Report NEP-FMK-2022-07-11

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:

• Antonio Moreno & Steven Ongena & Alexia Ventula Veghazy & Alexander F. Wagner, 2022. "Misfortunes Never Come Alone: From the Financial Crisis to the COVID-19 Pandemic," Swiss Finance Institute Research Paper Series 22-44, Swiss Finance Institute.
• Hayden Brown, 2022. "Fundamental Portfolio Outperforms the Market Portfolio," Papers 2205.12242, arXiv.org.
• Philipp Ratz, 2022. "Nonparametric Value-at-Risk via Sieve Estimation," Papers 2205.07101, arXiv.org.
• Gregor Boehl & Felix Strobel, 2022. "The Empirical Performance of Financial Frictions since 2008," CRC TR 224 Discussion Paper Series crctr224_2022_353, University of Bonn and University of Mannheim, Germany.
• Tiamiyu, Kehinde A., 2022. "Financial deepening and stock market development in Nigeria: evidence from recent data (1981-2019)," MPRA Paper 113224, University Library of Munich, Germany.