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Report NEP-FMK-2022-10-10
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:
- Couaillier, Cyril & Reghezza, Alessio & Rodriguez d’Acri, Costanza & Scopelliti, Alessandro, 2022, "How to release capital requirements during a pandemic? Evidence from euro area banks," Working Paper Series, European Central Bank, number 2720, Sep.
- Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022, "US Monetary Policy and BRICS Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202243, Sep.
- Yang Bai, 2022, "150 Years of Return Predictability Around the World: A Holistic View," Papers, arXiv.org, number 2209.00121, Aug.
- Andrada Bilan & Yalin Gündüz, 2022, "CDS market structure and bond spreads," Working Papers, Swiss National Bank, number 2022-09.
- Karen K. Lewis & Edith Liu, 2022, "How Can Asset Prices Value Exchange Rate Wedges?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30422, Sep.
- Xiaochuan Pang & Shushang Zhu & Xueting Cui & Jiali Ma, 2022, "Systemic Risk of Optioned Portfolios: Controllability and Optimization," Papers, arXiv.org, number 2209.04685, Sep.
- Jukonis, Audrius, 2022, "Evaluating market risk from leveraged derivative exposures," Working Paper Series, European Central Bank, number 2722, Sep.
- Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2022, "Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202242, Sep.
- Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel, 2022, "Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 202240, Sep.
- Viral V. Acharya & Timothy Johnson & Suresh Sundaresan & Tuomas Tomunen, 2022, "Is Physical Climate Risk Priced? Evidence from Regional Variation in Exposure to Heat Stress," NBER Working Papers, National Bureau of Economic Research, Inc, number 30445, Sep.
- Financial Markets Department, 2022, "Market Operations in Fiscal 2021," Bank of Japan Research Papers, Bank of Japan, number 22-09-28, Sep.