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Report NEP-FMK-2017-08-27
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:
- Adam Wu, 2017. "Systematic Noise: Micro-movements in Equity Options Markets," Papers 1708.06855, arXiv.org.
- Celso Brunetti & Agostino Capponi & Christoph Frei, 2017. "Managing Counterparty Risk in OTC Markets," Finance and Economics Discussion Series 2017-083, Board of Governors of the Federal Reserve System (U.S.).
- Dr. Lucas Marc Fuhrer, 2017. "Liquidity in the Repo Market," Working Papers 2017-06, Swiss National Bank.