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Report NEP-FMK-2017-09-03
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:
- Davide Valenti & Giorgio Fazio & Bernardo Spagnolo, 2017, "The stabilizing effect of volatility in financial markets," Papers, arXiv.org, number 1708.08695, Aug.
- David Andolfatto & Aleksander Berentsen & Fernando M. Martin, 2017, "Money, Banking and Financial Markets," Working Papers, Federal Reserve Bank of St. Louis, number 2017-23, Aug, DOI: 10.20955/wp.2017.023.
- Kaniel, Ron & Ibert, Markus & Van Nieuwerburgh, Stijn & Vestman, Roine, 2017, "Are Mutual Fund Managers Paid For Investment Skill?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12241, Aug.
- Stavros Stavroyiannis, 2017, "Value-at-Risk and Expected Shortfall for the major digital currencies," Papers, arXiv.org, number 1708.09343, Aug.
- Kenneth D. Garbade & Frank M. Keane, 2017, "The Treasury Market Practices Group: creation and early initiatives," Staff Reports, Federal Reserve Bank of New York, number 822, Aug.
- Khan, Muhammad Kamran & Teng, Jian -Zhou & Parviaz, Javed & Chaudhary, Sunil Kumar, 2017, "Nexuses between economic factors and stock returns in China," MPRA Paper, University Library of Munich, Germany, number 81017, Aug, revised 21 Aug 2017.