Report NEP-FMK-2014-06-22

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:

• Doriana Ruffino, 2014. "A Robust Capital Asset Pricing Model," Finance and Economics Discussion Series 2014-01, Board of Governors of the Federal Reserve System (U.S.).
• Ovidiu Racorean, 2014. "Decoding Stock Market Behavior with the Topological Quantum Computer," Papers 1406.3531, arXiv.org.
• Charles Cao & Bing Liang & Andrew W. Lo & Lubomir Petrasek, 2014. "Hedge fund holdings and stock market efficiency," Finance and Economics Discussion Series 2014-36, Board of Governors of the Federal Reserve System (U.S.).
• Stefania D'Amico & Don H. Kim & Min Wei, 2014. "Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices," Finance and Economics Discussion Series 2014-24, Board of Governors of the Federal Reserve System (U.S.).
• Item repec:hal:wpaper:hal-01006405 is not listed on IDEAS anymore

• James M. O'Brien & Pawel J. Szerszen, 2014. "An Evaluation of Bank VaR Measures for Market Risk During and Before the Financial Crisis," Finance and Economics Discussion Series 2014-21, Board of Governors of the Federal Reserve System (U.S.).
• Javed I. Ahmed, 2014. "Competition in lending and credit ratings," Finance and Economics Discussion Series 2014-23, Board of Governors of the Federal Reserve System (U.S.).
• Ricardo Correa & Horacio Sapriza, 2014. "Sovereign Debt Crises," International Finance Discussion Papers 1104, Board of Governors of the Federal Reserve System (U.S.).
• Waldenström, Daniel, 2014. "Swedish Stock and Bond Returns, 1856–2012," Working Paper Series 1027, Research Institute of Industrial Economics.