Printed from https://ideas.repec.org/n/nep-fmk/2024-07-15.html
Report NEP-FMK-2024-07-15
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:
- Daniel Barth & R. Jay Kahn & Phillip J. Monin & Oleg Sokolinskiy, 2024, "Reaching for Duration and Leverage in the Treasury Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-039, Jun, DOI: 10.17016/FEDS.2024.039.
- Wei Wang & Haibo Wang & Wendy Wang & Martin Enilov, 2024, "Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency," Papers, arXiv.org, number 2406.07641, Jun, revised Apr 2025.
- William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2024, "Procyclical Stocks Earn Higher Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 32509, May.
- Serge Darolles & Yuyi He & Gaëlle Le Fol, 2024, "Understanding the effect of ESG scores on stock returns using mediation theory," Post-Print, HAL, number hal-04594004, Mar.
- Kerssenfischer, Mark & Helmus, Caspar, 2024, "Outages in sovereign bond markets," Working Paper Series, European Central Bank, number 2944, Jun.
- Todd A. Gormley & Manish Jha, 2024, "A Shared Interest: Do Bonds Strengthen Equity Monitoring?," NBER Working Papers, National Bureau of Economic Research, Inc, number 32530, May.
- Neil Bhutta & Andreas Fuster & Aurel Hizmo, 2024, "Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market," Working Papers, Federal Reserve Bank of Philadelphia, number 24-11, Jun, DOI: 10.21799/frbp.wp.2024.11.
- Tobias Adrian & Gaston Gelos & Nora Lamersdorf & Emanuel Moench, 2024, "The asymmetric and persistent effects of Fed policy on global bond yields," BIS Working Papers, Bank for International Settlements, number 1195, Jul.