Report NEP-FMK-2018-04-30
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:
- German Forero-Laverde, 2018, "A New Indicator for Describing Bull and Bear Markets," Working Papers, European Historical Economics Society (EHES), number 0129, Apr.
- Carlos Francisco Alves & Duarte André de Castro Reis, 2018, "Evidence of Idiosyncratic Seasonality in ETFs Performance," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 603, Apr.
- David Lee, 2018, "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Working Papers, HAL, number hal-01758922, Apr.
- Patrick Augustin & Mikhail Chernov & Dongho Song, 2018, "Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads," NBER Working Papers, National Bureau of Economic Research, Inc, number 24506, Apr.
- Thomadakis, Apostolos, 2018, "The European ETF Market: What can be done better?," ECMI Papers, Centre for European Policy Studies, number 13604, Apr.
- Yi Huang & Ugo Panizza & Richard Portes, 2018, "Corporate Foreign Bond Issuance and Interfirm Loans in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 24513, Apr.
Printed from https://ideas.repec.org/n/nep-fmk/2018-04-30.html