Report NEP-FMK-2016-01-18

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:

• Elise Gourier, 2016. "Pricing of Idiosyncratic Equity and Variance Risks," Working Papers 781, Queen Mary University of London, School of Economics and Finance.
• Anatoliy Swishchuk & Nelson Vadori, 2016. "A Semi-Markovian Modeling of Limit Order Markets," Papers 1601.01710, arXiv.org.
• Matt V. Leduc & Sebastian Poledna & Stefan Thurner, 2016. "Systemic Risk Management in Financial Networks with Credit Default Swaps," Papers 1601.02156, arXiv.org, revised Oct 2017.
• Juan Carlos Cuestas & Luis A. Gil-Alana, 2016. "Oil shocks on unemployment in Central and Eastern Europe," Faculty Working Papers 01/16, School of Economics and Business Administration, University of Navarra.
• Xing Li & Tian Qiu & Guang Chen & Li-Xin Zhong & Xiong-Fei Jiang, 2016. "Geography and distance effect on financial dynamics in the Chinese stock market," Papers 1601.01753, arXiv.org, revised Mar 2016.
• Jaydip Sen & Tamal Datta Chaudhuri, 2016. "Decomposition of Time Series Data of Stock Markets and its Implications for Prediction: An Application for the Indian Auto Sector," Papers 1601.02407, arXiv.org.