Report NEP-FMK-2026-07-20
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:
- Sriya Anbil & Alyssa G. Anderson & Ethan Cohen & Romina Ruprecht, 2026, "Beyond Reserves: The Federal Reserve's Balance Sheet and the Repo Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-041, Jun, DOI: 10.17016/FEDS.2026.041.
- Austin Pollok & Kevin Robik, 2026, "End-to-End Parametric Portfolio Policies for Cross-Asset Futures Timing: When Do AI Models Beat Simple Rules?," Papers, arXiv.org, number 2607.00475, Jul.
- Valentin Haddad & Zhiguo He & Paul Huebner & Péter Kondor & Erik Loualiche, 2026, "Causal Inference for Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 35413, Jul.
- Sixtine Bigot & Aurélien Espic, 2026, "Are stock market valuations fuelling US consumption?
[Une consommation américaine dopée par les valorisations boursières ?]," Eco Notepad, Banque de France, number 454, Jun. - Chuck Fang & Itay Goldstein & Yao Zeng, 2026, "The Fragility of Semi-Liquid Private Credit Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 35385, Jun.
Printed from https://ideas.repec.org/n/nep-fmk/2026-07-20.html