Report NEP-FMK-2018-04-09This 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:
- Glenn Boyle & Gerald Ward, 2018. "Do Better Informed Investors Always Do Better? A Buyback Puzzle," Working Papers in Economics 18/06, University of Canterbury, Department of Economics and Finance.
- Mahsa Ghorbani & Edwin K. P. Chong, 2018. "Stock Price Prediction using Principle Components," Papers 1803.05075, arXiv.org.
- Aslanidis, Nektarios, & Christiansen, Charlotte & Cipollini, Andrea & Bons -- Models matemàtics, 2018. "Predicting Bond Betas using Macro-Finance Variables," Working Papers 2072/306546, Universitat Rovira i Virgili, Department of Economics.
- Faria, Gonçalo & Verona, Fabio, 2018. "The equity risk premium and the low frequency of the term spread," Research Discussion Papers 7/2018, Bank of Finland.
- Gräb, Johannes & Kostka, Thomas, 2018. "Predicting risk premia in short-term interest rates and exchange rates," Working Paper Series 2131, European Central Bank.
- Allen, Franklin & Pástor, Luboš, 2018. "The Capital Markets Union: Key Challenges," CEPR Discussion Papers 12761, C.E.P.R. Discussion Papers.
- Dunne, Peter G., 2018. "Positive Liquidity Spillovers from Sovereign Bond-Backed Securities," Research Technical Papers 5/RT/18, Central Bank of Ireland.
- 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 3/RT/18, Central Bank of Ireland.
- Cronin, David & Dunne, Peter G., 2018. "How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device," Research Technical Papers 4/RT/18, Central Bank of Ireland.
- Abdelkader Derbali & Tarek Chebbi, 2018. "Dynamic Equicorrelation between S&P500 Index and S&P GSCI," Working Papers hal-01695995, HAL.