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Report NEP-FMK-2017-08-27
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:
- Adam Wu, 2017, "Systematic Noise: Micro-movements in Equity Options Markets," Papers, arXiv.org, number 1708.06855, Aug.
- Celso Brunetti & Agostino Capponi & Christoph Frei, 2017, "Managing Counterparty Risk in OTC Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-083, Aug, DOI: 10.17016/FEDS.2017.083r1.
- Lucas Marc Fuhrer, 2017, "Liquidity in the Repo Market," Working Papers, Swiss National Bank, number 2017-06.