Report NEP-FMK-2016-11-27

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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2016. "Exchange Traded Funds (ETFs)," NBER Working Papers 22829, National Bureau of Economic Research, Inc.
• Chunsheng Zhou, "undated". "Stock Market Fluctuations and the Term Structure," Finance and Economics Discussion Series 1996-03, Board of Governors of the Federal Reserve System (U.S.), revised 04 Dec 2019.
• Favero, Carlo A. & Tamoni, Andrea & Ortu, Fulvio & Yang, Haoxi, 2016. "Implications of Return Predictability across Horizons for Asset Pricing Models," CEPR Discussion Papers 11645, C.E.P.R. Discussion Papers.
• Gregory R. Duffee, "undated". "Treasury Yields and Corporate Bond Yield Spreads: An Empirical Analysis," Finance and Economics Discussion Series 1996-20, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.