Report NEP-FMK-2015-10-04

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:

• Simas Kucinskas, 2015. "Aggregate Risk and Efficiency of Mutual Funds," Tinbergen Institute Discussion Papers 15-113/VI, Tinbergen Institute.
• Jerome H. Powell, 2015. "Structure and Liquidity in Treasury Markets : A speech at the Brookings Institution, Washington, D.C., August 3, 2015," Speech 861, Board of Governors of the Federal Reserve System (U.S.).
• Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista, 2015. "UK Term Structure Decompositions at the Zero Lower Bound," Working Papers 755, Queen Mary University of London, School of Economics and Finance.
• Gabriel Rodríguez, 2015. "Modeling Latin-American Stock Markets Volatility: Varying Probabilities and Mean Reversion in a Random Level Shifts Model," Documentos de Trabajo / Working Papers 2015-403, Departamento de Economía - Pontificia Universidad Católica del Perú.