Report NEP-FMK-2016-08-28This 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:
- Robert P. Bartlett, III & Justin McCrary, 2016. "How Rigged Are Stock Markets?: Evidence From Microsecond Timestamps," NBER Working Papers 22551, National Bureau of Economic Research, Inc.
- Ben Ammar, Semir, 2016. "Pricing of Catastrophe Risk and the Implied Volatility Smile," Working Papers on Finance 1617, University of St. Gallen, School of Finance.
- Falko Fecht & Falk Bräuning, 2016. "Relationship lending in the interbank market and the price of liquidity," Working Papers 16-7, Federal Reserve Bank of Boston, revised 14 Jul 2016.
- García, Juan Angel & Werner, Sebastian E. V., 2016. "Bond risk premia, macroeconomic factors and financial crisis in the euro area," Working Paper Series 1938, European Central Bank.