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Report NEP-FMK-2020-12-14
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:
- Murray, Gordon, 2020, "Ten Meditations on (Public) Venture Capital – Revisited," MPRA Paper, University Library of Munich, Germany, number 104389, Nov.
- Michael J. Fleming & Or Shachar & Peter Van Tassel, 2020, "Treasury Market When-Issued Trading Activity," Liberty Street Economics, Federal Reserve Bank of New York, number 20201130, Nov.
- David E. Rappoport & Tugkan Tuzun, 2020, "Arbitrage and Liquidity: Evidence from a Panel of Exchange Traded Funds," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-097, Nov, DOI: 10.17016/FEDS.2020.097.
- Berardino Palazzo & Ram Yamarthy, 2020, "Credit Risk and the Transmission of Interest Rate Shocks," Working Papers, Office of Financial Research, US Department of the Treasury, number 20-05, Dec.
- Xiao-Yang Liu & Hongyang Yang & Qian Chen & Runjia Zhang & Liuqing Yang & Bowen Xiao & Christina Dan Wang, 2020, "FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance," Papers, arXiv.org, number 2011.09607, Nov, revised Mar 2022.