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Report NEP-FMK-2019-10-28
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:
- Stijn Claessens, 2019, "Fragmentation in global financial markets: good or bad for financial stability?," BIS Working Papers, Bank for International Settlements, number 815, Oct.
- Feixue Gong & Gregory Phelan, 2019, "Debt Collateralization, Structured Finance, and the CDS Basis," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-18, Sep.
- Mathias S. Kruttli & Phillip J. Monin & Sumudu W. Watugala, 2019, "The Life of the Counterparty: Shock Propagation in Hedge Fund-Prime Broker Credit Networks," Working Papers, Office of Financial Research, US Department of the Treasury, number 19-03, Oct.
- Robert Garrison & Pankaj Jain & Mark Paddrik, 2019, "Cross-Asset Market Order Flow, Liquidity, and Price Discovery," Working Papers, Office of Financial Research, US Department of the Treasury, number 19-04, Oct.
- Mohamed Arouri & Mathieu Gomes & Kuntara Pukthuanthong, 2019, "Corporate social responsibility and M&A uncertainty," Post-Print, HAL, number hal-02056009, Jun, DOI: 10.1016/j.jcorpfin.2019.02.002.
- Samuel Drapeau & Yunbo Zhang, 2019, "Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model," Papers, arXiv.org, number 1910.08344, Oct, revised May 2020.
- Abidi, Nordine & Falagiarda, Matteo & Miquel-Flores, Ixart, 2019, "Credit Rating Dynamics: Evidence from a Natural Experiment," ECMI Papers, Centre for European Policy Studies, number 498, Jun.
- Jeremy Turiel & Tomaso Aste, 2019, "Sector Neutral Portfolios: Long memory motifs persistence in market structure dynamics," Papers, arXiv.org, number 1910.08628, Oct, revised Feb 2021.