Report NEP-FMK-2024-07-15

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:

• Daniel Barth & R. Jay Kahn & Phillip J. Monin & Oleg Sokolinskiy, 2024. "Reaching for Duration and Leverage in the Treasury Market," Finance and Economics Discussion Series 2024-039, Board of Governors of the Federal Reserve System (U.S.).
• Wei Wang & Haibo Wang, 2024. "Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency," Papers 2406.07641, arXiv.org.
• William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2024. "Procyclical Stocks Earn Higher Returns," NBER Working Papers 32509, National Bureau of Economic Research, Inc.
• Serge Darolles & Yuyi He & Gaëlle Le Fol, 2024. "Understanding the effect of ESG scores on stock returns using mediation theory," Post-Print hal-04594004, HAL.
• Kerssenfischer, Mark & Helmus, Caspar, 2024. "Outages in sovereign bond markets," Working Paper Series 2944, European Central Bank.
• Todd A. Gormley & Manish Jha, 2024. "A Shared Interest: Do Bonds Strengthen Equity Monitoring?," NBER Working Papers 32530, National Bureau of Economic Research, Inc.
• Neil Bhutta & Andreas Fuster & Aurel Hizmo, 2024. "Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market," Working Papers 24-11, Federal Reserve Bank of Philadelphia.
• Tobias Adrian & Gaston Gelos & Nora Lamersdorf & Emanuel Moench, 2024. "The asymmetric and persistent effects of Fed policy on global bond yields," BIS Working Papers 1195, Bank for International Settlements.