working Papers, National Bureau of Economic Research, Inc, number 22551, Aug.
- Ben Ammar, Semir, 2016, "Pricing of Catastrophe Risk and the Implied Volatility Smile," Working Papers on Finance, University of St. Gallen, School of Finance, number 1617, Jul.
- Falk Bräuning & Falko Fecht, 2016, "Relationship lending in the interbank market and the price of liquidity," Working Papers, Federal Reserve Bank of Boston, number 16-7, Jul.
- García, Juan Angel & Werner, Sebastian E. V., 2016, "Bond risk premia, macroeconomic factors and financial crisis in the euro area," Working Paper Series, European Central Bank, number 1938, Jul.