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Report NEP-FMK-2018-09-24
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:
- Hugonnier, Julien & Cvitanic, Jaksa, 2018, "Optimal fund menus," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13127, Aug.
- Niels Hermes & Marek Hudon, 2018, "Determinants of the Performance of Microfinance Institutions: A Systematic Review," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 18-024, Jun.
- Benjamin R. Auer & Horst Rottmann, 2018, "Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?," CESifo Working Paper Series, CESifo, number 7204.
- Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Getmansky Sherman, Mila & Yuferova, Darya, 2021, "Recovery from fast crashes: Role of mutual funds," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 227, revised 2021, DOI: 10.2139/ssrn.3239440.
- Alexander Berglund & Massimo Guidolin & Manuela Pedio, 2018, "Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1884.
- Jaskowski, M. & McAleer, M.J., 2018, "Spurious Cross-Sectional Dependence in Credit Spread Changes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 208-34, Aug.
- Girardi, Giulio & Hanley, Kathleen Weiss & Nikolova, Stanislava & Pelizzon, Loriana & Getmansky, Mila, 2018, "Portfolio similarity and asset liquidation in the insurance industry," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 224, DOI: 10.2139/ssrn.3239362.