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Report NEP-FMK-2016-11-06
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:
- Schneider, Paul & Wagner, Christian & Zechner, Josef, 2016, "Low risk anomalies?," CFS Working Paper Series, Center for Financial Studies (CFS), number 550.
- Nils Detering & Thilo Meyer-Brandis & Konstantinos Panagiotou & Daniel Ritter, 2016, "Managing Default Contagion in Inhomogeneous Financial Networks," Papers, arXiv.org, number 1610.09542, Oct, revised Jan 2021.
- Zhongxing Wang & Yan Yan & Xiaosong Chen, 2016, "Long-range Correlation and Market Segmentation in Bond Market," Papers, arXiv.org, number 1610.09812, Oct.
- Angela Cipollone & Paolo E. Giordani, 2016, "When Entrepreneurs Meet Financiers: Evidence from the Business Angel Market," Working Papers CELEG, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1601.
- Ivan Guo & Gregoire Loeper, 2016, "Pricing Bounds for VIX Derivatives via Least Squares Monte Carlo," Papers, arXiv.org, number 1611.00464, Nov.
- Michaelides, Panayotis G. & Tsionas, Efthymios & Konstantakis, Konstantinos, 2016, "Financial Bubble Detection : A Non-Linear Method with Application to S&P 500," MPRA Paper, University Library of Munich, Germany, number 74477.
- Taro Ikeda, 2016, "Relume: A fractal analysis for the US stock market," Discussion Papers, Graduate School of Economics, Kobe University, number 1637, Oct.
- Ana Isabel Ramos Domingues & António de Melo da Costa Cerqueira & Elísio Fernando Moreira Brandão, 2016, "Idiosyncratic Volatility and Earnings Quality: Evidence from United Kingdom," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 579, Oct.
- Toshiyuki Sakiyama & Tetsuya Yamada, 2016, "Market Liquidity and Systemic Risk in Government Bond Markets: A Network Analysis and Agent-Based Model Approach," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 16-E-13, Oct.