Printed from https://ideas.repec.org/n/nep-fmk/2016-09-25.html
Report NEP-FMK-2016-09-25
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.
Other reports in NEP-FMK
The following items were announced in this report:
- Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2016. "Why Does Idiosyncratic Risk Increase with Market Risk?," Working Paper Series 2016-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Birru, Justin, 2016. "Day of the Week and the Cross-Section of Returns," Working Paper Series 2016-1, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Minton, Bernadette A. & Schrand, Catherine M., 2016. "Institutional Investments in Pure Play Stocks and Implications for Hedging Decisions," Working Paper Series 2016-3, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Huang, Jing-Zhi & Shi, Zhan, 2016. "Hedging Interest Rate Risk Using a Structural Model of Credit Risk," Working Paper Series 2016-04, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Russell Cooper & Antoine Camous, 2016. ""Whatever it takes" is all you need: monetary policy and debt fragility," 2016 Meeting Papers 863, Society for Economic Dynamics.
- David Sraer & Valentin Haddad, 2016. "The Banking View of Bond Risk Premia," 2016 Meeting Papers 814, Society for Economic Dynamics.
- Julien Guyon & Romain Menegaux & Marcel Nutz, 2016. "Bounds for VIX Futures given S&P 500 Smiles," Papers 1609.05832, arXiv.org, revised Jun 2017.
- Consiglio, Andrea & Lotfi, Somayyeh & Zenios, Stavros A., 2016. "Portfolio Diversification in the Sovereign Credit Swap Markets," Working Papers 16-06, University of Pennsylvania, Wharton School, Weiss Center.
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2016. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series auwp2016-10, Department of Economics, Auburn University.