Report NEP-FMK-2021-04-26

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:

• Vu, Son T. & Le, Tam T. & Nguyen, Chi N. L. & Le, Duong T. & Le, Phuc H. & Truong2, Ha K., 2021. "COVID-19 Pandemic, Stimulus Packages and Stock Returns in Vietnam," OSF Preprints z573c, Center for Open Science.
• Scott R. Baker & Nicholas Bloom & Steven J. Davis & Marco C. Sammon, 2021. "What Triggers Stock Market Jumps?," NBER Working Papers 28687, National Bureau of Economic Research, Inc.
• Dr. Thomas Nitschka & Shajivan Satkurunathan, 2021. "Habits die hard: implications for bond and stock markets internationally," Working Papers 2021-08, Swiss National Bank.
• Christian Kubitza, 2021. "Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk," ECONtribute Discussion Papers Series 079, University of Bonn and University of Cologne, Germany.
• Berthine Nyunga Mpinda & Jules Sadefo-Kamdem & Salomey Osei & Jeremiah Fadugba, 2021. "Accuracies of Model Risks in Finance using Machine Learning," Working Papers hal-03191437, HAL.
• Marc-Aurèle Divernois & Damir Filipović, 2021. "Event studies on investor sentiment," Swiss Finance Institute Research Paper Series 21-33, Swiss Finance Institute.
• Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2021. "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Working Papers 202126, University of Pretoria, Department of Economics.
• Raffaele Doronzo & Vittorio Siracusa & Stefano Antonelli, 2021. "Green Bonds: the Sovereign Issuers' Perspective," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 3, Bank of Italy, Directorate General for Markets and Payment System.
• Juan Camilo Henao Londono & Thomas Guhr, 2021. "Foreign exchange markets: price response and spread impact," Papers 2104.09309, arXiv.org, revised Jul 2021.