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Report NEP-FMK-2017-03-26
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:
- Nektarios Aslanidis & Charlotte Christiansen & Andrea Cipollini, 2017, "Predicting Bond Betas using Macro-Finance Variables," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-01, Jan.
- Leonardo dos Santos Pinheiro & Flavio Codeco COelho, 2017, "An Agent-based Model of Contagion in Financial Networks," Papers, arXiv.org, number 1703.07513, Mar.
- Amir Akbari & Francesca Carrieri & Aytek Malkhozov, 2017, "Reversals in Global Market Integration and Funding Liquidity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1202, Mar, DOI: 10.17016/IFDP.2017.1202.
- Wei Lin & Shenghong Li & Shane Chern, 2017, "Pricing VIX Derivatives With Free Stochastic Volatility Model," Papers, arXiv.org, number 1703.06020, Mar.
- Mehmet Balcilar & Deven Bathia & Riza Demirer & Rangan Gupta, 2017, "Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201719, Mar.
- Hanedar, Avni Önder & Hanedar, Elmas Yaldız, 2017, "Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910-1914," eabh Papers, The European Association for Banking and Financial History (EABH), number 17-02.