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Report NEP-FMK-2021-08-30
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:
- Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021, "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202157, Aug.
- Amir Sufi & Alan M. Taylor, 2021, "Financial crises: A survey," NBER Working Papers, National Bureau of Economic Research, Inc, number 29155, Aug.
- Raul Anibal Feliz, 2021, "The Fed Explained: What the Central Bank Does," Reports and Studies, Board of Governors of the Federal Reserve System (U.S.), number 4860, Aug, DOI: 10.17016/0199-9729.11.
- Borsboom, Charlotte & Füllbrunn, Sascha, 2021, "Stock Price Level Effect," MPRA Paper, University Library of Munich, Germany, number 109286, Aug.
- Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2021, "The RQE-CAPM : New insights about the pricing of idiosyncratic risk," CIRANO Working Papers, CIRANO, number 2021s-28, Aug.
- Annette Vissing-Jorgensen, 2021, "The Treasury Market in Spring 2020 and the Response of the Federal Reserve," NBER Working Papers, National Bureau of Economic Research, Inc, number 29128, Aug.
- Masashi Ieda, 2021, "Continuous-time Portfolio Optimization for Absolute Return Funds," Papers, arXiv.org, number 2108.09985, Aug, revised Mar 2022.
- HyeonJun Kim, 2021, "Market Crash Prediction Model for Markets in A Rational Bubble," Papers, arXiv.org, number 2108.11755, Aug.
- Ozili, Peterson Kitakogelu & Adamu, Ahmed, 2021, "Does financial inclusion reduce non-performing loans and loan loss provisions?," MPRA Paper, University Library of Munich, Germany, number 109321, Aug.
- Andreas Thiemann, 2021, "Cryptocurrencies: An empirical view from a Tax Perspective," JRC Working Papers on Taxation & Structural Reforms, Joint Research Centre, number 2021-12, Aug.
- Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre, 2021, "The Risk Premia of Energy Futures," Post-Print, HAL, number hal-03312959, Oct, DOI: 10.1016/j.eneco.2021.105460.
- Lin William Cong & Ke Tang & Jingyuan Wang & Yang Zhang, 2021, "Deep Sequence Modeling: Development and Applications in Asset Pricing," Papers, arXiv.org, number 2108.08999, Aug.
- Matthew McCormick & Mark E. Paddrik & Carlos Ramírez, 2021, "The Dynamics of the U.S. Overnight Triparty Repo Market," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2021-08-02, Aug, DOI: 10.17016/2380-7172.2948.