Report NEP-FMK-2011-08-02

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:

• Avery, Christopher & Chevalier, Judith & Zeckhauser, Richard J., 2011. "The "CAPS" Prediction System and Stock Market Returns," Working Paper Series rwp11-028, Harvard University, John F. Kennedy School of Government.
• Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics 11/26, University of Canterbury, Department of Economics and Finance.
• Bhattacharyay, Biswa Nath, 2011. "Bond Market Development in Asia: An Empirical Analysis of Major Determinants," ADBI Working Papers 300, Asian Development Bank Institute.
• Leonidas Sandoval Junior, 2011. "A Map of the Brazilian Stock Market," Papers 1107.4146, arXiv.org, revised Mar 2013.