Report NEP-FMK-2014-03-15

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:

• Lawrence J. White, 2014. "The Basics of "Too Big to Fail"," Working Papers 14-07, New York University, Leonard N. Stern School of Business, Department of Economics.
• Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," Working Papers 14-07, Asociación Española de Economía y Finanzas Internacionales.
• Damien Challet & Ahmed Bel Hadj Ayed, 2014. "Do Google Trend data contain more predictability than price returns?," Papers 1403.1715, arXiv.org.
• Marcelo Yoshio Takam, 2014. "Short-Term Drivers Of Sovereign Cds Spreads," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 130, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Michael B. Walker, 2014. "Modelling Credit Default Swaps: Market-Standard Vs Incomplete-Market Models," Papers 1403.2060, arXiv.org.
• Julia Auckenthaler & Alexander Kupfer & Rupert Sendlhofer, 2014. "The impact of liquidity on inflation-linked bonds: A hypothetical indexed bonds approach," Working Papers 2014-05, Faculty of Economics and Statistics, Universität Innsbruck.
• Michele Fratianni & John Pattison, 2014. "Basel III, Clubs and Eurozone Asymmetries," Mo.Fi.R. Working Papers 94, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
• John Cotter & Niall O'Sullivan & Francesco Rossi, 2014. "The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market," Working Papers 201403, Geary Institute, University College Dublin.
• Wang, Dingyan & Chong, Terence Tai-Leung & Chan, Wing Hong, 2014. "Price Limits and Stock Market Volatility in China," MPRA Paper 54146, University Library of Munich, Germany.