Report NEP-FMK-2018-01-08This 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.
The following items were announced in this report:
- Mila Getmansky & Ravi Jagannathan & Loriana Pelizzon & Ernst Schaumburg & Darya Yuferova, 2017. "Stock Price Crashes: Role of Slow-Moving Capital," NBER Working Papers 24098, National Bureau of Economic Research, Inc.
- Bruno Feunou & Ricardo Lopez Aliouchkin & Roméo Tedongap & Lai Xi, 2017. "Variance Premium, Downside Risk and Expected Stock Returns," Staff Working Papers 17-58, Bank of Canada.
- Benjamin Bennett & René Stulz & Zexi Wang, 2017. "Does the Stock Market Make Firms More Productive?," NBER Working Papers 24102, National Bureau of Economic Research, Inc.
- Maarten van Oordt, 2017. "Credit Risk Transfer and Bank Insolvency Risk," Staff Working Papers 17-59, Bank of Canada.
- Antoine Bouveret, 2017. "Liquidity Stress Tests for Investment Funds: A Practical Guide," IMF Working Papers 17/226, International Monetary Fund.
- Sami Ben Naceur & Caroline Roulet, 2017. "Basel III and Bank-Lending: Evidence from the United States and Europe," IMF Working Papers 17/245, International Monetary Fund.
- Luis Catão & Valeriya Dinger & Daniel Marcel te Kaat, 2017. "International Financial Integration and Funding Risks: Bank-Level Evidence from Latin America," IMF Working Papers 17/224, International Monetary Fund.