Report NEP-FMK-2015-06-05

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:

• Olivier Le Marois & Julia Mikhalevsky & Raphaël Douady, 2014. "Extreme Risk, excess return and leverage: the LP formula," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01151376, HAL.
• Simonov, Andrei & Bodnaruk, Andriy & Chokaev, Bekhan, 2015. "Downside Risk Timing by Mutual Funds," CEPR Discussion Papers 10639, C.E.P.R. Discussion Papers.
• Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01110688, HAL.
• Ahmet Sensoy, 2015. "Systemic Risk in Conventional vs Islamic Equity Markets," Working Paper 28, Research and Business Development Department, Borsa Istanbul.