Report NEP-FMK-2021-03-29

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:

• Rzeźnik, Aleksandra & Hanley, Kathleen Weiss & Pelizzon, Loriana, 2021. "The salience of ESG ratings for stock pricing: Evidence from (potentially) confused investors," SAFE Working Paper Series 310, Leibniz Institute for Financial Research SAFE, revised 2021.
• Tanja Artiga Gonzalez & Teodor Dyakov & Justus Inhoffen & Evert Wipplinger, 2021. "Crowding of International Mutual Funds," Discussion Papers of DIW Berlin 1937, DIW Berlin, German Institute for Economic Research.
• Jennifer N. Carpenter & Fangzhou Lu & Robert F. Whitelaw, 2021. "The Price and Quantity of Interest Rate Risk," NBER Working Papers 28444, National Bureau of Economic Research, Inc.
• John Bagley & Nicholas Fritsch & Shawn Nee, 2021. "Municipal Markets and the Municipal Liquidity Facility," Working Papers 21-07, Federal Reserve Bank of Cleveland.
• Xiaoyue Li & A. Sinem Uysal & John M. Mulvey, 2021. "Multi-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks," Papers 2103.10813, arXiv.org.
• Rathi, Sawan & Mohapatra, Sanket & Sahay, Arvind, 2021. "Central bank gold reserves and sovereign credit risk," IIMA Working Papers WP 2021-03-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
• Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2021. ""Vulnerable Funding in the Global Economy"," IREA Working Papers 202106, University of Barcelona, Research Institute of Applied Economics, revised Mar 2021.
• Paul Mizen & Frank Packer & Eli Remolona & Serafeim Tsoukas, 2021. "Original sin in corporate finance: New evidence from Asian bond issuers in onshore and offshore markets," Working Papers 2021_03, Business School - Economics, University of Glasgow.
• Franziska Bremus & Franziska Schütze & Aleksandar Zaklan, 2021. "The Impact of ECB Corporate Sector Purchases on European Green Bonds," Discussion Papers of DIW Berlin 1938, DIW Berlin, German Institute for Economic Research.
• Boneva, Lena & Islami, Mevlud & Schlepper, Kathi, 2021. "Liquidity in the German corporate bond market: Has the CSPP made a difference?," Discussion Papers 08/2021, Deutsche Bundesbank.