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Report NEP-FMK-2021-03-22
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:
- Viral V. Acharya & Robert F. Engle III & Maximilian Jager & Sascha Steffen, 2021, "Why Did Bank Stocks Crash During COVID-19?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28559, Mar.
- Gabor, Daniela, 2021, "The Liquidity and Sustainability Facility for African Sovereign Bonds: a good ECA/PIMCO idea whose time has come?," SocArXiv, Center for Open Science, number erku6, Jan, DOI: 10.31219/osf.io/erku6.
- Jorge M. Uribe & Montserrat Guillen & Xenxo Vidal-Llana, 2021, ""Rethinking Asset Pricing with Quantile Factor Models"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202104, Mar, revised Mar 2021.
- Jasmin Gider & Simon N. M. Schmickler & Christian Westheide, 2021, "High-Frequency Trading and Price Informativeness," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_257, Jan.
- Tal Miller, 2021, "Leveraged ETF Investing," Papers, arXiv.org, number 2103.10157, Mar.
- Francisco Queirós, 2021, "Asset Bubbles and Product Market Competition," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 607, Mar.
- Patrick S. Hagan & Andrew Lesniewski & Georgios E. Skoufis & Diana E. Woodward, 2021, "Portfolio risk allocation through Shapley value," Papers, arXiv.org, number 2103.05453, Mar.
- Christian Zimpelmann, 2021, "Stock Market Beliefs and Portfolio Choice in the General Population," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_258, Jan.
- Barbu, Alexandru & Fricke, Christoph & Moench, Emanuel, 2021, "Procyclical asset management and bond risk premia," ESRB Working Paper Series, European Systemic Risk Board, number 116, Mar.
- Yusen Lin & Jinming Xue & Louiqa Raschid, 2021, "Predicting the Behavior of Dealers in Over-The-Counter Corporate Bond Markets," Papers, arXiv.org, number 2103.09098, Mar.
- Gollier, Christian, , "The Welfare Cost of Ignoring the Beta," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 309916, DOI: 10.22004/ag.econ.309916.
- G'abor Papp & Imre Kondor & Fabio Caccioli, 2021, "Optimizing Expected Shortfall under an $\ell_1$ constraint -- an analytic approach," Papers, arXiv.org, number 2103.04375, Mar.
- Michel Alexandre & Kau^e Lopes de Moraes & Francisco Aparecido Rodrigues, 2021, "Risk-dependent centrality in the Brazilian stock market," Papers, arXiv.org, number 2103.09059, Mar.