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Report NEP-FMK-2017-05-14
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Alex Hsu & Francisco J. Palomino & Charles Qian, 2017, "The Decline in Asset Return Predictability and Macroeconomic Volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-050, May, DOI: 10.17016/FEDS.2017.050.
- Van Nieuwerburgh, Stijn & Vestman, Roine & Kaniel, Ron & Ibert, Markus, 2017, "Are Mutual Fund Managers Paid For Investment Skill?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12010, Apr.
- Swetava Ganguli & Jared Dunnmon, 2017, "Machine Learning for Better Models for Predicting Bond Prices," Papers, arXiv.org, number 1705.01142, Mar.
- Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2017, "Global Commodity Prices and Global Stock Volatility Shocks: Effects Across Countries," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-36, May.
- Beetsma, Roel & Lekniute, Zina & Ponds, Eduard, 2017, "U.S. municipal yields and unfunded state pension liabilities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11998, Apr.
- Tanweer Akram & Anupam Das, 2017, "The Dynamics of Government Bond Yields in the Eurozone," Economics Working Paper Archive, Levy Economics Institute, number wp_889, May.
- Yang Hu & Les Oxley, 2017, "Exuberance in Historical Stock Prices during the Mississippi and South Seas Bubble Episodes," Working Papers in Economics, University of Waikato, number 17/08, Jul.