Report NEP-FMK-2012-08-23

This 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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Lauren Cohen & Karl B. Diether & Christopher Malloy, 2012. "Legislating Stock Prices," NBER Working Papers 18291, National Bureau of Economic Research, Inc.
• Angyal (Apolzan), Carmen-Maria & Aniş, Cecilia–Nicoleta, 2012. "Stock Market Cycles and Future Trend Estimation," MPRA Paper 40332, University Library of Munich, Germany.
• Tinashe H. D. Kambadza & Zivanemoyo Chinzara, 2012. "Returns Correlation Structure and Volatility Spillovers Among the Major African Stock Markets," Working Papers 305, Economic Research Southern Africa.
• E. Otranto, 2012. "Spillover Effects in the Volatility of Financial Markets," Working Paper CRENoS 201217, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Daniela Osterrieder & Peter C. Schotman, 2012. "The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums," CREATES Research Papers 2012-35, Department of Economics and Business Economics, Aarhus University.
• Laura Jaramillo & Anke Weber, 2012. "Bond Yields in Emerging Economies; It Matters What State You Are In," IMF Working Papers 12/198, International Monetary Fund.
• Jochen R. Andritzky, 2012. "Government Bonds and their Investors; What Are the Facts and Do they Matter?," IMF Working Papers 12/158, International Monetary Fund.
• Dominique Guegan & Wayne Tarrant, 2012. "On the Necessity of Five Risk Measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00721339, HAL.
• Dominique Guegan & Wayne Tarrant, 2012. "Viewing Risk Measures as information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00721350, HAL.
• Lönnbark, Carl, 2012. "On the role of the estimation error in prediction of expected shortfall," Umeå Economic Studies 844, Umeå University, Department of Economics.