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Report NEP-FMK-2020-08-31
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:
- Josef Klement & Adela Zubikova & Miroslav Sevcik & Tomas Lejsek, 2020, "The Impact of the Global COVID-19 Pandemic on the Stock Market Indices of Selected Countries," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 10913113, Jul.
- Rabhi, Ayoub, 2020, "Stock market vulnerability to the Covid-19 pandemic: Evidence from emerging Asian stock markets," MPRA Paper, University Library of Munich, Germany, number 101774, Apr.
- Marco Cipriani & Andrew F. Haughwout & Benjamin Hyman & Anna Kovner & Gabriele La Spada & Matthew Lieber & Shawn Nee, 2020, "Municipal Debt Markets and the COVID-19 Pandemic," Liberty Street Economics, Federal Reserve Bank of New York, number 20200629, Jun.
- Bekaert, Geert & De Santis, Roberto A., 2020, "Risk and return in international corporate bond markets," Working Paper Series, European Central Bank, number 2452, Aug.
- Ben-Zhang Yang & Xin-Jiang He & Song-Ping Zhu, 2020, "Mean-variance-utility portfolio selection with time and state dependent risk aversion," Papers, arXiv.org, number 2007.06510, Jul, revised Aug 2020.
- Young Shin Kim, 2020, "Portfolio Optimization on the Dispersion Risk and the Asymmetric Tail Risk," Papers, arXiv.org, number 2007.13972, Jul, revised Sep 2020.
- Item repec:rza:wpaper:822 is not listed on IDEAS anymore
- Mirco Rubin & Dario Ruzzi, 2020, "Equity Tail Risk in the Treasury Bond Market," Papers, arXiv.org, number 2007.05933, Jul.
- Kovbasyuk, Sergey & Pagano, Marco, 2020, "Advertising arbitrage," CFS Working Paper Series, Center for Financial Studies (CFS), number 641.
- Item repec:bof:bofrdp:2020_015 is not listed on IDEAS anymore
- Michael J. Fleming & Francisco Ruela, 2020, "How Liquid Is the New 20-Year Treasury Bond?," Liberty Street Economics, Federal Reserve Bank of New York, number 20200701, Jul.
- Okpara, Godwin Chigozie, 2020, "News on Stock Market Returns and Conditional Volatility in Nigeria: An EGARCH-in-Mean Approach," MPRA Paper, University Library of Munich, Germany, number 102381, Aug, revised 12 Aug 2020.