Report NEP-FMK-2020-08-10

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Jiakai Chen & Haoyang Liu & Asani Sarkar & Zhaogang Song, 2020. "Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis," Staff Reports 933, Federal Reserve Bank of New York.
• Jiakai Chen & Haoyang Liu & David Rubio & Asani Sarkar & Zhaogang Song, 2020. "MBS Market Dysfunctions in the Time of COVID-19," Liberty Street Economics 20200717, Federal Reserve Bank of New York.
• Item repec:hal:wpaper:halshs-02876529 is not listed on IDEAS anymore

• Jean-Baptiste Hasse, 2020. "Systemic Risk: a Network Approach," AMSE Working Papers 2025, Aix-Marseille School of Economics, France.
• Hartwig, Benny & Meinerding, Christoph & Schüler, Yves, 2020. "Identifying indicators of systemic risk," Discussion Papers 33/2020, Deutsche Bundesbank.
• Eduardo Abi Jaber & Enzo Miller & Huyên Pham, 2020. "Markowitz portfolio selection for multivariate affine and quadratic Volterra models," Working Papers hal-02877569, HAL.
• Alexis Direr, 2020. "Portfolio choice with time horizon risk," Working Papers hal-02879759, HAL.
• Reh, Laura & Krüger, Fabian & Liesenfeld, Roman, 2020. "Predicting the global minimum variance portfolio," Working Paper Series in Economics 141, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
• Pierre-Olivier Weill, 2020. "The search theory of OTC markets," NBER Working Papers 27354, National Bureau of Economic Research, Inc.
• Shugo Yamamoto, 2020. "Global Liquidity,Offshore Bond Issuance and Shadow Banking in China," Discussion Papers 2011, Graduate School of Economics, Kobe University.
• Daniele Bianchi & Massimo Guidolin & Manuela Pedio, 2020. "Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets," BAFFI CAREFIN Working Papers 20143, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Hyeongwoo Kim & Wen Shi, 2020. "Forecasting Financial Vulnerability in the US: A Factor Model Approach," Auburn Economics Working Paper Series auwp2020-04, Department of Economics, Auburn University.
• Julia Gouny & Haoyang Liu & Woojung Park, 2020. "Federal Reserve Agency CMBS Purchases," Liberty Street Economics 20200716, Federal Reserve Bank of New York.