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Report NEP-FMK-2020-05-11
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:
- Alan L. Lewis, 2020, "US Equity Risk Premiums during the COVID-19 Pandemic," Papers, arXiv.org, number 2004.13871, Apr.
- Jonathan S. Hartley & Urban Jermann, 2020, "Should the U.S. Government Issue Floating Rate Notes?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27065, Apr.
- Horn, Sebastian & Meyer, Josefin & Trebesch, Christoph, 2020, "European community bonds since the oil crisis: Lessons for today?," Kiel Policy Briefs, Kiel Institute for the World Economy, number 136e.
- Dinghai Xu, 2020, "Canadian Stock Market Volatility under COVID-19," Working Papers, University of Waterloo, Department of Economics, number 2001, May, revised May 2020.
- Naji Massad & J{o}rgen Vitting Andersen, 2020, "Defining an intrinsic stickiness parameter of stock price returns," Papers, arXiv.org, number 2005.02351, May.
- Tian Guo & Nicolas Jamet & Valentin Betrix & Louis-Alexandre Piquet & Emmanuel Hauptmann, 2020, "ESG2Risk: A Deep Learning Framework from ESG News to Stock Volatility Prediction," Papers, arXiv.org, number 2005.02527, May.
- Bask, Mikael & Forsberg, Lars & Östling, Andreas, 2020, "Language Tone in Financial News Media and the Cross-Section of Stock Returns," Working Paper Series, Uppsala University, Department of Economics, number 2020:3, Apr.
- Victor Olkhov, 2020, "Classical Option Pricing and Some Steps Further," Papers, arXiv.org, number 2004.13708, Apr, revised Feb 2021.
- Martin Keller-Ressel & Stephanie Nargang, 2020, "The hyperbolic geometry of financial networks," Papers, arXiv.org, number 2005.00399, May, revised May 2020.
- Ahnert, Lukas & Vogt, Pascal & Vonhoff, Volker & Weigert, Florian, 2020, "Regulatory stress testing and bank performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-03.
- Esposito, Federico & Bianconi, Marcelo & Sammon, Marco, 2020, "Trade Policy Uncertainty and Stock Returns," MPRA Paper, University Library of Munich, Germany, number 99874, Apr.