Report NEP-FMK-2012-05-02

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:

• Natascia Angelini & Giacomo Bormetti & Stefano Marmi & Franco Nardini, 2012. "Value matters: Predictability of Stock Index Returns," Papers 1204.5055, arXiv.org, revised Jul 2013.
• Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012. "Risk spillovers in international equity portfolios," Working Papers 2012-03, Swiss National Bank.
• Antonella Basso & Stefania Funari, 2012. "Socially responsible mutual funds: An efficiency comparison among the European countries," Working Papers 3, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
• Kentaro Kikuchi & Kohei Shintani, 2012. "Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data," IMES Discussion Paper Series 12-E-04, Institute for Monetary and Economic Studies, Bank of Japan.