Report NEP-FMK-2017-05-07

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:

• Umberto Cherubini & Paolo Neri, 2017. "Value-at-Risk Diversification of $\alpha$-stable Risks: The Tail-Dependence Puzzle," Papers 1704.07235, arXiv.org.
• Jakree Koosakul & Ilhyock Shim, 2017. "The beneficial aspect of FX volatility for market liquidity," BIS Working Papers 629, Bank for International Settlements.
• Fabiano Schivardi & Enrico Sette & Guido Tabellini, 2017. "Credit Misallocation During the European Financial Crisis," Working Papers 600, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Shahzad, Syed Jawad Hussain & Raza, Naveed & Shahbaz, Muhammad & Ali, Azwadi, 2017. "Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States," MPRA Paper 78595, University Library of Munich, Germany, revised 15 Apr 2017.
• Tatsuo Tanaka, 2017. "Effect of Flaming on Stock Price: Case of Japan," Keio-IES Discussion Paper Series 2017-003, Institute for Economics Studies, Keio University.