Report NEP-FMK-2020-04-27

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:

• Michael J. Fleming & Francisco Ruela, 2020. "Treasury Market Liquidity during the COVID-19 Crisis," Liberty Street Economics 20200417, Federal Reserve Bank of New York.
• Michael J. Fleming & Asani Sarkar & Peter Van Tassel, 2020. "The COVID-19 Pandemic and the Fed’s Response," Liberty Street Economics 20200415, Federal Reserve Bank of New York.
• Dimitrios Bakas & Athanasios Triantafyllou, 2020. "Commodity Price Volatility and the Economic Uncertainty of Pandemics," Working Paper series 20-12, Rimini Centre for Economic Analysis.
• Sokol, Andrej & Eguren-Martin, Fernando, 2020. "Attention to the tail(s): global financial conditions and exchange rate risks," Working Paper Series 2387, European Central Bank.
• Item repec:grz:wpsses:2020-01 is not listed on IDEAS anymore

• Grothe, Magdalena & Zeyer, Jana, 2020. "Risk characteristics of covered bonds: monitoring beyond ratings," Working Paper Series 2393, European Central Bank.
• Joseph, Byrne & Sakemoto, Ryuta, 2020. "The Conditional Risk and Return Trade-Off on Currency Portfolios," MPRA Paper 99497, University Library of Munich, Germany.
• Raphael Auer & Stijn Claessens, 2020. "Cryptocurrency Market Reactions to Regulatory News," Globalization Institute Working Papers 381, Federal Reserve Bank of Dallas.
• Rochelle M. Edge & J. Nellie Liang, 2020. "Financial Stability Committees and Basel III Macroprudential Capital Buffers," Finance and Economics Discussion Series 2020-016, Board of Governors of the Federal Reserve System (U.S.).
• William Belmont & Bruce Sacerdote & Ranjan Sehgal & Ian Van Hoek, 2020. "Relief Rally: Senators As Feckless As the Rest of Us at Stock Picking," NBER Working Papers 26975, National Bureau of Economic Research, Inc.
• Ocampo, José Antonio & Orbegozo, German D. & Villamizar-Villegas, Mauricio, 2020. "Post-graduation from the original sin problem The effects of market participation on sovereign debt markets," Working papers 39, Red Investigadores de Economía.
• Georgoutsos, Dimitris & Moratis, George, 2020. "On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions," MPRA Paper 62773, University Library of Munich, Germany.
• Castro, C & Romero, M & Vélez, S, 2020. "Empirical evidence of jump behaviour in the Colombian intraday bond market," Documentos de Trabajo 18098, Universidad del Rosario.