Report NEP-FMK-2015-05-16

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:

• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2015. "Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios," Discussion Papers 15/06, Department of Economics, University of York.
• Hamdi, Helmi & Hakimi, Abdelaziz, 2015. "Did banks and financial markets developments lead to economic growth in MENA region? Evidence from Dynamic panel data estimation," MPRA Paper 64310, University Library of Munich, Germany.
• Shanuka Senarath, 2015. "Securitization and Credit Default Swaps (CDSs): Towards Diagnostic of the Fundamental Problem and Suggested Solutions," Proceedings of International Academic Conferences 1003072, International Institute of Social and Economic Sciences.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2015. "Carry and Trend Following Returns in the Foreign Exchange Market," Discussion Papers 15/07, Department of Economics, University of York.
• Andrea Beltratti & René M. Stulz, 2015. "Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis," NBER Working Papers 21150, National Bureau of Economic Research, Inc.
• Fatih Kiraz & Ozgur Uysal & Yakup Ergincan, 2015. "A New Risk Appetite Index and CDS spreads: Evidence from an Emerging Market," Proceedings of International Academic Conferences 1004032, International Institute of Social and Economic Sciences.