Report NEP-FMK-2018-02-05This 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:
- Sylvia Gottschalk, 2018. "A closed-form formula for pricing bonds between coupon payments," Papers 1801.06028, arXiv.org, revised Apr 2018.
- Schwandt, Hannes, 2018. "Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations," CEPR Discussion Papers 12562, C.E.P.R. Discussion Papers.
- Marcin Flotyński, 2017. "Basel III long-term liquidity standard in the context of the profitability of banks and volatility of their stock prices – quantitative analysis for the euro area," NBP Working Papers 274, Narodowy Bank Polski, Economic Research Department.
- Tomas Williams & Nathan Converse & Eduardo Levy-Yeyati, "undated". "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Working Papers 2018-1, The George Washington University, Institute for International Economic Policy.
- Jeromin Zettelmeyer & Christoph Trebesch, 2018. "ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds," Working Paper Series WP18-1, Peterson Institute for International Economics.