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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. 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:
- 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, Federal Reserve Bank of New York, number 933, Jul.
- Jiakai Chen & Haoyang Liu & David Rubio & Asani Sarkar & Zhaogang Song, 2020, "MBS Market Dysfunctions in the Time of COVID-19," Liberty Street Economics, Federal Reserve Bank of New York, number 20200717, Jul.
- Item repec:hal:wpaper:halshs-02876529 is not listed on IDEAS anymore
- Jean-Baptiste Hasse, 2020, "Systemic Risk: a Network Approach," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2025, Jul.
- Hartwig, Benny & Meinerding, Christoph & Schüler, Yves, 2020, "Identifying indicators of systemic risk," Discussion Papers, Deutsche Bundesbank, number 33/2020.
- Item repec:hal:wpaper:hal-02877569 is not listed on IDEAS anymore
- Alexis Direr, 2020, "Portfolio choice with time horizon risk," Working Papers, HAL, number hal-02879759, Jun.
- Reh, Laura & Krüger, Fabian & Liesenfeld, Roman, 2020, "Predicting the global minimum variance portfolio," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 141, DOI: 10.5445/IR/1000122441.
- Pierre-Olivier Weill, 2020, "The search theory of OTC markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 27354, Jun.
- Shugo Yamamoto, 2020, "Global Liquidity,Offshore Bond Issuance and Shadow Banking in China," Discussion Papers, Graduate School of Economics, Kobe University, number 2011, Jul.
- Daniele Bianchi & Massimo Guidolin & Manuela Pedio, 2020, "Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20143.
- Hyeongwoo Kim & Wen Shi, 2020, "Forecasting Financial Vulnerability in the US: A Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2020-04, Jul.
- Julia Gouny & Haoyang Liu & Woojung Park, 2020, "Federal Reserve Agency CMBS Purchases," Liberty Street Economics, Federal Reserve Bank of New York, number 20200716, Jul.