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Report NEP-FMK-2022-09-12
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:
- Amit Goyal & Alessio Saretto, 2022, "Are Equity Option Returns Abnormal? IPCA Says No," Working Papers, Federal Reserve Bank of Dallas, number 2214, Aug, DOI: 10.24149/wp2214.
- René M. Stulz & Alvaro G. Taboada & Mathijs A. van Dijk, 2022, "Bank Liquid Assets, the Portfolio Motive, and Capital Requirements," NBER Working Papers, National Bureau of Economic Research, Inc, number 30340, Aug.
- Du, Wenxin & Hebert, Benjamin & Li, Wenhao, 2022, "Intermediary Balance Sheets and the Treasury Yield Curve," Research Papers, Stanford University, Graduate School of Business, number 4036, Jun.
- Leonid Kogan & Jun Li & Harold Zhang, 2022, "Operating Hedge and Gross Profitability Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 30241, Jul.
- Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2022, "The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?," Working Paper Series, European Central Bank, number 2711, Aug.
- Andrea Carriero & Lorenzo Ricci & Elisabetta Vangelista, 2022, "Expectations and term premia in EFSF bond yields," Working Papers, European Stability Mechanism, number 54, Jul.
- Zied Chaieb & Djibril Gueye, 2022, "Pricing zero-coupon CAT bonds using the enlargement of ltration theory: a general framework," Papers, arXiv.org, number 2208.02609, Aug.
- Ivan T. Ivanov & Tom Zimmermann & Nathan Heinrich, 2022, "Limits of Disclosure Regulation in the Municipal Bond Market," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 186, Aug.
- Bletzinger, Tilman & Greif, William & Schwaab, Bernd, 2022, "Can EU bonds serve as euro-denominated safe assets?," Working Paper Series, European Central Bank, number 2712, Aug.
- Thomas Nitschka & Diego M. Hager, 2022, "Responses of Swiss bond yields and stock prices to ECB policy surprises," Working Papers, Swiss National Bank, number 2022-08.
- Tashreef Muhammad & Anika Bintee Aftab & Md. Mainul Ahsan & Maishameem Meherin Muhu & Muhammad Ibrahim & Shahidul Islam Khan & Mohammad Shafiul Alam, 2022, "Transformer-Based Deep Learning Model for Stock Price Prediction: A Case Study on Bangladesh Stock Market," Papers, arXiv.org, number 2208.08300, Aug.