Report NEP-FMK-2019-04-29

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:

• Dötz, Niko & Weth, Mark, 2019. "Redemptions and asset liquidations in corporate bond funds," Discussion Papers 11/2019, Deutsche Bundesbank.
• Erik Kole & Reza Brink, "undated". "Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance," Tinbergen Institute Discussion Papers 19-029/IV, Tinbergen Institute.
• Fajardo, José, 2019. "Bitcoin's return behaviour: What do We know so far?," MPRA Paper 93353, University Library of Munich, Germany, revised 16 Apr 2019.
• Akihiko Noda, 2019. "On the Evolution of Cryptocurrency Market Efficiency," Papers 1904.09403, arXiv.org, revised Jul 2020.
• Belke, Ansgar & Gros, Daniel, 2019. "QE in the euro area: Has the PSPP benefited peripheral bonds?," Ruhr Economic Papers 803, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Eo, Yunjong & Kang, Kyu Ho, 2019. "The Effects of Conventional and Unconventional Monetary Policy on Forecasting the Yield Curve," Working Papers 2019-08, University of Sydney, School of Economics, revised Nov 2019.
• Ghosh, Sunandan & Kundu, Srikanta, 2019. "Central Bank Intervention in Foreign Exchange Market under Managed Float: A Three Regime Threshold VAR Analysis of Indian Rupee-US Dollar Exchange Rate," MPRA Paper 93466, University Library of Munich, Germany.
• Tarcisio M. Rocha Filho & Paulo M. M. Rocha, 2019. "Inefficiency of the Brazilian Stock Market: the IBOVESPA Future Contracts," Papers 1904.09214, arXiv.org.