Report NEP-FMK-2010-12-18

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:

• Ross Levine, 2010. "The governance of financial regulation: reform lessons from the recent crisis," BIS Working Papers 329, Bank for International Settlements.
• Joao A. Bastos & Jorge Caiado, 2010. "Recurrence quantification analysis of global stock markets," CEMAPRE Working Papers 1006, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
• Long Kang & Simon H. Babbs, 2010. "Modelling Overnight and Daytime Returns Using a Multivariate GARCH-Copula Model," Caepr Working Papers 2010-008, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
• Koralai Kirabaeva, 2010. "Adverse Selection, Liquidity, and Market Breakdown," Staff Working Papers 10-32, Bank of Canada.
• Nikolaos Papanikolaou & Christian Wolff, 2010. "Leverage and risk in US commercial banking in the light of the current financial crisis," LSF Research Working Paper Series 10-12, Luxembourg School of Finance, University of Luxembourg.
• Hideyuki Takamizawa, 2010. "Term Structure Models Can Predict Interest Rate Volatility. But How?," Tsukuba Economics Working Papers 2010-008, Faculty of Humanities and Social Sciences, University of Tsukuba.
• Susan Black & Anella Munro, 2010. "Why issue bonds offshore?," BIS Working Papers 334, Bank for International Settlements.
• Ilhyock Shim & Haibin Zhu, 2010. "The impact of CDS trading on the bond market: evidence from Asia," BIS Working Papers 332, Bank for International Settlements.