Report NEP-FMK-2018-06-18This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.
The following items were announced in this report:
- Òscar Jordà & Moritz Schularick & Alan M. Taylor & Felix Ward, 2018. "Global Financial Cycles and Risk Premiums," Working Paper Series 2018-5, Federal Reserve Bank of San Francisco.
- Jaccard, Ivan, 2018. "Asset pricing and the propagation of financial shocks," Working Paper Series 2150, European Central Bank.
- Babus, Ana & Kondor, Peter, 2018. "Trading and information diffusion in OTC markets," LSE Research Online Documents on Economics 88050, London School of Economics and Political Science, LSE Library.
- Kumari, Sujata, 2018. "Modelling Stock Return Volatility in India," MPRA Paper 86673, University Library of Munich, Germany.