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Report NEP-FMK-2019-11-18
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:
- Sahar Guesmi & Ramzi Ben-Abdallah & Michèle Breton & Georges Dionne, 2019, "The CDS-bond Basis: Negativity Persistence and Limits to Arbitrage," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 19-4, Nov.
- Ayelen Banegas & Jessica Goldenring, 2019, "The Universe of Leveraged Bank Loan and High Yield Bond U.S. Mutual Funds," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2019-08-02-2, Aug, DOI: 10.17016/2380-7172.2394.
- Patrick Coen & Jamie Coen, 2019, "A structural model of interbank network formation and contagion," Bank of England working papers, Bank of England, number 833, Oct.
- Joel Suss & Henry Treitel, 2019, "Predicting bank distress in the UK with machine learning," Bank of England working papers, Bank of England, number 831, Oct.
- BEREAU Sophie, & GNABO Jean-Yves, & VANHOMWEGEN Henri,, 2019, "Making a difference: European mutual funds distinctiveness and peers’ performance," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019015, Jul.