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Report NEP-FMK-2017-04-30
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:
- Raddant, Matthias & Kenett, Dror Y., 2017, "Interconnectedness in the global financial market," Kiel Working Papers, Kiel Institute for the World Economy, number 2076.
- José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017, "Volatility Risk Premia and Future Commodity Returns," Working Papers Series, Central Bank of Brazil, Research Department, number 455, Apr.
- Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2017, "Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201728, Apr.
- Wagner, Alexander F. & Zeckhauser, Richard J. & Siegler, Alexandre, 2017, "Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp17-005, Feb.