Printed from https://ideas.repec.org/n/nep-fmk/2013-08-10.html
Report NEP-FMK-2013-08-10
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Il Gu Yi & Gabjin Oh & Beom Jun Kim, 2013. "Fractality of profit landscapes and validation of time series models for stock prices," Papers 1308.1749, arXiv.org.
- Fei Ren & Wei-Xing Zhou, 2013. "Dynamic evolution of cross-correlations in the Chinese stock market," Papers 1308.1154, arXiv.org, revised Dec 2013.
- Dorival Le~ao & Alberto Ohashi & Vinicius Siqueira, 2013. "A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility," Papers 1308.1704, arXiv.org, revised Aug 2013.
- Zaiwen Wen & Xianhua Peng & Xin Liu & Xiaoling Sun & Xiaodi Bai, 2013. "Asset Allocation under the Basel Accord Risk Measures," Papers 1308.1321, arXiv.org.
- Lars P. Feld & Alexander Kalb & Marc-Daniel Moessinger & Steffen Osterloh, 2013. "Sovereign bond market reactions to fiscal rules and no-bailout clauses – The Swiss experience," Working Papers 2013/27, Institut d'Economia de Barcelona (IEB).