Report NEP-CWA-2021-12-06

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:

• Kumar, Anjani & Saroj, Sunil & Mishra, Ashok, 2021, "Crop Insurance and Rice Productivity: Evidence from Eastern India," 2021 Conference, August 17-31, 2021, Virtual, International Association of Agricultural Economists, number 315068, Aug, DOI: 10.22004/ag.econ.315068.
• Jaydip Sen & Abhishek Dutta & Sidra Mehtab, 2021, "Stock Portfolio Optimization Using a Deep Learning LSTM Model," Papers, arXiv.org, number 2111.04709, Nov.
• Athanasios Lapatinas & Anstasia Litina & Skerdilajda Zanaj, 2021, "Economic complexity shapes attitudes about gender roles," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 21-16.
• Rajkhowa, Pallavi & Kornher, Lukas, 2021, "Can Electronic Marketplaces Make Agro-Based Commodity Markets More Efficient? Panel Data Evidence from the Tea Value Chain in India," 2021 Conference, August 17-31, 2021, Virtual, International Association of Agricultural Economists, number 314963, Aug, DOI: 10.22004/ag.econ.314963.
• Purva Khera & Miss Stephanie Y Ng & Ms. Sumiko Ogawa & Ms. Ratna Sahay, 2021, "Is Digital Financial Inclusion Unlocking Growth?," IMF Working Papers, International Monetary Fund, number 2021/167, Jun.
• Viral V. Acharya & Yang Liu & Mr. Yunhui Zhao, 2021, "COVID-19 Containment Measures and Expected Stock Volatility: High-Frequency Evidence from Selected Advanced Economies," IMF Working Papers, International Monetary Fund, number 2021/157, Jun.
• Emanuel Kohlscheen, 2021, "What does machine learning say about the drivers of inflation?," BIS Working Papers, Bank for International Settlements, number 980, Nov.
• Zechu Li & Xiao-Yang Liu & Jiahao Zheng & Zhaoran Wang & Anwar Walid & Jian Guo, 2021, "FinRL-Podracer: High Performance and Scalable Deep Reinforcement Learning for Quantitative Finance," Papers, arXiv.org, number 2111.05188, Nov.
• Deok Ryong Yoon & Dong-Eun Rhee & Jinhee Lee, 2020, "Analysis of the Effects of Asset Price Changes on Economic Inequality and External Economic Variables," World Economy Brief, Korea Institute for International Economic Policy, number 20-37, Dec.
• Yayi Yan & Jiti Gao & Bin Peng, 2021, "On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis," Papers, arXiv.org, number 2111.00450, Oct.
• Moreno, Diego & Petrakis, Emmanuel, 2021, "The impact on market outcomes of the portfolio selection of large equity investors," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 33659, Nov.
• Danilo Cascaldi-Garcia & Flora Haberkorn & Eli Nir, 2021, "International Measures of Common Inflation," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2021-11-05-1, Nov, DOI: 10.17016/2380-7172.3012.
• Jaydip Sen & Saikat Mondal & Sidra Mehtab, 2021, "Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model," Papers, arXiv.org, number 2111.04976, Nov.
• Rocco Ciciretti & Ambrogio Dalò & Giovanni Ferri, 2021, "Herding and Anti-Herding Across ESG Funds," CEIS Research Paper, Tor Vergata University, CEIS, number 524, Nov, revised 05 Nov 2021.
• Digvijay, Dilip Bhujbal & shafighi, Najla, 2021, "Factors affecting high unemployment in India," MPRA Paper, University Library of Munich, Germany, number 110621, Aug.
• Harashima, Taiji, 2021, "Economic Inequality and Heterogeneous Success Rates of Investment," MPRA Paper, University Library of Munich, Germany, number 110688, Nov.
• Sattarhoff, Cristina & Lux, Thomas, 2021, "Forecasting the Variability of Stock Index Returns with the Multifractal Random Walk Model for Realized Volatilities," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2021-02.
• Shobande, Olatunji & Asongu, Simplice, 2021, "Financial Development, Human Capital Development and Climate Change in East and Southern Africa," MPRA Paper, University Library of Munich, Germany, number 110639, Jan.
• Gabriele D'Acunto & Paolo Bajardi & Francesco Bonchi & Gianmarco De Francisci Morales, 2021, "The Evolving Causal Structure of Equity Risk Factors," Papers, arXiv.org, number 2111.05072, Nov.
• Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2021, "Non-bank financial intermediaries and financial stability," BIS Working Papers, Bank for International Settlements, number 972, Oct.
• Luiza Antoun de Almeida & Ms. Diva Singh, 2021, "Determinants of and Prospects for Market Access in Frontier Economies," IMF Working Papers, International Monetary Fund, number 2021/137, May.
• Michael Gasiorek & Nicolo Tamberi, 2021, "Trade Data Statistics," Working Paper Series, Department of Economics, University of Sussex Business School, number 0921, Sep.
