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Report NEP-FMK-2019-04-29
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:
- Dötz, Niko & Weth, Mark, 2019, "Redemptions and asset liquidations in corporate bond funds," Discussion Papers, Deutsche Bundesbank, number 11/2019.
- Erik Kole & Reza Brink, , "Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-029/IV.
- Fajardo, José, 2019, "Bitcoin's return behaviour: What do We know so far?," MPRA Paper, University Library of Munich, Germany, number 93353, Apr, revised 16 Apr 2019.
- Akihiko Noda, 2019, "On the Evolution of Cryptocurrency Market Efficiency," Papers, arXiv.org, number 1904.09403, Apr, revised Jul 2020.
- Belke, Ansgar & Gros, Daniel, 2019, "QE in the euro area: Has the PSPP benefited peripheral bonds?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 803, DOI: 10.4419/86788931.
- Eo, Yunjong & Kang, Kyu Ho, 2019, "The Effects of Conventional and Unconventional Monetary Policy on Forecasting the Yield Curve," Working Papers, University of Sydney, School of Economics, number 2019-08, Apr, revised Nov 2019.
- Ghosh, Sunandan & Kundu, Srikanta, 2019, "Central Bank Intervention in Foreign Exchange Market under Managed Float: A Three Regime Threshold VAR Analysis of Indian Rupee-US Dollar Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 93466, Apr.
- Tarcisio M. Rocha Filho & Paulo M. M. Rocha, 2019, "Inefficiency of the Brazilian Stock Market: the IBOVESPA Future Contracts," Papers, arXiv.org, number 1904.09214, Apr.