Report NEP-FMK-2019-05-06

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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Admati, Anat R., 2019, "Towards a Better Financial System," Research Papers, Stanford University, Graduate School of Business, number 3765, Jan.
• Markus K. Brunnermeier & Simon C. Rother & Isabel Schnabel, 2019, "Asset Price Bubbles and Systemic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 25775, Apr.
• Hans-Martin von Gaudecker & Axel Wogrolly & Hans-Martin von Gaudecker, 2019, "The dynamics of households' stock market beliefs," CESifo Working Paper Series, CESifo, number 7602.
• Aydoğan Alti & Sheridan Titman, 2019, "A Dynamic Model of Characteristic-Based Return Predictability," NBER Working Papers, National Bureau of Economic Research, Inc, number 25777, Apr.
• Tetsuya Takaishi, 2019, "Rough volatility of Bitcoin," Papers, arXiv.org, number 1904.12346, Apr.
• Yu Zheng & Yongxin Yang & Bowei Chen, 2019, "Incorporating prior financial domain knowledge into neural networks for implied volatility surface prediction," Papers, arXiv.org, number 1904.12834, Apr, revised May 2021.
• Michael J. Fleming & Giang Nguyen & Francisco Ruela, 2019, "Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market," Staff Reports, Federal Reserve Bank of New York, number 886, Apr.
• Saban Nazlioglu & Rangan Gupta & Elie Bouri, 2019, "Movements in International Bond Markets: The Role of Oil Prices," Working Papers, University of Pretoria, Department of Economics, number 201935, Apr.
• Hüser, Anne-Caroline & Kok, Christoffer, 2019, "Mapping bank securities across euro area sectors: comparing funding and exposure networks," Working Paper Series, European Central Bank, number 2273, Apr.
• Takuji Arai, 2019, "Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models," Papers, arXiv.org, number 1904.12260, Apr.

Report NEP-FMK-2019-05-06

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: