Report NEP-FMK-2020-10-19

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:

• Paul A. Gompers & Steven N. Kaplan & Vladimir Mukharlyamov, 2020. "Private Equity and COVID-19," NBER Working Papers 27889, National Bureau of Economic Research, Inc.
• Benavides Guillermo, 2020. "Asymmetric Volatility Effects in Risk Management: An Empirical Analysis using a Stock Index Futures," Working Papers 2020-10, Banco de México.
• Erica X.N. Li & Tao Zha & Ji Zhang & Hao Zhou, 2020. "Does Fiscal Policy Matter for Stock-Bond Return Correlation?," NBER Working Papers 27861, National Bureau of Economic Research, Inc.
• Lining Yu & Wolfgang Karl Hardle & Lukas Borke & Thijs Benschop, 2020. "An AI approach to measuring financial risk," Papers 2009.13222, arXiv.org.
• Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2020. "Revising the Impact of Financial and Non-Financial Global Stock Market Volatility Shocks," MPRA Paper 103019, University Library of Munich, Germany.
• Daniele Bianchi & Mykola Babiak, 2020. "On the Performance of Cryptocurrency Funds," CERGE-EI Working Papers wp672, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Rakshit Jha & Mattijs De Paepe & Samuel Holt & James West & Shaun Ng, 2020. "Deep Learning for Digital Asset Limit Order Books," Papers 2010.01241, arXiv.org.
• Shawn Cole & Martin Melecky & Florian Mölders & Tristan Reed, 2020. "Long-run Returns to Private Equity in Emerging Markets," NBER Working Papers 27870, National Bureau of Economic Research, Inc.