Report NEP-FMK-2020-01-20

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:

• Nina Boyarchenko & Or Shachar, 2020. "What’s in A(AA) Credit Rating?," Liberty Street Economics 20200108, Federal Reserve Bank of New York.
• Jun Kyung Auh & Jennie Bai, 2020. "Cross-Asset Information Synergy in Mutual Fund Families," NBER Working Papers 26626, National Bureau of Economic Research, Inc.
• Mark L. Egan & Alexander MacKay & Hanbin Yang, 2020. "Recovering Investor Expectations from Demand for Index Funds," NBER Working Papers 26608, National Bureau of Economic Research, Inc.
• Victoria Dobrynskaya, 2019. "Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading," Proceedings of International Academic Conferences 9912063, International Institute of Social and Economic Sciences.
• Feixue Gong & Gregory Phelan, 2020. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2020-03, Department of Economics, Williams College.
• Nina Boyarchenko & Or Shachar, 2020. "The Evolving Market for U.S. Sovereign Credit Risk," Liberty Street Economics 20200106, Federal Reserve Bank of New York.
• Martien Lamers & Thomas Present & Rudi Vander Vennet, 2019. "Sovereign exposures of European banks: it is not all doom," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/989, Ghent University, Faculty of Economics and Business Administration.
• Nan Hu & Jian Li & Alexis Meyer-Cirkel, 2019. "Completing the Market: Generating Shadow CDS Spreads by Machine Learning," IMF Working Papers 19/292, International Monetary Fund.