Report NEP-CWA-2021-07-26

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

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Other reports in NEP-CWA

The following items were announced in this report:

• Burda, Michael C., 2021. "Valuing cryptocurrencies: Three easy pieces," IRTG 1792 Discussion Papers 2021-011, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Anantha Divakaruni & Peter Zimmerman, 2021. "Uncovering Retail Trading in Bitcoin: The Impact of COVID-19 Stimulus Checks," Working Papers 21-13, Federal Reserve Bank of Cleveland.
• Matteo Aquilina & Eric Budish & Peter O'Neill, 2021. "Quantifying the High-Frequency Trading "Arms Race"," NBER Working Papers 29011, National Bureau of Economic Research, Inc.
• Martina Nannelli & Stefania Oliva, 2021. "The rise of the sharing economy and its relationship with sustainable development. A critical literature review," Working Papers - Business wp2021_03.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Claude Diebolt & Michael Haupert, 2021. "The Role of Cliometrics in History and Economics," Working Papers of BETA 2021-26, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2021. "Debt Management in a World of Fiscal Dominance," LIDAM Discussion Papers IRES 2021018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Raphaël Cardot-Martin & Fabien Labondance & Catherine Refait-Alexandre, 2021. "Capital ratios and banking crises in the European Union," Working Papers 2021-05, CRESE.
• Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2021. "Debt Management in a World of Fiscal Dominance," JRC Working Papers on Taxation & Structural Reforms 2021-11, Joint Research Centre.
• Helmut Wasserbacher & Martin Spindler, 2021. "Machine Learning for Financial Forecasting, Planning and Analysis: Recent Developments and Pitfalls," Papers 2107.04851, arXiv.org.
• Andre, Peter & Falk, Armin, 2021. "What's Worth Knowing? Economists' Opinions about Economics," IZA Discussion Papers 14527, Institute of Labor Economics (IZA).
• Cuong Le Van & Ngoc-Sang Pham, 2021. "Equilibrium with non-convex preferences: some examples," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03177843, HAL.
• Supriya Bajpai, 2021. "Application of deep reinforcement learning for Indian stock trading automation," Papers 2106.16088, arXiv.org.
• Cynthia Pagliaro & Dhagash Mehta & Han-Tai Shiao & Shaofei Wang & Luwei Xiong, 2021. "Investor Behavior Modeling by Analyzing Financial Advisor Notes: A Machine Learning Perspective," Papers 2107.05592, arXiv.org.
• Sohrab Mokhtari & Kang K. Yen & Jin Liu, 2021. "Effectiveness of Artificial Intelligence in Stock Market Prediction based on Machine Learning," Papers 2107.01031, arXiv.org.
• Priyank Sonkiya & Vikas Bajpai & Anukriti Bansal, 2021. "Stock price prediction using BERT and GAN," Papers 2107.09055, arXiv.org.
• Nassim Nicholas Taleb, 2021. "Bitcoin, Currencies, and Fragility," Papers 2106.14204, arXiv.org, revised Jul 2021.
• Burak Can & Jens Leth Hougaard & Mohsen Pourpouneh, 2021. "On Reward Sharing in Blockchain Mining Pools," Papers 2107.05302, arXiv.org.
