Report NEP-CWA-2021-04-26

This is the archive for NEP-CWA, a report on new working papers in the area of Central and Western Asia. Nurdilek Dalziel issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-CWA

The following items were announced in this report:

• Manuel Agosin & Juan D. Díaz, 2020, "Explaining the Volatility of the Real Exchange Rate in Emerging Markets," Working Papers, University of Chile, Department of Economics, number wp507, Nov.
• Jiawen Luo & Riza Demirer & Rangan Gupta & Qiang Ji, 2021, "Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 202130, Apr.
• Prema-chandra Athukorala, 2021, "Asian economic development: A primer," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2021-07.
• Kanbur, Ravi, , "Economic Inequality and Academic Freedom," Applied Economics and Policy Working Paper Series, Cornell University, Department of Applied Economics and Management, number 309988, DOI: 10.22004/ag.econ.309988.
• Claude Diebolt & Michael Haupert, 2021, "Cliometrics: Past, Present, and Future," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-13.
• Louis Daumas, 2021, "Should we fear transition risks - A review of the applied literature," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2021.05, Apr.
• Giuseppe Lucio Gaeta & Stefano Ghinoi & Matteo Masotti & Francesco Silvestri, 2021, "Economics research and climate change. A Scopus-based bibliometric investigation," SEEDS Working Papers, SEEDS, Sustainability Environmental Economics and Dynamics Studies, number 0321, Apr, revised Apr 2021.
• Valentina Michelangeli & Eliana Viviano, 2021, "Can internet banking affect households' participation in financial markets and financial awareness?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1329, Apr.
• Lorenzo Bencivelli & Beniamino Pisicoli, 2021, "Foreign investors and target firms’ financial structure: cavalry or locusts?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1327, Apr.
• Item repec:nys:sunysb:21-03 is not listed on IDEAS anymore

• Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2021, "The “Matthew Effect” and Market Concentration:Search Complementarities and Monopsony Power," Economics Series Working Papers, University of Oxford, Department of Economics, number 932, Feb.
• Fabien, Perez & Guillaume, Hollard & Radu, Vranceanu & Delphine, Dubart, 2019, "How Serious is the Measurement-Error Problem in a Popular Risk-Aversion Task?," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1911, Sep.
• Nina Boberg-Fazlić & Markus Lampe & Paul Sharp, 2021, "The Sleeping Giant Who Left for America: The Determinants and Impact of Danish Emigration During the Age of Mass Migration," Working Papers, European Historical Economics Society (EHES), number 0213, Apr.
• Marc-Aurèle Divernois & Damir Filipović, 2021, "Event studies on investor sentiment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-33, Apr.
• Oscar Claveria & Enric Monte & Salvador Torra, 2021, "“Nowcasting and forecasting GDP growth with machine-learning sentiment indicators”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202101, Feb, revised Feb 2021.
• Alyssa G. Anderson & Wenxin Du & Bernd Schlusche, 2021, "Arbitrage Capital of Global Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 28658, Apr.
• Luis Felipe Céspedes & Roberto Chang & Andrés Velasco, 2020, "The Macroeconomics of a Pandemic: A Minimalist Framework," Working Papers, University of Chile, Department of Economics, number wp504, Sep.
• Hoshino, Satoshi & Ida, Daisuke, 2021, "Stock prices and monetary policy in Japan: An analysis of a Bayesian DSGE model," MPRA Paper, University Library of Munich, Germany, number 107301, Apr.
• Ajide, Kazeem & Raheem, Ibrahim & Alimi, Olorunfemi & Asongu, Simplice, 2020, "The Role of Institutional Infrastructures in Financial Inclusion-Growth Relations: Evidence from SSA," MPRA Paper, University Library of Munich, Germany, number 107099, Jan.
• Lorenzo Pozzi & Barbara Sadaba, 2021, "Macroeconomic disasters and consumption smoothing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-030/VI, Apr.
• Scott R. Baker & Nicholas Bloom & Steven J. Davis & Marco C. Sammon, 2021, "What Triggers Stock Market Jumps?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28687, Apr.
• Eric Benhamou & David Saltiel & Serge Tabachnik & Sui Kai Wong & Franc{c}ois Chareyron, 2021, "Adaptive learning for financial markets mixing model-based and model-free RL for volatility targeting," Papers, arXiv.org, number 2104.10483, Apr, revised Apr 2021.
• Dzung Bui & Lena Dräger & Bernd Hayo & Giang Nghiem, 2021, "Consumer Sentiment during the Covid-19 Pandemic: The Role of Others' Beliefs," CESifo Working Paper Series, CESifo, number 9010.
• Gikas Hardouvelis & Georgios Karalas & Dimitri Vayanos, 2021, "The Distribution of Investor Beliefs, Stock Ownership and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 28697, Apr.
• Ronayne, David & Sgroi, Daniel & Tuckwell, Anthony, 2021, "Evaluating the Sunk Cost Effect," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14257, Apr.
• Fan, Ying & Leung, Charles Ka Yui & Yang, Zan, 2021, "Financial Conditions, Local Competition, and Local Market Leaders: The Case of Real Estate Developers," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_007, Apr.
• Salm, Martin & Siflinger, Bettina & Xie, Mingjia, 2021, "The Effect of Retirement on Mental Health: Indirect Treatment Effects and Causal Mediation," Other publications TiSEM, Tilburg University, School of Economics and Management, number e28efa7f-8219-437c-a26d-2.
• Denis Shibitov & Mariam Mamedli, 2021, "Forecasting Russian Cpi With Data Vintages And Machine Learning Techniques," Bank of Russia Working Paper Series, Bank of Russia, number wps70, Apr.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2021, "Do Financial Markets Reward Government Spending Efficiency?," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 62.
• Anna Ispierto Maté, Irma Martínez García, Gloria Ruiz Suárez, 2021, "Financial education and savings and investment decisions: An analysis of the Survey of financial competences (ECF)," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 7.
• Thomas Nitschka & Shajivan Satkurunathan, 2021, "Habits die hard: implications for bond and stock markets internationally," Working Papers, Swiss National Bank, number 2021-08.
• Oecd, 2021, "The OECD Framework for digital talent and skills in the public sector," OECD Working Papers on Public Governance, OECD Publishing, number 45, Apr, DOI: 10.1787/4e7c3f58-en.
• Claude Diebolt, 2021, "Trend, Cycles and Chance," Working Papers, Association Française de Cliométrie (AFC), number 05-21.
• Lucas Marc Fuhrer & Nils Herger, 2021, "Real interest rates and demographic developments across generations: A panel-data analysis over two centuries," Working Papers, Swiss National Bank, number 2021-07.
• Martin, Ian & Wagner, Christian, 2019, "What is the expected return on a stock?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90158, Aug.
• Item repec:bof:bofrdp:2021_006 is not listed on IDEAS anymore

