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Report NEP-FMK-2020-05-25
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:
- Kyriakos T. Chousakos & Gary B. Gorton & Guillermo Ordoñez, 2020, "The Macroprudential Role of Stock Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 27113, May.
- Oleh Bilyk & Paweł Sakowski & Robert Ślepaczuk, 2020, "Investing in VIX futures based on rolling GARCH models forecasts," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-10.
- Lux, Thomas, 2020, "Can heterogeneous agent models explain the alleged mispricing of the S&P 500?," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2020-03.
- Peter Hördahl & Ilhyock Shim, 2020, "EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic," BIS Bulletins, Bank for International Settlements, number 18, May.
- Liew, Venus Khim-Sen & Puah, Chin-Hong, 2020, "Chinese stock market sectoral indices performance in the time of novel coronavirus pandemic," MPRA Paper, University Library of Munich, Germany, number 100414, Apr, revised 28 Apr 2020.