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Report NEP-FMK-2021-01-18
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:
- Maheu, John M & McCurdy, Thomas H & Song, Yong, 2020, "Bull and Bear Markets During the COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 104504, Nov.
- Byström, Hans, 2021, "Credit Risk in a Pandemic," Working Papers, Lund University, Department of Economics, number 2021:1, Jan.
- Wensheng Kang & Ronald A Ratti Bd & Joaquin Vespignani, 2020, "Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries," Working Papers, HAL, number hal-03071532, Dec.
- Theologos Dergiades & Panos K. Pouliasis, 2021, "Should Stock Returns Predictability be hooked on Long Horizon Regressions?," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_03, Feb, revised Feb 2021.
- Montagna, Mattia & Torri, Gabriele & Covi, Giovanni, 2020, "On the origin of systemic risk," Working Paper Series, European Central Bank, number 2502, Dec.
- Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2021, "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-104, Jan.
- Jonathan Tuck & Shane Barratt & Stephen Boyd, 2021, "Portfolio Construction Using Stratified Models," Papers, arXiv.org, number 2101.04113, Jan, revised Feb 2021.
- Apostolos Chalkis & Emmanouil Christoforou & Ioannis Z. Emiris & Theodore Dalamagas, 2020, "Modeling asset allocation strategies and a new portfolio performance score," Papers, arXiv.org, number 2012.05088, Dec, revised Sep 2021.
- Mingyang Li & Linlin Niu & Andrew Pua, 2020, "Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2020-12-30, Dec.
- de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2021, "OTC discount," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 298, revised 2021, DOI: 10.2139/ssrn.3744758.