Report NEP-FMK-2023-06-19

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:

• Andrew C. Meldrum & Oleg Sokolinskiy, 2023. "The Effects of Volatility on Liquidity in the Treasury Market," Finance and Economics Discussion Series 2023-028, Board of Governors of the Federal Reserve System (U.S.).
• Luca Benzoni & Christian Cabanilla & Alessandro Cocco & Cullen Kavoussi, 2023. "What does the CDS market imply for a U.S. default?," Working Paper Series WP 2023-17, Federal Reserve Bank of Chicago.
• René M. Stulz, 2023. "Crisis Risk and Risk Management," NBER Working Papers 31252, National Bureau of Economic Research, Inc.
• Maxime Markov & Vladimir Markov, 2023. "Portfolio Optimization Rules beyond the Mean-Variance Approach," Papers 2305.08530, arXiv.org, revised Nov 2023.
• Choi, Jaewon & Dasgupta, Amil & Oh, Ji, 2022. "Bond funds and credit risk," LSE Research Online Documents on Economics 118856, London School of Economics and Political Science, LSE Library.
• Pierre Durand & Gaëtan Le Quang & Arnold Vialfont, 2023. "Are Basel III requirements up to the task? Evidence from bankruptcy prediction models," Working Papers 2308, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• Riza Demirer & David Gabauer & Rangan Gupta & Joshua Nielsen, 2023. "Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets," Working Papers 202317, University of Pretoria, Department of Economics.
• Chniguir Mounira & Henchiri Jamel Eddine, 2023. "Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets," Papers 2305.16632, arXiv.org.