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Report NEP-FMK-2018-05-28
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:
- Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2018, "Why Has Idiosyncratic Risk Been Historically Low in Recent Years?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-02, Jan.
- Birru, Justin & Gokkaya, Sinan & Liu, Xi, 2018, "Capital Market Anomalies and Quantitative Research," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-07, Mar.
- Lettau, Martin & Pelger, Markus, 2018, "Estimating Latent Asset-Pricing Factors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12926, May.
- Amanah Ramadiah & Domenico Di Gangi & D. Ruggiero Lo Sardo & Valentina Macchiati & Tuan Pham Minh & Francesco Pinotti & Mateusz Wilinski & Paolo Barucca & Giulio Cimini, 2018, "Network Sensitivity of Systemic Risk," Papers, arXiv.org, number 1805.04325, May, revised Jun 2020.
- Cuneyt Akcora & Matthew Dixon & Yulia Gel & Murat Kantarcioglu, 2018, "Bitcoin Risk Modeling with Blockchain Graphs," Papers, arXiv.org, number 1805.04698, May.
- Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2018, "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," Working Papers, University of Pretoria, Department of Economics, number 201830, May.
- Elias Albagli & Luis Ceballos & Sebastián Claro & Damian Romero, 2018, "Channels of US monetary policy spillovers to international bond markets," BIS Working Papers, Bank for International Settlements, number 719, May.
- Marco Bardoscia & Ginestra Bianconi & Gerardo Ferrara, 2018, "Multiplex network analysis of the UK OTC derivatives market," Bank of England working papers, Bank of England, number 726, May.