• Jan Rosenzweig, 2021, "Power-law Portfolios," Papers, arXiv.org, number 2104.07976, Apr, revised Sep 2021.
• Plassard, Romain, 2021, "Barro, Grossman, and the domination of equilibrium macroeconomics," MPRA Paper, University Library of Munich, Germany, number 107201, Apr.
• Siwei Chen & Yajing Chen & Chia-Ling Hsu, 2021, "New axioms for top trading cycles," Papers, arXiv.org, number 2104.09157, Apr, revised Jun 2021.
• Takuji Arai, 2021, "Approximate option pricing formula for Barndorff-Nielsen and Shephard model," Papers, arXiv.org, number 2104.10877, Apr.
• Benjamin Enke & Uri Gneezy & Brian Hall & David C. Martin & Vadim Nelidov & Theo Offerman & Jeroen van de Ven, 2021, "Cognitive Biases: Mistakes or Missing Stakes?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28650, Apr.
• Paranhos, Livia, 2021, "Predicting Inflation with Neural Networks," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1344.
• Mingwen Liu & Junbang Huo & Yulin Wu & Jinge Wu, 2021, "Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory," Papers, arXiv.org, number 2104.09700, Apr.
• Marcel Ausloos & Valerio Ficcadenti & Gurjeet Dhesi & Muhammad Shakeel, 2021, "Benford's laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity," Papers, arXiv.org, number 2104.07962, Apr.
• Susanto Basu & Giacomo Candian & Ryan Chahrour & Rosen Valchev, 2021, "Risky Business Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 28693, Apr.
• de Meza, David & Reito, Francesco & Reyniers, Diane, 2021, "Too much trade: A problem of adverse selection," MPRA Paper, University Library of Munich, Germany, number 107084, Mar.
• Ubilava, David & Atalay, Kadir & Hastings, Justin V, 2021, "Commodity Price Shocks and the Seasonality of Conflict," Working Papers, University of Sydney, School of Economics, number 2021-03, Mar, revised Jul 2021.
• Jaehyuk Choi & Minsuk Kwak & Chyng Wen Tee & Yumeng Wang, 2021, "A Black-Scholes user's guide to the Bachelier model," Papers, arXiv.org, number 2104.08686, Apr, revised Feb 2022.
• Victoria Gregory & Guido Menzio & David G. Wiczer, 2021, "The Alpha Beta Gamma of the Labor Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 28663, Apr.
• Milovanska-Farrington, Stefani, 2021, "Job Loss and Food Insecurity during the COVID-19 Pandemic," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14273, Apr.
• Asongu, Simplice & Nnanna, Joseph & Acha-Anyi, Paul, 2020, "Finance, inequality and inclusive education in Sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 107105, Jan.
• Arash Nekoei & David Seim, 2021, "How Do Inheritances Shape Wealth Inequality? Theory and Evidence from Sweden," CESifo Working Paper Series, CESifo, number 9017.
• Acciari, Paolo & Alvaredo, Facundo & Morelli, Salvatore, 2021, "The Concentration of Personal Wealth in Italy 1995–2016," SocArXiv, Center for Open Science, number 2jznp, Apr, DOI: 10.31219/osf.io/2jznp.
• Philippe Andrade & Erwan Gautier & Eric Mengus, 2021, "What Matters in Households' Inflation Expectations?," CESifo Working Paper Series, CESifo, number 9005.
• Markus Dertwinkel-Kalt & Holger Gerhardt & Gerhard Riener & Frederik Schwerter & Louis Strang, 2021, "Concentration Bias in Intertemporal Choice," CESifo Working Paper Series, CESifo, number 9011.
• Chenwei Shi & Yiyang Wang, 2021, "Pareto Optimality, Functional Dependence and Collective Agency," Papers, arXiv.org, number 2104.09112, Apr.
• Berthine Nyunga Mpinda & Jules Sadefo-Kamdem & Salomey Osei & Jeremiah Fadugba, 2021, "Accuracies of Model Risks in Finance using Machine Learning," Working Papers, HAL, number hal-03191437, Apr.
• Pfeffer, Fabian T. & Waitkus, Nora, 2021, "The Wealth Inequality of Nations," SocArXiv, Center for Open Science, number 6msuf, Apr, DOI: 10.31219/osf.io/6msuf.
• Sophie Calder-Wang & Paul A. Gompers & Kevin Huang, 2021, "Diversity and Performance in Entrepreneurial Teams," NBER Working Papers, National Bureau of Economic Research, Inc, number 28684, Apr.
• Christian Kubitza, 2021, "Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 079, Apr.
• Vu, Khuong & Asongu, Simplice, 2020, "Backwardness Advantage and Economic Growth in the Information Age: A Cross-Country Empirical Study," MPRA Paper, University Library of Munich, Germany, number 107103, Jan.
• M. Hashem Pesaran & Ron P. Smith, 2021, "Arbitrage Pricing Theory, the Stochastic Discount Factor and Estimation of Risk Premia from Portfolios," CESifo Working Paper Series, CESifo, number 9001.

Report NEP-CWA-2021-04-26

This is the archive for NEP-CWA, a report on new working papers in the area of Central and Western Asia. Nurdilek Dalziel issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-CWA

The following items were announced in this report: