Report NEP-FMK-2021-08-30

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:

• Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021. "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers 202157, University of Pretoria, Department of Economics.
• Amir Sufi & Alan M. Taylor, 2021. "Financial crises: A survey," NBER Working Papers 29155, National Bureau of Economic Research, Inc.
• Raul Anibal Feliz, 2021. "The Fed Explained: What the Central Bank Does," Reports and Studies 4860, Board of Governors of the Federal Reserve System (U.S.).
• Borsboom, Charlotte & Füllbrunn, Sascha, 2021. "Stock Price Level Effect," MPRA Paper 109286, University Library of Munich, Germany.
• Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2021. "The RQE-CAPM : New insights about the pricing of idiosyncratic risk," CIRANO Working Papers 2021s-28, CIRANO.
• Annette Vissing-Jorgensen, 2021. "The Treasury Market in Spring 2020 and the Response of the Federal Reserve," NBER Working Papers 29128, National Bureau of Economic Research, Inc.
• Masashi Ieda, 2021. "Continuous-time Portfolio Optimization for Absolute Return Funds," Papers 2108.09985, arXiv.org, revised Mar 2022.
• HyeonJun Kim, 2021. "Market Crash Prediction Model for Markets in A Rational Bubble," Papers 2108.11755, arXiv.org.
• Ozili, Peterson Kitakogelu & Adamu, Ahmed, 2021. "Does financial inclusion reduce non-performing loans and loan loss provisions?," MPRA Paper 109321, University Library of Munich, Germany.
• Andreas Thiemann, 2021. "Cryptocurrencies: An empirical view from a Tax Perspective," JRC Working Papers on Taxation & Structural Reforms 2021-12, Joint Research Centre.
• Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre, 2021. "The Risk Premia of Energy Futures," Post-Print hal-03312959, HAL.
• Lin William Cong & Ke Tang & Jingyuan Wang & Yang Zhang, 2021. "Deep Sequence Modeling: Development and Applications in Asset Pricing," Papers 2108.08999, arXiv.org.
• Matthew McCormick & Mark E. Paddrik & Carlos Ramírez, 2021. "The Dynamics of the U.S. Overnight Triparty Repo Market," FEDS Notes 2021-08-02, Board of Governors of the Federal Reserve System (U.S.).