Report NEP-FMK-2020-11-09

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:

• Lorie Logan, 2020. "Treasury Market Liquidity and Early Lessons from the Pandemic Shock," Speech 88983, Federal Reserve Bank of New York.
• Joost Bats & Massimo Giuliodori & Aerdt Houben, 2020. "Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?," Working Papers 694, DNB.
• Miquel Noguer i Alonso & Sonam Srivastava, 2020. "Deep Reinforcement Learning for Asset Allocation in US Equities," Papers 2010.04404, arXiv.org.
• Shixuan Wang & Rangan Gupta & Yue-Jun Zhang, 2020. "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Working Papers 202097, University of Pretoria, Department of Economics.
• Gomez-Gonzalez, Jose Eduardo & Hirs-Garzon, Jorge & Uribe, Jorge M., 2020. "Global effects of US uncertainty: real and financial shocks on real and financial markets," Working papers 69, Red Investigadores de Economía.
• Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam, 2020. "Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates," Working Papers 202098, University of Pretoria, Department of Economics.
• Andrew Y. Chen & Markus F. Ibert & Francisco Vazquez-Grande, 2020. "The Stock Market–Real Economy "Disconnect": A Closer Look," FEDS Notes 2020-10-14-2, Board of Governors of the Federal Reserve System (U.S.).
• Ricardo Schefer, 2020. "Sovereign Bond Spreads and Credit Sensitivity," CEMA Working Papers: Serie Documentos de Trabajo. 758, Universidad del CEMA.
• Itamar Drechsler & Alan Moreira & Alexi Savov, 2020. "Liquidity and Volatility," NBER Working Papers 27959, National Bureau of Economic Research, Inc.
• Elior Nehemya & Yael Mathov & Asaf Shabtai & Yuval Elovici, 2020. "Taking Over the Stock Market: Adversarial Perturbations Against Algorithmic Traders," Papers 2010.09246, arXiv.org, revised Sep 2021.
• Isao Yagi & Mahiro Hoshino & Takanobu Mizuta, 2020. "Analysis of the impact of maker-taker fees on the stock market using agent-based simulation," Papers 2010.08992, arXiv.org.