Report NEP-FMK-2020-12-21

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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?," Working Papers, University of Pretoria, Department of Economics, number 2020107, Dec.
• Lars A. Lochstoer & Tyler Muir, 2020, "Volatility Expectations and Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 28102, Nov.
• Sebastian Infante & Guillermo Ordoñez, 2020, "The Collateral Link between Volatility and Risk Sharing," NBER Working Papers, National Bureau of Economic Research, Inc, number 28119, Nov.
• Item repec:san:wpecon:2009 is not listed on IDEAS anymore

• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020, "Modeling Turning Points In Global Equity Market," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 195, Nov.
• Fatemeh Salimi, 2020, "Exchange Rates, Stock Prices, and Stock Market Uncertainty," Working Papers, HAL, number halshs-03007904, Nov.
• Lara Marie Demajo & Vince Vella & Alexiei Dingli, 2020, "Explainable AI for Interpretable Credit Scoring," Papers, arXiv.org, number 2012.03749, Dec.
• Sebastian Infante & Zack Saravay, 2020, "Treasury Market Functioning During the COVID-19 Outbreak: Evidence from Collateral Re-use," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2020-12-04, Dec, DOI: 10.17016/2380-7172.2755.
• Nicola, Giancarlo & Cerchiello, Paola & Aste, Tomaso, 2020, "Information network modeling for U.S. banking systemic risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107563, Nov.
• Laurence M. Ball, 2020, "Liquidity Risk at Large U.S. Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 28124, Nov.
• Matthias Fleckenstein & Francis A. Longstaff, 2020, "Private Equity Returns: Empirical Evidence from the Business Credit Card Securitization Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 28134, Nov.