Report NEP-FMK-2019-11-18

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:

• Guesmi, Sahar & Ben-Abdallah, Ramzi & Breton, Michèle & Dionne, Georges, 2019. "The CDS-bond Basis: Negativity Persistence and Limits to Arbitrage," Working Papers 19-4, HEC Montreal, Canada Research Chair in Risk Management.
• Ayelen Banegas & Jessica Goldenring, 2019. "The Universe of Leveraged Bank Loan and High Yield Bond U.S. Mutual Funds," FEDS Notes 2019-08-02-2, Board of Governors of the Federal Reserve System (U.S.).
• Coen, Patrick & Coen, Jamie, 2019. "A structural model of interbank network formation and contagion," Bank of England working papers 833, Bank of England.
• Suss, Joel & Treitel, Henry, 2019. "Predicting bank distress in the UK with machine learning," Bank of England working papers 831, Bank of England.
• BEREAU Sophie, & GNABO Jean-Yves, & VANHOMWEGEN Henri,, 2019. "Making a difference: European mutual funds distinctiveness and peers’ performance," LIDAM Discussion Papers CORE 2019015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).