Printed from https://ideas.repec.org/n/nep-fmk/2016-09-25.html
Report NEP-FMK-2016-09-25
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:
- Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2016, "Why Does Idiosyncratic Risk Increase with Market Risk?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-13, Jul.
- Birru, Justin, 2016, "Day of the Week and the Cross-Section of Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-1, Jan.
- Minton, Bernadette A. & Schrand, Catherine M., 2016, "Institutional Investments in Pure Play Stocks and Implications for Hedging Decisions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-3, Jan.
- Huang, Jing-Zhi & Shi, Zhan, 2016, "Hedging Interest Rate Risk Using a Structural Model of Credit Risk," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-04, Feb.
- Russell Cooper & Antoine Camous, 2016, ""Whatever it takes" is all you need: monetary policy and debt fragility," 2016 Meeting Papers, Society for Economic Dynamics, number 863.
- David Sraer & Valentin Haddad, 2016, "The Banking View of Bond Risk Premia," 2016 Meeting Papers, Society for Economic Dynamics, number 814.
- Julien Guyon & Romain Menegaux & Marcel Nutz, 2016, "Bounds for VIX Futures given S&P 500 Smiles," Papers, arXiv.org, number 1609.05832, Sep, revised Jun 2017.
- Consiglio, Andrea & Lotfi, Somayyeh & Zenios, Stavros A., 2016, "Portfolio Diversification in the Sovereign Credit Swap Markets," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 16-06, Jul.
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2016, "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2016-10, Sep.