Report NEP-FMK-2020-12-21

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:

• Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2020. "Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?," Working Papers 2020107, University of Pretoria, Department of Economics.
• Lars A. Lochstoer & Tyler Muir, 2020. "Volatility Expectations and Returns," NBER Working Papers 28102, National Bureau of Economic Research, Inc.
• Sebastian Infante & Guillermo Ordoñez, 2020. "The Collateral Link between Volatility and Risk Sharing," NBER Working Papers 28119, National Bureau of Economic Research, Inc.
• Maria Chiara Iannino & Sergey Zhuk, 2020. "Signaling through Timing of Stock Splits," Discussion Paper Series, School of Economics and Finance 202009, School of Economics and Finance, University of St Andrews, revised 18 Jun 2021.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020. "Modeling Turning Points In Global Equity Market," DEM Working Papers Series 195, University of Pavia, Department of Economics and Management.
• Fatemeh Salimi, 2020. "Exchange Rates, Stock Prices, and Stock Market Uncertainty," Working Papers halshs-03007904, HAL.
• Lara Marie Demajo & Vince Vella & Alexiei Dingli, 2020. "Explainable AI for Interpretable Credit Scoring," Papers 2012.03749, arXiv.org.
• Sebastian Infante & Zack Saravay, 2020. "Treasury Market Functioning During the COVID-19 Outbreak: Evidence from Collateral Re-use," FEDS Notes 2020-12-04, Board of Governors of the Federal Reserve System (U.S.).
• Nicola, Giancarlo & Cerchiello, Paola & Aste, Tomaso, 2020. "Information network modeling for U.S. banking systemic risk," LSE Research Online Documents on Economics 107563, London School of Economics and Political Science, LSE Library.
• Laurence M. Ball, 2020. "Liquidity Risk at Large U.S. Banks," NBER Working Papers 28124, National Bureau of Economic Research, Inc.
• Matthias Fleckenstein & Francis A. Longstaff, 2020. "Private Equity Returns: Empirical Evidence from the Business Credit Card Securitization Market," NBER Working Papers 28134, National Bureau of Economic Research, Inc.