Report NEP-FMK-2015-10-17

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:

• Jin Cheng & Meixing Dai & Frédéric Dufourt, 2015. "The banking crisis with interbank market freeze," Working Papers of BETA 2015-20, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Andreasen, Martin M & Meldrum, Andrew, 2015. "Dynamic term structure models: the best way to enforce the zero lower bound in the United States," Bank of England working papers 550, Bank of England.
• Chavaz, Matthieu & Flandreau, Marc, 2015. "‘High and dry’: the liquidity and credit of colonial and foreign government debt in the London Stock Exchange (1880–1910)," Bank of England working papers 555, Bank of England.
• Rodríguez, Gabriel & Tramontana, Roxana, 2015. "An Application of a Short Memory Model with Random Level Shifts to the Volatility of Latin American Stock Market Returns," Working Papers 2015-004, Banco Central de Reserva del Perú.
• Thakolsri, Supachok & Sethapramote, Yuthana & Jiranyakul, Komain, 2015. "Asymmetric volatility of the Thai stock market: evidence from high-frequency data," MPRA Paper 67181, University Library of Munich, Germany.
• Achal Awasthi & Oleg Malafeyev, 2015. "Is the Indian Stock Market efficient - A comprehensive study of Bombay Stock Exchange Indices," Papers 1510.03704, arXiv.org.