• Anders Nõu & Darya Lapitskaya & Mustafa Hakan Eratalay & Rajesh Sharma, 2021, "Predicting Stock Return And Volatility With Machine Learning And Econometric Models: A Comparative Case Study Of The Baltic Stock Market," University of Tartu - Faculty of Economics and Business Administration Working Paper Series, Faculty of Economics and Business Administration, University of Tartu (Estonia), number 135.
• Rogelio Mercado Jr. & Shanty Noviantie, 2019, "Financial Flows Centrality: Empirical Evidence using Bilateral Capital Flows," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep1119, Dec.
• Ghosh, Saurabh & Mazumder, Debojyoti, 2021, "Do NBFCs Propagate Real Shocks?," MPRA Paper, University Library of Munich, Germany, number 110596, Nov.
• Aljabri, Salwa & Raghavan, Mala & Vespignani, Joaquin, 2021, "Oil Prices and Fiscal Policy in an Oil-exporter country: Empirical Evidence from Oman," MPRA Paper, University Library of Munich, Germany, number 110628, Sep.
• Chavan, Sumit Sunil & Shafighi, Najla, 2021, "Exchange Rate Determination in Asia," MPRA Paper, University Library of Munich, Germany, number 110622, Aug.
• Yuanchen Yang, 2021, "Are Passive Institutional Investors Engaged Monitors or Risk-Averse Owners? Both!," IMF Working Papers, International Monetary Fund, number 2021/158, Jun.
• Daniela Balutel & Christopher Henry & Jorge Vásquez & Marcel Voia, 2021, "Bitcoin Adoption and Beliefs in Canada," Staff Working Papers, Bank of Canada, number 21-60, Nov, DOI: 10.34989/swp-2021-60.
• Mr. Ross Levine, 2021, "Finance, Growth, and Inequality," IMF Working Papers, International Monetary Fund, number 2021/164, Jun.
• Nuerxiati Abudurexiti & Kai He & Dongdong Hu & Svetlozar T. Rachev & Hasanjan Sayit & Ruoyu Sun, 2021, "Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models," Papers, arXiv.org, number 2111.04311, Nov, revised Feb 2023.
• Alexandre Corhay & Thilo Kind & Howard Kung & Gonzalo Morales, 2021, "Discount Rates, Debt Maturity, and the Fiscal Theory," Staff Working Papers, Bank of Canada, number 21-58, Nov, DOI: 10.34989/swp-2021-58.
• John J Shim & Karamfil Todorov, 2021, "ETFs, illiquid assets, and fire sales," BIS Working Papers, Bank for International Settlements, number 975, Nov.
• Fortin, Ines & Hlouskova, Jaroslava & Soegner, Leopold, 2021, "Financial instability and economic activity," IHS Working Paper Series, Institute for Advanced Studies, number 36, Nov.
• Rik Dillingh & Maria Zumbuehl, 2021, "Pension Payout Preferences," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 431, Nov, DOI: 10.34932/z97t-5755.
• Mr. Zhongxia Jin & Haobin Wang & Yue Zhao, 2021, "Macroeconomic Impact of Foreign Exchange Intervention: Some Cross-country Empirical Findings," IMF Working Papers, International Monetary Fund, number 2021/126, Apr.
• Erik Feyen & Jon Frost & Harish Natarajan & Tara Rice, 2021, "What does digital money mean for emerging market and developing economies?," BIS Working Papers, Bank for International Settlements, number 973, Oct.
• Mao Guan & Xiao-Yang Liu, 2021, "Explainable Deep Reinforcement Learning for Portfolio Management: An Empirical Approach," Papers, arXiv.org, number 2111.03995, Nov, revised Dec 2021.
• Battulga Gankhuu, 2021, "Equity-Linked Life Insurances on Maximum of Several Assets," Papers, arXiv.org, number 2111.04038, Nov, revised Sep 2024.
• Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021, "The Geography of Investor Attention," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2114, revised Nov 2021.
• Ryan Niladri Banerjee & José María Serena Garralda, 2021, "Dampening the financial accelerator? Direct lenders and monetary policy," BIS Working Papers, Bank for International Settlements, number 979, Nov.
• Takushi Kurozumi & Willem Van Zandweghe, 2021, "Macroeconomic Changes with Declining Trend Inflation: Complementarity with the Superstar Firm Hypothesis," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-13, Nov.
• Andrea Coveri & Claudio Cozza & Dario Guarascio, 2021, "Monopoly Capitalism in the Digital Era," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 209, Nov.
• Gianluca Cubadda & Alain Hecq, 2021, "Reduced Rank Regression Models in Economics and Finance," CEIS Research Paper, Tor Vergata University, CEIS, number 525, Nov, revised 08 Nov 2021.
• Simplice A. Asongu & Valentine B. Soumtang & Ofeh M. Edoh, 2021, "Financial determinants of informal financial development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 21/077, Aug.

Report NEP-CWA-2021-12-06

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: