Report NEP-FMK-2020-08-31

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-FMK

The following items were announced in this report:

• Josef Klement & Adela Zubikova & Miroslav Sevcik & Tomas Lejsek, 2020. "The Impact of the Global COVID-19 Pandemic on the Stock Market Indices of Selected Countries," Proceedings of Economics and Finance Conferences 10913113, International Institute of Social and Economic Sciences.
• Rabhi, Ayoub, 2020. "Stock market vulnerability to the Covid-19 pandemic: Evidence from emerging Asian stock markets," MPRA Paper 101774, University Library of Munich, Germany.
• Marco Cipriani & Andrew F. Haughwout & Benjamin Hyman & Anna Kovner & Gabriele La Spada & Matthew Lieber & Shawn Nee, 2020. "Municipal Debt Markets and the COVID-19 Pandemic," Liberty Street Economics 20200629, Federal Reserve Bank of New York.
• Bekaert, Geert & De Santis, Roberto A., 2020. "Risk and return in international corporate bond markets," Working Paper Series 2452, European Central Bank.
• Ben-Zhang Yang & Xin-Jiang He & Song-Ping Zhu, 2020. "Mean-variance-utility portfolio selection with time and state dependent risk aversion," Papers 2007.06510, arXiv.org, revised Aug 2020.
• Young Shin Kim, 2020. "Portfolio Optimization on the Dispersion Risk and the Asymmetric Tail Risk," Papers 2007.13972, arXiv.org, revised Sep 2020.
• B. Peter Rosendorff & Eric Arias & Layna Mosely, 2020. "Financial Statecraft: Government Choice of Debt Instruments," Working Papers 822, Economic Research Southern Africa.
• Mirco Rubin & Dario Ruzzi, 2020. "Equity Tail Risk in the Treasury Bond Market," Papers 2007.05933, arXiv.org.
• Kovbasyuk, Sergey & Pagano, Marco, 2020. "Advertising arbitrage," CFS Working Paper Series 641, Center for Financial Studies (CFS).
• Magnus, Blomkvist & Korkeamäki, Timo & Takalo, Tuomas, 2020. "Staged equity financing," Research Discussion Papers 15/2020, Bank of Finland.
• Michael J. Fleming & Francisco Ruela, 2020. "How Liquid Is the New 20-Year Treasury Bond?," Liberty Street Economics 20200701, Federal Reserve Bank of New York.
• Okpara, Godwin Chigozie, 2020. "News on Stock Market Returns and Conditional Volatility in Nigeria: An EGARCH-in-Mean Approach," MPRA Paper 102381, University Library of Munich, Germany, revised 12 Aug 2020.