Report NEP-FMK-2019-05-27
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-FMK
The following items were announced in this report:
- Maria Teresa Medeiros Garcia & Gonçalo Liberal, 2019. "The impact of hedge fund indices on portfolio performance," Working Papers REM 2019/85, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Vivek Bhattacharya & Gastón Illanes & Manisha Padi, 2019. "Fiduciary Duty and the Market for Financial Advice," NBER Working Papers 25861, National Bureau of Economic Research, Inc.
- Eric Budish & Robin S. Lee & John J. Shim, 2019. "A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?," NBER Working Papers 25855, National Bureau of Economic Research, Inc.
- Eric Benhamou & David Saltiel & Beatrice Guez & Nicolas Paris, 2019. "Testing Sharpe ratio: luck or skill?," Papers 1905.08042, arXiv.org, revised May 2019.
- Mohammed Berkhouch & Ghizlane Lakhnati & Marcelo Brutti Righi, 2019. "Spectral risk measures and uncertainty," Papers 1905.07716, arXiv.org.
- Gadiy, Ludmila (Гадий, Людмила) & Drobyshevskiy, Sergey (Дробышевский, Сергей) & Kiyutsevskaya, Anna (Киюцевская, Анна) & Trunin, Pavel (Трунин, Павел) & Sherbustanova, Maria (Шербустанова, Мария), 2019. "Risk premium factors [Факторы Формирования Премии За Риск]," Working Papers 041920, Russian Presidential Academy of National Economy and Public Administration.
- de Oliveira Souza, Thiago, 2019. "Macro-finance and factor timing: Time-varying factor risk and price of risk premiums," Discussion Papers on Economics 7/2019, University of Southern Denmark, Department of Economics.
- Georges Prat & David Le Bris, 2019. "Equity Risk Premium and Time Horizon: what do the French secular data say ?," EconomiX Working Papers 2019-8, University of Paris Nanterre, EconomiX.
- Shangeth Rajaa & Jajati Keshari Sahoo, 2019. "Convolutional Feature Extraction and Neural Arithmetic Logic Units for Stock Prediction," Papers 1905.07581, arXiv.org.
- Manaa, Mehdi & Chimienti, Maria Teresa & Adachi, Mitsutoshi & Athanassiou, Phoebus & Balteanu, Irina & Calza, Alessandro & Devaney, Conall & Diaz Fernandez, Ester & Eser, Fabian & Ganoulis, Ioannis & , 2019. "Crypto-Assets: Implications for financial stability, monetary policy, and payments and market infrastructures," Occasional Paper Series 223, European Central Bank.
- Reaz Chowdhury & M. Arifur Rahman & M. Sohel Rahman & M. R. C. Mahdy, 2019. "Predicting and Forecasting the Price of Constituents and Index of Cryptocurrency Using Machine Learning," Papers 1905.08444, arXiv.org.
- Torsten Wezel, 2019. "Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer," IMF Working Papers 19/86, International Monetary Fund.
- Niels Gilbert, 2019. "Euro area sovereign risk spillovers before and after the ECB's OMT announcement," DNB Working Papers 636, Netherlands Central Bank, Research Department.
- Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019. "The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles," Working Papers 201938, University of Pretoria, Department of Economics.
- Gabriel Jiménez & Atif Mian & José-Luis Peydró & Jesús Saurina, 2019. "The Real Effects of the Bank Lending Channel," Working Papers 1099, Barcelona School of Economics.
- Min Shu & Wei Zhu, 2019. "Diagnosis and Prediction of the 2015 Chinese Stock Market Bubble," Papers 1905.09633, arXiv.org, revised Jun 2019.
- Min Shu & Wei Zhu, 2019. "Detection of Chinese Stock Market Bubbles with LPPLS Confidence Indicator," Papers 1905.09640, arXiv.org, revised Jun 2019.
- International Monetary Fund, 2019. "Republic of Poland; Financial Sector Assessment Program-Technical Note-Stress Testing and Systemic Risk Analysis," IMF Staff Country Reports 19/120, International Monetary Fund.