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Report NEP-FMK-2026-02-23
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:
- Fernando Broner & Juan J. Cortina & Sergio L. Schmukler & Tomas Williams, 2026, "Demand shocks in equity markets and firm responses," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1938, Feb.
- Müller, Sebastian & Pugachyov, Nikolay & Weigert, Florian, 2026, "Forecasting mutual fund performance: Combining return-based with portfolio holdings-based predictors," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-01.
- Dohyun Ahn & Agostino Capponi, 2026, "Efficient Monte Carlo Valuation of Corporate Bonds in Financial Networks," Papers, arXiv.org, number 2602.12770, Feb.
- Konrad Adler & Sebastian Doerr & Sonya Zhu, 2026, "Passive investors and loan spreads," BIS Working Papers, Bank for International Settlements, number 1330, Feb.
- Murad Farzulla & Andrew Maksakov, 2026, "ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets," Papers, arXiv.org, number 2602.03874, Feb, revised Feb 2026.
- Tatsuru Kikuchi, 2026, "The Innovation Tax: Generative AI Adoption, Productivity Paradox, and Systemic Risk in the U.S. Banking Sector," Papers, arXiv.org, number 2602.02607, Feb.
- Bali, Turan G. & Goyal, Amit & Mörke, Mathis & Weigert, Florian, 2026, "In search of seasonality in intraday and overnight option returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-02.
- Marc Schmitt, 2026, "Taming Tail Risk in Financial Markets: Conformal Risk Control for Nonstationary Portfolio VaR," Papers, arXiv.org, number 2602.03903, Feb.
- Heidorn, Thomas & Klaus, Juergen & Mazzalupi, Riccardo, 2026, "The CDS basis in the European market," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 237.
- Akyildirim, Erdinc & Corbet, Shaen & Muñiz, Jose Antonio & Scrimgeour, Frank, 2026, "Market perceptions of ESG reputational risk in the US pharmaceutical industry," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137054, May.