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Report NEP-FMK-2018-07-30
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:
- Lettau, Martin & Pelger, Markus, 2018, "Factors that Fit the Time Series and Cross-Section of Stock Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13049, Jul.
- Michele Berardi, 2018, "Information aggregation and learning in a dynamic asset pricing model," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 241.
- Chandrashekar Kuyyamudi & Anindya S. Chakrabarti & Sitabhra Sinha, 2018, "Emergence of frustration signals systemic risk," Papers, arXiv.org, number 1807.02923, Jul.
- Alexey Vasilenko, 2018, "Should Central Banks Prick Asset Price Bubbles? An Analysis Based on a Financial Accelerator Model with an Agent-Based Financial Market," Bank of Russia Working Paper Series, Bank of Russia, number wps35, Jun.
- Giovanni Barone-Adesi & Chiara Legnazzi & Carlo Sala, 2018, "S&P 500 Index, an Option-Implied Risk Analysis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-29, Apr.
- Gross, Christian & Siklos, Pierre, 2018, "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," ESRB Working Paper Series, European Systemic Risk Board, number 78, Jul.
- Thomas Nitschka, 2018, "Did China's anti-corruption campaign affect the risk premium on stocks of global luxury goods firms?," Working Papers, Swiss National Bank, number 2018-09.
- Nyasha, Sheilla & Odhiambo, Nicholas M., 2018, "Determinants of the Brazilian stock market development," Working Papers, University of South Africa, Department of Economics, number 24248, Jun.