Report NEP-FMK-2022-10-10

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:

• Couaillier, Cyril & Reghezza, Alessio & Rodriguez d’Acri, Costanza & Scopelliti, Alessandro, 2022. "How to release capital requirements during a pandemic? Evidence from euro area banks," Working Paper Series 2720, European Central Bank.
• Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022. "US Monetary Policy and BRICS Stock Market Bubbles," Working Papers 202243, University of Pretoria, Department of Economics.
• Yang Bai, 2022. "150 Years of Return Predictability Around the World: A Holistic View," Papers 2209.00121, arXiv.org.
• Andrada Bilan & Yalin Gündüz, 2022. "CDS market structure and bond spreads," Working Papers 2022-09, Swiss National Bank.
• Karen K. Lewis & Edith Liu, 2022. "How Can Asset Prices Value Exchange Rate Wedges?," NBER Working Papers 30422, National Bureau of Economic Research, Inc.
• Xiaochuan Pang & Shushang Zhu & Xueting Cui & Jiali Ma, 2022. "Systemic Risk of Optioned Portfolios: Controllability and Optimization," Papers 2209.04685, arXiv.org.
• Jukonis, Audrius, 2022. "Evaluating market risk from leveraged derivative exposures," Working Paper Series 2722, European Central Bank.
• Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2022. "Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data," Working Papers 202242, University of Pretoria, Department of Economics.
• Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel, 2022. "Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach," Working Papers 202240, University of Pretoria, Department of Economics.
• Viral V. Acharya & Timothy Johnson & Suresh Sundaresan & Tuomas Tomunen, 2022. "Is Physical Climate Risk Priced? Evidence from Regional Variation in Exposure to Heat Stress," NBER Working Papers 30445, National Bureau of Economic Research, Inc.
• Financial Markets Department, 2022. "Market Operations in Fiscal 2021," Bank of Japan Research Papers 22-09-28, Bank of Japan.