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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. Kwang Soo Cheong issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon.
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 1812.07369, arXiv.org.
- Fernando Alvarez & Andrew Atkeson, 2018. "The Risk of Becoming Risk Averse: A Model of Asset Pricing and Trade Volumes," Staff Report 577, Federal Reserve Bank of Minneapolis.
- Shihao Gu & Bryan Kelly & Dacheng Xiu, 2018. "Empirical Asset Pricing via Machine Learning," NBER Working Papers 25398, National Bureau of Economic Research, Inc.
- Laura Coroneo & Laura E. Jackson & Michael T. Owyang, 2018. "International Stock Comovements with Endogenous Clusters," Working Papers 2018-038, Federal Reserve Bank of St. Louis, revised 27 Mar 2020.
- Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio, 2018. "A macro-financial analysis of the corporate bond market," Working Paper Research 360, National Bank of Belgium.