Printed from https://ideas.repec.org/n/nep-fmk/2020-01-20.html
Report NEP-FMK-2020-01-20
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:
- Nina Boyarchenko & Or Shachar, 2020, "What’s in A(AA) Credit Rating?," Liberty Street Economics, Federal Reserve Bank of New York, number 20200108, Jan.
- Jun Kyung Auh & Jennie Bai, 2020, "Cross-Asset Information Synergy in Mutual Fund Families," NBER Working Papers, National Bureau of Economic Research, Inc, number 26626, Jan.
- Mark L. Egan & Alexander MacKay & Hanbin Yang, 2020, "Recovering Investor Expectations from Demand for Index Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 26608, Jan.
- Victoria Dobrynskaya, 2019, "Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9912063, Oct.
- Feixue Gong & Gregory Phelan, 2020, "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers, Department of Economics, Williams College, number 2020-03, Jan.
- Nina Boyarchenko & Or Shachar, 2020, "The Evolving Market for U.S. Sovereign Credit Risk," Liberty Street Economics, Federal Reserve Bank of New York, number 20200106, Jan.
- Martien Lamers & Thomas Present & Rudi Vander Vennet, 2019, "Sovereign exposures of European banks: it is not all doom," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/989, Dec.
- Item repec:imf:imfwpa:19/292 is not listed on IDEAS anymore