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Report NEP-FMK-2020-11-02
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:
- Jean-Sébastien Fontaine & Guillaume Ouellet Leblanc & Ryan Shotlander, 2020, "Canadian stock market since COVID‑19: Why a V-shaped price recovery?," Staff Analytical Notes, Bank of Canada, number 2020-22, Oct, DOI: 10.34989/san-2020-22.
- Metod Jazbec & Barna P'asztor & Felix Faltings & Nino Antulov-Fantulin & Petter N. Kolm, 2020, "On the impact of publicly available news and information transfer to financial markets," Papers, arXiv.org, number 2010.12002, Oct.
- G.M. Gallo & D. Lacava & E. Otranto, 2020, "Measuring the Effects of Unconventional Policies on Stock Market Volatility," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202006.
- Antonio Mele & Yoshiki Obayashi, 2020, "Credit Volatility Indexes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-88, Oct.
- Fabio Cereda & Fernando Chague & Rodrigo De Losso & Alan De Genaro & Bruno Giovannetti, 2020, "Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_22, Oct.
- Lim, Siok Jin, 2020, "Portfolio diversification opportunities for U.S. Islamic investors with its trading partners when the world catches a cold: A Multivariate-GARCH and wavelet approach," MPRA Paper, University Library of Munich, Germany, number 103295, Oct.