Printed from https://ideas.repec.org/n/nep-fmk/2017-06-11.html
Report NEP-FMK-2017-06-11
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:
- Amalia Morales-Zumaquero & Simón Sosvilla-Rivero, 2017, "Volatility spillovers between foreing-exchange and stock markets," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1702.
- Jean-Pierre Fouque & Yuri F. Saporito, 2017, "Heston Stochastic Vol-of-Vol Model for Joint Calibration of VIX and S&P 500 Options," Papers, arXiv.org, number 1706.00873, Jun.
- Item repec:tky:fseres:2016cf1050 is not listed on IDEAS anymore
- Paola Cerchiello & Giancarlo Nicola & Samuel Rönnqvist & Peter Sarlin, 2017, "Deep Learning Bank Distress from News and Numerical Financial Data," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 140, May.
- Daniel Garrett & Andrey Ordin & James W. Roberts & Juan Carlos Suárez Serrato, 2017, "Tax Advantages and Imperfect Competition in Auctions for Municipal Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 23473, Jun.