Printed from https://ideas.repec.org/n/nep-fmk/2019-06-24.html
Report NEP-FMK-2019-06-24
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:
- Giovanni Barone-Adesi & Antonietta Mira & Matteo Pisati, 2019, "The Keys of Predictability: A Comprehensive Study," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-15, Mar, revised Apr 2019.
- Item repec:dnb:dnbwpp:640 is not listed on IDEAS anymore
- D.M.Nguyen, Anh & Dai Hung, Ly, 2019, "Time-Varying Exchange Rate Risk Premium," MPRA Paper, University Library of Munich, Germany, number 94600, Jun.
- Piotr Orłowski & Paul Schneider & Fabio Trojani, 2019, "On the Nature of Jump Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-31, Jun, revised Jun 2019.
- Peter Cziraki & Evgeny Lyandres & Roni Michaely, 2019, "What Do Insiders Know? Evidence from Insider Trading Around Share Repurchases and SEOs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-11, Mar, revised Mar 2019.
- Davidson Heath & Daniele Macciocchi & Roni Michaely & Matthew Ringgenberg, 2019, "Do Index Funds Monitor?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-08, May.
- Kjell G. Nyborg, 2019, "Repo Rates and the Collateral Spread Puzzle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-04, Feb.
- Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2019, "Trade Uncertainties and the Hedging Abilities of Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 201948, Jun.
- Matthias Weber & John Duffy & Arthur Schram, 2019, "Credit Default Swap Regulation in Experimental Bond Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-039/I, Jun.
- Kondor, Peter & Pinter, Gabor, 2019, "Private information and client connections in government bond markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100931, Jan.
- Fabio Alessandrini & Eric Jondeau, 2019, "ESG Investing: From Sin Stocks to Smart Beta," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-16, Mar, revised Mar 2019.
- Item repec:imf:imfwpa:19/127 is not listed on IDEAS anymore
- Ozili, Peterson K, 2019, "Basel III in Africa: Making It Work," MPRA Paper, University Library of Munich, Germany, number 94222.
- Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu, 2019, "Crude Awakening: Oil Prices and Bond Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-24, Apr, revised May 2019.
- Barasinska, Nataliya & Haenle, Philipp & Koban, Anne & Schmidt, Alexander, 2019, "Stress testing the German mortgage market," Discussion Papers, Deutsche Bundesbank, number 17/2019.