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Report NEP-FMK-2018-04-09
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:
- Glenn Boyle & Gerald Ward, 2018, "Do Better Informed Investors Always Do Better? A Buyback Puzzle," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/06, Apr.
- Mahsa Ghorbani & Edwin K. P. Chong, 2018, "Stock Price Prediction using Principle Components," Papers, arXiv.org, number 1803.05075, Mar.
- Aslanidis, Nektarios, & Christiansen, Charlotte & Cipollini, Andrea & Bons -- Models matemàtics, 2018, "Predicting Bond Betas using Macro-Finance Variables," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/306546.
- Item repec:bof:bofrdp:2018_007 is not listed on IDEAS anymore
- Gräb, Johannes & Kostka, Thomas, 2018, "Predicting risk premia in short-term interest rates and exchange rates," Working Paper Series, European Central Bank, number 2131, Feb.
- Pástor, Luboš & Allen, Franklin, 2018, "The Capital Markets Union: Key Challenges," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12761, Feb.
- Dunne, Peter G., 2018, "Positive Liquidity Spillovers from Sovereign Bond-Backed Securities," Research Technical Papers, Central Bank of Ireland, number 5/RT/18, Feb.
- De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2018, "Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment," Research Technical Papers, Central Bank of Ireland, number 3/RT/18, Feb.
- Cronin, David & Dunne, Peter G., 2018, "How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device," Research Technical Papers, Central Bank of Ireland, number 4/RT/18, Feb.
- Abdelkader Derbali & Tarek Chebbi, 2018, "Dynamic Equicorrelation between S&P500 Index and S&P GSCI," Working Papers, HAL, number hal-01695995, Jan.