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Report NEP-FMK-2019-12-23
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:
- Mohamed CHIKHI & Claude DIEBOLT & Tapas MISHRA, 2019, "Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-43.
- Naji Massad & Jørgen Vitting Andersen, 2019, "Defining an intrinsic "stickiness" parameter of stock price returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-02385901, Oct.
- V. Sasidevan & Nils Bertschinger, 2019, "Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches," Papers, arXiv.org, number 1912.05273, Dec.
- Arpit Gupta & Stijn Van Nieuwerburgh, 2019, "Valuing Private Equity Strip by Strip," NBER Working Papers, National Bureau of Economic Research, Inc, number 26514, Nov.
- Sai Srikar Nimmagadda & Pawan Sasanka Ammanamanchi, 2019, "BitMEX Funding Correlation with Bitcoin Exchange Rate," Papers, arXiv.org, number 1912.03270, Nov.
- Anastasios Demertzidis, 2019, "Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201932.
- Prats Albentosa, María Asuncíon & Sandoval, Beatriz, 2019, "Does stock market capitalization cause GDP? A causality study for Central and Eastern European countries," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-64.
- Saculsan, Phoebe & Kanamura, Takashi, 2019, "Examining risk and return profiles of renewable energy investment in developing countries: The Case of the Philippines," MPRA Paper, University Library of Munich, Germany, number 97473, Dec.