Printed from https://ideas.repec.org/n/nep-fmk/2016-10-02.html
Report NEP-FMK-2016-10-02
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:
- Giuseppe Mastromatteo & Giuseppe Mastromatteo, 2016, "Minsky at Basel: A Global Cap to Build an Effective Postcrisis Banking Supervision Framework," Economics Working Paper Archive, Levy Economics Institute, number wp_875, Sep.
- Hannes Hoffmann & Thilo Meyer-Brandis & Gregor Svindland, 2016, "Risk-Consistent Conditional Systemic Risk Measures," Papers, arXiv.org, number 1609.07897, Sep.
- Veldkamp, Laura & Boyarchenko, Nina & Lucca, David, 2016, "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11518, Sep.
- Nicholas Apergis & Matteo Bonato & Rangan Gupta & Clement Kyei, 2016, "Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201671, Sep.
- Dan Pirjol & Lingjiong Zhu, 2016, "Short Maturity Asian Options in Local Volatility Models," Papers, arXiv.org, number 1609.07559, Sep.
- Masazumi Hattori & Ilhyock Shim & Yoshihiko Sugihara, 2016, "Volatility Contagion across the Equity Markets of Developed and Emerging Market Economies," ADBI Working Papers, Asian Development Bank Institute, number 590, Sep.
- Tommasino, Pietro & Cappelletti, Giuseppe & Guazzarotti, Giovanni, 2016, "The stock market effects of a securities transaction tax: quasi-experimental evidence from Italy," Working Paper Series, European Central Bank, number 1949, Aug.