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Report NEP-FMK-2020-10-19
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:
- Paul A. Gompers & Steven N. Kaplan & Vladimir Mukharlyamov, 2020, "Private Equity and COVID-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 27889, Oct.
- Benavides Guillermo, 2020, "Asymmetric Volatility Effects in Risk Management: An Empirical Analysis using a Stock Index Futures," Working Papers, Banco de México, number 2020-10, Sep.
- Erica X.N. Li & Tao Zha & Ji Zhang & Hao Zhou, 2020, "Does Fiscal Policy Matter for Stock-Bond Return Correlation?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27861, Sep.
- Lining Yu & Wolfgang Karl Hardle & Lukas Borke & Thijs Benschop, 2020, "An AI approach to measuring financial risk," Papers, arXiv.org, number 2009.13222, Sep.
- Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2020, "Revising the Impact of Financial and Non-Financial Global Stock Market Volatility Shocks," MPRA Paper, University Library of Munich, Germany, number 103019.
- Daniele Bianchi & Mykola Babiak, 2020, "On the Performance of Cryptocurrency Funds," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp672, Sep.
- Rakshit Jha & Mattijs De Paepe & Samuel Holt & James West & Shaun Ng, 2020, "Deep Learning for Digital Asset Limit Order Books," Papers, arXiv.org, number 2010.01241, Oct.
- Shawn Cole & Martin Melecky & Florian Mölders & Tristan Reed, 2020, "Long-run Returns to Private Equity in Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 27870, Sep.