Printed from https://ideas.repec.org/n/nep-fmk/2015-09-11.html
Report NEP-FMK-2015-09-11
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Robert F. Stambaugh & Yu Yuan, 2015. "Mispricing Factors," NBER Working Papers 21533, National Bureau of Economic Research, Inc.
- Luis Catão & Rui Mano, 2015. "Default Premium," IMF Working Papers 15/167, International Monetary Fund.
- Aurelio F. Bariviera & Luciano Zunino & M. Belen Guercio & Lisana B. Martinez & Osvaldo A. Rosso, 2015. "Efficiency and credit ratings: a permutation-information-theory analysis," Papers 1509.01839, arXiv.org.
- Thomas Bollinger & Axel Kind, 2015. "Risk Premiums in the Cross-Section of Commodity Convenience Yields," Working Paper Series of the Department of Economics, University of Konstanz 2015-17, Department of Economics, University of Konstanz.
- Wagner, Alexander F. & Schrimpf, Paul & Schmidt, Peter S. & von Arx, Urs & Ziegler, Andreas, 2015. "Size and Momentum Profitability in International Stock Markets," CEPR Discussion Papers 10804, C.E.P.R. Discussion Papers.
- Christian H Ebeke & Annette J Kyobe, 2015. "Global Financial Spillovers to Emerging Market Sovereign Bond Markets," IMF Working Papers 15/141, International Monetary Fund.