Report NEP-FMK-2016-05-28

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:

• Eric Rosengren, 2016. "Are financial markets too pessimistic about the economy?: remarks as part of Central Connecticut State University's Distinguished Banking Lecture Series, April 18, 2016," Speech 106, Federal Reserve Bank of Boston.
• Dehua Shen & Xiao Li & Andrea Teglio & Wei Zhang, 2016. "The impact of information-based familiarity on the stock market," Working Papers 2016/08, Economics Department, Universitat Jaume I, Castellón (Spain).
• Kenichiro McAlinn & Asahi Ushio & Teruo Nakatsuma, 2016. "Volatility Forecasts Using Nonlinear Leverage Effects," Papers 1605.06482, arXiv.org, revised Dec 2017.
• Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner, 2016. "Has the pricing of stocks become more global?," BIS Working Papers 560, Bank for International Settlements.
• Jiao Li, 2016. "Trading VIX Futures under Mean Reversion with Regime Switching," Papers 1605.07945, arXiv.org, revised Jun 2016.