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Report NEP-FMK-2023-06-19
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:
- Andrew C. Meldrum & Oleg Sokolinskiy, 2023, "The Effects of Volatility on Liquidity in the Treasury Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-028, May, DOI: 10.17016/FEDS.2023.028.
- Luca Benzoni & Christian Cabanilla & Alessandro Cocco & Cullen Kavoussi, 2023, "What does the CDS market imply for a U.S. default?," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2023-17, May.
- René M. Stulz, 2023, "Crisis Risk and Risk Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 31252, May.
- Maxime Markov & Vladimir Markov, 2023, "Portfolio Optimization Rules beyond the Mean-Variance Approach," Papers, arXiv.org, number 2305.08530, May, revised Nov 2023.
- Choi, Jaewon & Dasgupta, Amil & Oh, Ji, 2022, "Bond funds and credit risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118856, May.
- Pierre Durand & Gaëtan Le Quang & Arnold Vialfont, 2023, "Are Basel III requirements up to the task? Evidence from bankruptcy prediction models," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon, number 2308.
- Riza Demirer & David Gabauer & Rangan Gupta & Joshua Nielsen, 2023, "Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202317, May.
- Chniguir Mounira & Henchiri Jamel Eddine, 2023, "Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets," Papers, arXiv.org, number 2305.16632, May.