Report NEP-FMK-2014-06-14

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:

• Daniel L. Tortorice, 2014. "Equity Return Predictability, Time Varying Volatility and Learning About the Permanence of Shocks," Working Papers 70, Brandeis University, Department of Economics and International Business School.
• Amariei, Cosmina & Valiante, Diego, 2014. "The OTC derivatives markets after financial reforms," ECMI Papers 9283, Centre for European Policy Studies.
• Daniel A. Dias & Christine Richmond & Mark L. J. Wright, 2014. "The Stock of External Sovereign Debt: Can We Take the Data at ‘Face Value’?," Working Paper Series WP-2014-5, Federal Reserve Bank of Chicago.
• Timothy G. Ling & Pavel V. Shevchenko, 2014. "Historical Backtesting of Local Volatility Model using AUD/USD Vanilla Options," Papers 1406.2133, arXiv.org.
• Oliver D. Bunn & Robert J. Shiller, "undated". "Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013," Cowles Foundation Discussion Papers 1950, Cowles Foundation for Research in Economics, Yale University.
• Waldenström, Daniel, 2014. "Swedish stock and bond returns, 1856–2012," Working Paper Series 2014:5, Uppsala University, Department of Economics.
• Hasan, Zubair, 2014. "Basel Accords and Islamic banking: A critical evaluation," MPRA Paper 56446, University Library of Munich, Germany.