• Makarov, Dmitry, 2020. "Optimal portfolio under ambiguous ambiguity," MPRA Paper 108837, University Library of Munich, Germany, revised Dec 2020.
• Katia Colaneri & Alessandra Cretarola & Benedetta Salterini, 2021. "Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences," Papers 2106.13888, arXiv.org.
• Andrea Loi & Stefano Matta, 2021. "Risk aversion and uniqueness of equilibrium: a polynomial approach," Papers 2107.01947, arXiv.org, revised Oct 2021.
• Patrick Martin & Zeinab Elbeltagy & Zenathan Hasannudin & Masato Abe, 2021. "Factors Affecting the Environmental and Social Risk Management of Financial Institutions in Selected AsiaPacific Developing Countries," MPDD Working Paper Series WP/21/01, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP).
• Silvana M. Pesenti, 2021. "Reverse Sensitivity Analysis for Risk Modelling," Papers 2107.01065, arXiv.org, revised May 2022.
• Davis, John D. & McMaster, Robert, 2021. "A Contextualist Approach to Health Economics," Working Papers and Research 2021-06, Marquette University, Center for Global and Economic Studies and Department of Economics.
• Titalessy, Pisi Bethania, 2021. "Renewable Energy Consumption and Economic Growth in Asia Pacific," OSF Preprints wn569, Center for Open Science.
• Robert E. Hall & Marianna Kudlyak, 2021. "The Unemployed with Jobs and without Jobs," Working Paper Series 2021-17, Federal Reserve Bank of San Francisco.
• Angelo Garangau Menezes & Saulo Martiello Mastelini, 2021. "MegazordNet: combining statistical and machine learning standpoints for time series forecasting," Papers 2107.01017, arXiv.org.
• Mohammad Rasouli & Michael I. Jordan, 2021. "Data Sharing Markets," Papers 2107.08630, arXiv.org, revised Jul 2021.
• Sarah Flèche & Anthony Lepinteur & Nattavudh Powdthavee, 2021. "The Importance of Capital in Closing the Entrepreneurial Gender Gap: A Longitudinal Study of Lottery Wins," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03260992, HAL.
• Matthew Smith & Yasaman Sarabi, 2021. "Trading patterns within and between regions: an analysis of Gould-Fernandez brokerage roles," Papers 2107.01696, arXiv.org, revised Dec 2021.
• Kiran Javaria & Omar Masood & Fernando Garcia, 2020. "Strategies to manage the risks faced by consumers in developing e-commerce," Post-Print hal-03271869, HAL.
• Jesus M. Gonzalez-Barahona, 2021. "Factors determining maximum energy consumption of Bitcoin miners," Papers 2107.10634, arXiv.org.
• Panagiotis Kanellopoulos & Maria Kyropoulou & Hao Zhou, 2021. "Financial Network Games," Papers 2107.06623, arXiv.org.
• Melani, Olivia Erisa, 2021. "Digitalization of MSMEs as the Key to Economic Recovery during the Pandemic," OSF Preprints tm7yr, Center for Open Science.
• Zeinab Elbeltagy & Zenathan Hasannudin, 2020. "Financing Structure, Micro and Small Enterprises’ Performance, and Woman Entrepreneurship in Indonesia," MPDD Working Paper Series WP/20/09, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP).
• Item repec:grz:wpsses:2021-03 is not listed on IDEAS anymore

