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Report NEP-FMK-2018-08-13
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:
- Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2018, "Does time-variation matter in the stochastic volatility components for G7 stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 062, Jul.
- Corrado Giulietti & Mirco Tonin & Michael Vlassopoulos, 2018, "When the market drives you crazy: Stock market returns and fatal car accidents," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS52, Jul.
- Jaros{l}aw Klamut & Tomasz Gubiec, 2018, "Directed Continuous-Time Random Walk with memory," Papers, arXiv.org, number 1807.01934, Jul.
- Spelta, Alessandro & Pecora, Nicolò & Flori, Andrea & Pammolli, Fabio, 2018, "Transition drivers and crisis signaling in stock markets," MPRA Paper, University Library of Munich, Germany, number 88127, Jul.