Printed from https://ideas.repec.org/n/nep-fmk/2020-05-18.html
Report NEP-FMK-2020-05-18
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:
- Papadamou, Stephanos & Fassas, Athanasios & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2020, "Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis," MPRA Paper, University Library of Munich, Germany, number 100020, May.
- Jonathan Fu & Mrinal Mishra, 2020, "The Global Impact of COVID-19 on Fintech Adoption," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-38, May.
- Roman Frydman & Nicholas Mangee & Josh Stillwagon, 2020, "How Market Sentiment Drives Forecasts of Stock Returns," Working Papers Series, Institute for New Economic Thinking, number inetwp115, Apr, DOI: 10.36687/inetwp115.
- Lundström, Christian, 2020, "On the Profitability of Momentum Strategies and Optimal Leverage Rules," Umeå Economic Studies, Umeå University, Department of Economics, number 974, May.
- Andrés Sagner, 2020, "Measuring Systemic Risk: A Quantile Factor Analysis," Working Papers Central Bank of Chile, Central Bank of Chile, number 874, Apr.
- Ramos, Sofía B. & Taamouti, Abderrahim & Lopes Moreira da Veiga, María Helena & Wang, Chih-Wei, 2020, "Quantile Consumption-Capital Asset Pricing," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 30332, May.
- Nieto Delfin, Maria Rosa & Ruiz Ortega, Esther, 2020, "Direct versus iterated multi-period Value at Risk," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 30349, May.
- Kei Nakagawa & Shuhei Noma & Masaya Abe, 2020, "RM-CVaR: Regularized Multiple $\beta$-CVaR Portfolio," Papers, arXiv.org, number 2004.13347, Apr, revised May 2020.
- Thomas Krabichler & Josef Teichmann, 2020, "The Jarrow & Turnbull setting revisited," Papers, arXiv.org, number 2004.12392, Apr.
- Item repec:rim:rimwps:20-16 is not listed on IDEAS anymore
- Rui Pedro Brito & Pedro Alarcão Judice, 2020, "Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2020-06, May.