• George M. Constantinides, 2021. "Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks," NBER Working Papers 29009, National Bureau of Economic Research, Inc.
• Li, Wei & Paraschiv, Florentina & Sermpinis, Georgios, 2021. "A data-driven explainable case-based reasoning approach for financial risk detection," IRTG 1792 Discussion Papers 2021-010, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Peter Tankov & Laura Tinsi, 2021. "Decision making with dynamic probabilistic forecasts," Papers 2106.16047, arXiv.org.
• Wessling, Katarina & van der Velden, Rolf, 2021. "Flexibility in educational systems - Concept, indicators, and directions for future research," Research Memorandum 006, Maastricht University, Graduate School of Business and Economics (GSBE).
• Commander, Simon & Prieskienyte, Ruta, 2021. "The Political Economy of Kazakhstan: A Case of Good Economics, Bad Politics?," IZA Discussion Papers 14554, Institute of Labor Economics (IZA).
• Samuel Forbes & Stefan Grosskinsky, 2021. "A Study of UK Household Wealth through Empirical Analysis and a Non-linear Kesten Process," Papers 2107.02169, arXiv.org.
• Abanokova, Kseniya & Dang, Hai-Anh H, 2021. "Poverty in Russia: A Bird's-Eye View of Trends and Dynamics in the past Quarter of Century," IZA Discussion Papers 14544, Institute of Labor Economics (IZA).
• Albrecht, James & Cai, Xiaoming & Gautier, Pieter A. & Vroman, Susan, 2021. "On the Foundations of Competitive Search Equilibrium with and without Market Makers," IZA Discussion Papers 14524, Institute of Labor Economics (IZA).
• Dutta, Sourish, 2021. "Mechanics of Global Value Chains: India's Perspective," OSF Preprints ugkr6, Center for Open Science.
• Kelly, Colm & Snower, Dennis J., 2021. "Capitalism recoupled," Kiel Working Papers 2191, Kiel Institute for the World Economy (IfW Kiel).
• Zhenqian Huang & Sweta C. Saxena, 2020. "Can this time be different? Challenges and opportunities for Asia-Pacific economies in the aftermath of COVID-19," MPDD Policy Briefs PB114, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP).
• Sepúlveda Velásquez, Jorge & Tapia Griñen, Pablo & Pastén Henríquez, Boris, 2021. "Analyzing stock market signals for H1N1 and COVID-19: The BRIC case," MPRA Paper 108764, University Library of Munich, Germany.
• Franz Dietrich & Brian Jabarian, 2020. "Decision Under Normative Uncertainty," Documents de travail du Centre d'Economie de la Sorbonne 20015rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2021.
• Don Fullerton & Shan He, 2021. "Do Market Failures Create a 'Durability Gap' in the Circular Economy?," CESifo Working Paper Series 9171, CESifo.
• Dixon, Huw & Franklin, Jeremy & Millard, Stephen, 2021. "Sectoral shocks and monetary policy in the United Kingdom," Cardiff Economics Working Papers E2021/10, Cardiff University, Cardiff Business School, Economics Section.
• H'el`ene Halconruy, 2021. "The insider problem in the trinomial model: a discrete-time jump process approach," Papers 2106.15208, arXiv.org, revised Sep 2023.
• P'al Andr'as Papp & Roger Wattenhofer, 2021. "Debt Swapping for Risk Mitigation in Financial Networks," Papers 2107.05359, arXiv.org.
• Van, Germinal G., 2021. "The Cost of Maintaining the Welfare State," MPRA Paper 108876, University Library of Munich, Germany.
• Isaak D. Mayergoyz & Can E. Korman, 2021. "Economic Hysteresis and Its Mathematical Modeling," Papers 2107.10639, arXiv.org, revised Oct 2021.
• Evan Piermont, 2021. "Hypothetical Expected Utility," Papers 2106.15979, arXiv.org, revised Jul 2021.
• Shaojun Ma & Pengcheng Li, 2021. "Predicting Daily Trading Volume via Various Hidden States," Papers 2107.07678, arXiv.org.
• Altermatt, Lukas & Wang, Zijian, 2021. "Oligopoly Banking, Risky Investment, and Monetary Policy," Economics Discussion Papers 30728, University of Essex, Department of Economics.
• Matteo Brachetta & Claudia Ceci, 2021. "A Stochastic Control Approach to Public Debt Management," Papers 2107.10491, arXiv.org.
• Stéphanie Pamies & Nicolas Carnot & Anda Pătărău, 2021. "Do Fundamentals Explain Differences between Euro Area Sovereign Interest Rates?," European Economy - Discussion Papers 141, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Pineda-Hernández, Kevin & Rycx, François & Volral, Mélanie, 2021. "How Collective Bargaining Shapes Poverty: New Evidence for Developed Countries," IZA Discussion Papers 14555, Institute of Labor Economics (IZA).
• Lara Ezquerra & Joaquin Gomez-Minambres & Natalia Jiminez & Praveen Kujal, 2021. "Making it public: The effect of (private and public) wage proposals on efficiency and income distribution," Working Papers 21-12, Chapman University, Economic Science Institute.