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Report NEP-FMK-2017-02-05
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:
- Albert S. Kyle & Anna Obizhaeva & Nitish Ranjan Sinha & Tugkan Tuzun, 2017, "News Articles and Equity Trading," Working Papers, Center for Economic and Financial Research (CEFIR), number w0233, Jan.
- Santiago Gamba-Santamaria & Jose Eduardo Gomez-Gonzalez & Jorge Luis Hurtado-Guarin & Luis Fernando Melo-Velandia, 2017, "Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects," Borradores de Economia, Banco de la Republica de Colombia, number 983, Jan, DOI: 10.32468/be.983.
- Valentina Corradi & Walter Distaso & Antonio Mele, 2012, "Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-18, Feb.
- Torben G. Andersen & Oleg Bondarenko & Albert S. Kyle & Anna Obizhaeva, 2016, "Intraday Trading Invariance in the E-mini S&P 500 Futures Market," Working Papers, Center for Economic and Financial Research (CEFIR), number w0229, Mar.
- Suren Vardanyan, 2016, "Contagion in Experimental Financial Markets," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp580, Dec.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2017, "Asymmetric volatility connectedness on the forex market," KIER Working Papers, Kyoto University, Institute of Economic Research, number 956, Jan.
- Felix, Luiz & Kräussl, Roman & Stork, Philip, 2017, "Implied volatility sentiment: A tale of two tails," CFS Working Paper Series, Center for Financial Studies (CFS), number 565.
- Stephen Morris & Ilhyock Shim & Hyun Song Shin, 2017, "Redemption risk and cash hoarding by asset managers," BIS Working Papers, Bank for International Settlements, number 608, Jan.
- Albert S. Kyle & Anna Obizhaeva & Tugkan Tuzun, 2016, "Microstructure Invariance in U.S. Stock Market Trades," Working Papers, Center for Economic and Financial Research (CEFIR), number w0230, Apr.
- Ralph Sonenshine & Michael Cauvel, 2017, "Revisiting the Effect of Crude Oil Price Movements on US Stock Market Returns and Volatility," Working Papers, American University, Department of Economics, number 2017-01, DOI: 10.17606/gz94-d845.
- Ferber, Tim, 2016, "European banking regulation after the financial crisis: Franco-German conflict of interest during the negotiations on a single resolution fund," PIPE - Papers on International Political Economy, Free University Berlin, Center for International Political Economy, number 27/2016.
- Phiri, Andrew, 2017, "Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach," MPRA Paper, University Library of Munich, Germany, number 76542, Feb.