Printed from https://ideas.repec.org/n/nep-fmk/2016-12-04.html
Report NEP-FMK-2016-12-04
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:
- Item repec:bof:bofrdp:2016_029 is not listed on IDEAS anymore
- Tetsuya Takaishi, 2016, "Multiple Time Series Ising Model for Financial Market Simulations," Papers, arXiv.org, number 1611.08088, Nov.
- anmol bhandari & Hengjie Ai, 2016, "Asset Pricing with Endogenously Uninsurable Tail Risks," 2016 Meeting Papers, Society for Economic Dynamics, number 1523.
- Byrne, JP & Cao, S & Korobilis, D, 2016, "Decomposing Global Yield Curve Co-Movement," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 18194, May.
- Ødegaard, Bernt Arne, 2016, "Bond Liquidity at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance, University of Stavanger, number 2016/16, Nov.
- Fang Cai & Song Han & Dan Li & Yi Li, 2016, "Institutional Herding and Its Price Impact : Evidence from the Corporate Bond Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-091, Oct, DOI: 10.17016/FEDS.2016.091.