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Report NEP-FMK-2017-07-02
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:
- Grammig, Joachim & Küchlin, Eva-Maria, 2017, "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 17-01.
- Rajkamal Iyer & Marco Macchiavelli, 2017, "Primary Dealers' Behavior during the 2007-08 Crisis : Part I, Repo Runs," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2017-06-22-1, Jun, DOI: 10.17016/2380-7172.1996.
- Jaydip Sen & Tamal Datta Chaudhuri, 2017, "Decomposition of Time Series Data to Check Consistency between Fund Style and Actual Fund Composition of Mutual Funds," Papers, arXiv.org, number 1706.08361, May.