Report NEP-FMK-2018-07-30

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:

• Lettau, Martin & Pelger, Markus, 2018. "Factors that Fit the Time Series and Cross-Section of Stock Returns," CEPR Discussion Papers 13049, C.E.P.R. Discussion Papers.
• Michele Berardi, 2018. "Information aggregation and learning in a dynamic asset pricing model," Centre for Growth and Business Cycle Research Discussion Paper Series 241, Economics, The University of Manchester.
• Chandrashekar Kuyyamudi & Anindya S. Chakrabarti & Sitabhra Sinha, 2018. "Emergence of frustration signals systemic risk," Papers 1807.02923, arXiv.org.
• Alexey Vasilenko, 2018. "Should Central Banks Prick Asset Price Bubbles? An Analysis Based on a Financial Accelerator Model with an Agent-Based Financial Market," Bank of Russia Working Paper Series wps35, Bank of Russia.
• Giovanni Barone-Adesi & Chiara Legnazzi & Carlo Sala, 2018. "S&P 500 Index, an Option-Implied Risk Analysis," Swiss Finance Institute Research Paper Series 18-29, Swiss Finance Institute.
• Gross, Christian & Siklos, Pierre, 2018. "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," ESRB Working Paper Series 78, European Systemic Risk Board.
• Thomas Nitschka, 2018. "Did China's anti-corruption campaign affect the risk premium on stocks of global luxury goods firms?," Working Papers 2018-09, Swiss National Bank.
• Nyasha, Sheilla & Odhiambo, Nicholas M., 2018. "Determinants of the Brazilian stock market development," Working Papers 24248, University of South Africa, Department of Economics.