Report NEP-FMK-2020-05-25

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:

• Kyriakos T. Chousakos & Gary B. Gorton & Guillermo Ordoñez, 2020. "The Macroprudential Role of Stock Markets," NBER Working Papers 27113, National Bureau of Economic Research, Inc.
• Oleh Bilyk & Paweł Sakowski & Robert Ślepaczuk, 2020. "Investing in VIX futures based on rolling GARCH models forecasts," Working Papers 2020-10, Faculty of Economic Sciences, University of Warsaw.
• Lux, Thomas, 2020. "Can heterogeneous agent models explain the alleged mispricing of the S&P 500?," Economics Working Papers 2020-03, Christian-Albrechts-University of Kiel, Department of Economics.
• Peter Hördahl & Ilhyock Shim, 2020. "EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic," BIS Bulletins 18, Bank for International Settlements.
• Liew, Venus Khim-Sen & Puah, Chin-Hong, 2020. "Chinese stock market sectoral indices performance in the time of novel coronavirus pandemic," MPRA Paper 100414, University Library of Munich, Germany, revised 28 Apr 2020.