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Report NEP-FMK-2021-03-29
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:
- Rzeźnik, Aleksandra & Hanley, Kathleen Weiss & Pelizzon, Loriana, 2021, "The salience of ESG ratings for stock pricing: Evidence from (potentially) confused investors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 310, revised 2021, DOI: 10.2139/ssrn.3801703.
- Tanja Artiga Gonzalez & Teodor Dyakov & Justus Inhoffen & Evert Wipplinger, 2021, "Crowding of International Mutual Funds," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1937.
- Jennifer N. Carpenter & Fangzhou Lu & Robert F. Whitelaw, 2021, "The Price and Quantity of Interest Rate Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 28444, Feb.
- John Bagley & Nicholas Fritsch & Shawn Nee, 2021, "Municipal Markets and the Municipal Liquidity Facility," Working Papers, Federal Reserve Bank of Cleveland, number 21-07, Mar, DOI: 10.26509/frbc-wp-202107.
- Xiaoyue Li & A. Sinem Uysal & John M. Mulvey, 2021, "Multi-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks," Papers, arXiv.org, number 2103.10813, Mar.
- Rathi, Sawan & Mohapatra, Sanket & Sahay, Arvind, 2021, "Central bank gold reserves and sovereign credit risk," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2021-03-02, Mar.
- Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2021, ""Vulnerable Funding in the Global Economy"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202106, Mar, revised Mar 2021.
- Paul Mizen & Frank Packer & Eli Remolona & Serafeim Tsoukas, 2021, "Original sin in corporate finance: New evidence from Asian bond issuers in onshore and offshore markets," Working Papers, Business School - Economics, University of Glasgow, number 2021_03, Mar.
- Franziska Bremus & Franziska Schütze & Aleksandar Zaklan, 2021, "The Impact of ECB Corporate Sector Purchases on European Green Bonds," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1938.
- Boneva, Lena & Islami, Mevlud & Schlepper, Kathi, 2021, "Liquidity in the German corporate bond market: Has the CSPP made a difference?," Discussion Papers, Deutsche Bundesbank, number 08/2021.