Report NEP-FMK-2012-11-11

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:

• Jennie Bai & Thomas Philippon & Alexi Savov, 2012. "Have financial markets become more informative?," Staff Reports 578, Federal Reserve Bank of New York.
• David E Allen & Abhay K Singh & Robert J Powell & Michael McAleer & James Taylor & Lyn Thomas, 2012. "The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions," KIER Working Papers 831, Kyoto University, Institute of Economic Research.
• Roger Farmer, 2012. "The Stock Market Crash of 2008 Caused the Great Recession," 2012 Meeting Papers 145, Society for Economic Dynamics.
• Alessia Naccarato & Andrea Pierini, 2012. "Multivariate statistical analysis for portfolio selection of italian stock market," Departmental Working Papers of Economics - University 'Roma Tre' 0166, Department of Economics - University Roma Tre.
• Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon, 2012. "The Risk Map: A New Tool for Validating Risk Models," Working Papers halshs-00746273, HAL.
• Christophe Hurlin & Christophe Pérignon, 2012. "Margin Backtesting," Working Papers halshs-00746274, HAL.
• Sylvain Benoît & Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon, 2013. "A Theoretical and Empirical Comparison of Systemic Risk Measures," Working Papers halshs-00746272, HAL.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," KIER Working Papers 832, Kyoto University, Institute of Economic Research.
• Watanagase, Tarisa, 2012. "Impact of Changes in the Global Financial Regulatory Landscape on Asian Emerging Markets," ADBI Working Papers 391, Asian Development Bank Institute.
• Tischer, Sven, 2012. "Measuring the impact of critical incidents on brand personality," SFB 649 Discussion Papers 2012-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Item repec:hum:wpaper:sfb649dp2012-063 is not listed on IDEAS anymore