Report NEP-FMK-2019-01-07This 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:
- Lettau, Martin & Ludvigson, Sydney & Manoel, Paulo, 2018. "Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?," CEPR Discussion Papers 13395, C.E.P.R. Discussion Papers.
- Andrea Bastianin & Matteo Manera, 2018. "How does stock market volatility react to oil shocks?," Papers 1811.03820, arXiv.org.
- Chiaki Hara, 2018. "Equilibrium Prices of the Market Portfolio in the CAPM with Incomplete Financial Markets," KIER Working Papers 1005, Kyoto University, Institute of Economic Research.
- Peter Kondor & Gabor Pinter, 2018. "Private Information and Client Connections in Government Bond Markets," Discussion Papers 1901, Centre for Macroeconomics (CFM).
- Jie Zhou, 2018. "Household Stock Market Participation During the Great Financial Crisis," Departmental Working Papers 2018-02, The University of Winnipeg, Department of Economics.
- Jeanne Amar & Jean-Francois Carpantier & Christelle Lecourt, 2018. "GCC Sovereign Wealth Funds: Why do they Take Control?," Working Papers halshs-01936882, HAL.
- Leo de Haan & Robert Vermeulen, 2018. "The impact of sovereign debt ratings on euro area cross-border holdings of euro area sovereign debt," DNB Working Papers 620, Netherlands Central Bank, Research Department.