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Report NEP-FMK-2019-01-21
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:
- Sebastian M. Krause & Jonas A. Fiegen & Thomas Guhr, 2018, "Emergence of stylized facts during the opening of stock markets," Papers, arXiv.org, number 1812.07369, Dec.
- Fernando Alvarez & Andrew Atkeson, 2018, "The Risk of Becoming Risk Averse: A Model of Asset Pricing and Trade Volumes," Staff Report, Federal Reserve Bank of Minneapolis, number 577, Dec, DOI: 10.21034/sr.577.
- Shihao Gu & Bryan Kelly & Dacheng Xiu, 2018, "Empirical Asset Pricing via Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 25398, Dec.
- Laura Coroneo & Laura E. Jackson & Michael T. Owyang, 2018, "International Stock Comovements with Endogenous Clusters," Working Papers, Federal Reserve Bank of St. Louis, number 2018-038, Oct, revised 27 Mar 2020, DOI: 10.20955/wp.2018.038.
- Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio, 2018, "A macro-financial analysis of the corporate bond market," Working Paper Research, National Bank of Belgium, number 360, Dec.