wx“量化前沿速递”

文献汇总
[1] Price Discovery in China’s Crude Oil Futures Markets: An Emerging Asian Benchmark?
中国原油期货市场的价格发现：一个新兴的亚洲基准？
出处:Journal of Futures Markets, Forthcoming
[2] The Horizon of Investors' Information and Corporate Investment
投资者信息视野与公司投资
出处:HEC Paris Research Paper Forthcoming
[3] Bond Convenience Curves and Funding Costs
债券便利曲线和融资成本
出处:Bank of Finland Research Discussion Paper No. 11/2022
[4] How Can Asset Prices Value Exchange Rate Wedges?
资产价格如何评估汇率楔形？
出处:FEDS Working Paper No. 2022-75
[5] Climate Change and the Role of Regulatory Capital: A Stylized Framework for Policy
Assessment
气候变化与监管资本的作用：政策评估的风格化框架
出处:FEDS Working Paper No. 2022-68