Report NEP-FMK-2017-09-03

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:

• Davide Valenti & Giorgio Fazio & Bernardo Spagnolo, 2017. "The stabilizing effect of volatility in financial markets," Papers 1708.08695, arXiv.org.
• David Andolfatto & Aleksander Berentsen & Fernando M. Martin, 2017. "Money, Banking and Financial Markets," Working Papers 2017-23, Federal Reserve Bank of St. Louis.
• Kaniel, Ron & Ibert, Markus & Van Nieuwerburgh, Stijn & Vestman, Roine, 2017. "Are Mutual Fund Managers Paid For Investment Skill?," CEPR Discussion Papers 12241, C.E.P.R. Discussion Papers.
• Stavros Stavroyiannis, 2017. "Value-at-Risk and Expected Shortfall for the major digital currencies," Papers 1708.09343, arXiv.org.
• Kenneth D. Garbade & Frank M. Keane, 2017. "The Treasury Market Practices Group: creation and early initiatives," Staff Reports 822, Federal Reserve Bank of New York.
• Khan, Muhammad Kamran & Teng, Jian -Zhou & Parviaz, Javed & Chaudhary, Sunil Kumar, 2017. "Nexuses between economic factors and stock returns in China," MPRA Paper 81017, University Library of Munich, Germany, revised 21 Aug 2017.