Report NEP-FMK-2020-06-08
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:
- Jens Klose & Peter Tillmann, 2020, "COVID-19 and Financial Markets: A Panel Analysis for European Countries," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202025.
- Item repec:fip:a00001:88075 is not listed on IDEAS anymore
- Tong Fang & Tae-Hwy Lee & Zhi Su, 2020, "Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection," Working Papers, University of California at Riverside, Department of Economics, number 202009, May.
- Periklis Brakatsoulas & Jiri Kukacka, 2020, "Credit Rating Downgrade Risk on Equity Returns," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/13, May, revised May 2020.
- Sergey Chernenko & Adi Sunderam, 2020, "Measuring the Perceived Liquidity of the Corporate Bond Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 27092, May.
- Franklin Allen & Giovanni Covi & Xian Gu & Oskar Kowalewski & Mattia Montagna, 2020, "The interbank market puzzle," Bank of England working papers, Bank of England, number 862, May.
Printed from https://ideas.repec.org/n/nep-fmk/2020-06-08.html