Report NEP-FMK-2011-09-05

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:

• Thomas Dimpfl & Robert Jung, 2011. "Financial market spillovers around the globe," Global Financial Markets Working Paper Series 20-2011, Friedrich-Schiller-University Jena.
• Cassola, Nuno & Hortacsu, Ali & Kastl, Jakub, 2011. "The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds," Working Paper Series 1374, European Central Bank.
• Becchetti, Leonardo & Ciciretti, Rocco, 2011. "Stock Market Reaction to the Global Financial Crisis: testing for the Lehman Brothers' Event," Sustainable Investment and Corporate Governance Working Papers 2011/3, Sustainable Investment Research Platform.
• Irina Stanga, 2011. "Sovereign and Bank Credit Risk during the Global Financial Crisis," DNB Working Papers 314, Netherlands Central Bank, Research Department.
• Susan Sunila Sharma & Paresh Kumar Narayan & Xinwei Zheng, 2011. "An analysis of firm and market volatility," Working Papers 2011_02, Deakin University, Department of Economics.
• Paresh Kumar Narayan & Seema Narayan, 2011. "Has the structural break slowed down growth rates of stock markets?," Working Papers 2011_10, Deakin University, Department of Economics.
• Jens Hilscher & Joshua M. Pollet & Mungo Wilson, 2011. "Are credit default swaps a sideshow? Evidence that Information Flows from Equity to CDS Markets," Working Papers 35, Brandeis University, Department of Economics and International Business School, revised May 2013.
• Item repec:wdi:papers:2010-1020 is not listed on IDEAS anymore

• Narayan, Paresh Kumar & Zhang, Zhichao & Zheng, Xinwei, 2011. "Some hypothesis on commonality in liquidity: new evidence from the Chinese stock market," Working Papers fe_2011_11, Deakin University, Department of Economics.
• Item repec:dkn:ecomet:fe_2011_04 is not listed on IDEAS anymore