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Report NEP-FMK-2019-02-25
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:
- Martin, Ian & Gao, Can, 2019, "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13454, Jan.
- Sina Ehsani & Juhani T. Linnainmaa, 2019, "Factor Momentum and the Momentum Factor," NBER Working Papers, National Bureau of Economic Research, Inc, number 25551, Feb.
- Stephen G. Dimmock & Neng Wang & Jinqiang Yang, 2019, "The Endowment Model and Modern Portfolio Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 25559, Feb.
- Bulut, Levent & Rizvanoghlu, Islam, 2019, "Is Gold a Safe Haven? International Evidence revisited," MPRA Paper, University Library of Munich, Germany, number 91957, Jan.
- Shapiro, Joel & Josephson, Jens, 2019, "Credit Ratings and Structured Finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13534, Feb.
- Zvezdin, Nikolay, 2019, "Tranched Value Securities," MPRA Paper, University Library of Munich, Germany, number 92302, Feb.
- Boyarchenko, Nina & Costello, Anna & Shachar, Or, 2019, "The Long and Short of It: The Post-Crisis Corporate CDS Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13535, Feb.
- Lasko Basnarkov & Viktor Stojkoski & Zoran Utkovski & Ljupco Kocarev, 2019, "Correlation Patterns in Foreign Exchange Markets," Papers, arXiv.org, number 1902.06483, Feb, revised Feb 2019.
- Josefin Meyer & Carmen M. Reinhart & Christoph Trebesch, 2019, "Sovereign Bonds since Waterloo," CESifo Working Paper Series, CESifo, number 7506.
- Marlene Amstad & Zhiguo He, 2019, "Chinese Bond Market and Interbank Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 25549, Feb.
- Chong, Terence Tai Leung & Kwok, Stanley, 2019, "The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market," MPRA Paper, University Library of Munich, Germany, number 92185, Feb.