Report NEP-FMK-2022-09-12

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:

• Amit Goyal & Alessio Saretto, 2022. "Are Equity Option Returns Abnormal? IPCA Says No," Working Papers 2214, Federal Reserve Bank of Dallas.
• René M. Stulz & Alvaro G. Taboada & Mathijs A. van Dijk, 2022. "Bank Liquid Assets, the Portfolio Motive, and Capital Requirements," NBER Working Papers 30340, National Bureau of Economic Research, Inc.
• Du, Wenxin & Hebert, Benjamin & Li, Wenhao, 2022. "Intermediary Balance Sheets and the Treasury Yield Curve," Research Papers 4036, Stanford University, Graduate School of Business.
• Leonid Kogan & Jun Li & Harold Zhang, 2022. "Operating Hedge and Gross Profitability Premium," NBER Working Papers 30241, National Bureau of Economic Research, Inc.
• Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2022. "The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?," Working Paper Series 2711, European Central Bank.
• Andrea Carriero & Lorenzo Ricci & Elisabetta Vangelista, 2022. "Expectations and term premia in EFSF bond yields," Working Papers 54, European Stability Mechanism.
• Zied Chaieb & Djibril Gueye, 2022. "Pricing zero-coupon CAT bonds using the enlargement of ltration theory: a general framework," Papers 2208.02609, arXiv.org.
• Ivan T. Ivanov & Tom Zimmermann & Nathan Heinrich, 2022. "Limits of Disclosure Regulation in the Municipal Bond Market," ECONtribute Discussion Papers Series 186, University of Bonn and University of Cologne, Germany.
• Bletzinger, Tilman & Greif, William & Schwaab, Bernd, 2022. "Can EU bonds serve as euro-denominated safe assets?," Working Paper Series 2712, European Central Bank.
• Thomas Nitschka & Diego M. Hager, 2022. "Responses of Swiss bond yields and stock prices to ECB policy surprises," Working Papers 2022-08, Swiss National Bank.
• Tashreef Muhammad & Anika Bintee Aftab & Md. Mainul Ahsan & Maishameem Meherin Muhu & Muhammad Ibrahim & Shahidul Islam Khan & Mohammad Shafiul Alam, 2022. "Transformer-Based Deep Learning Model for Stock Price Prediction: A Case Study on Bangladesh Stock Market," Papers 2208.08300, arXiv.org.