Report NEP-CWA-2022-03-07

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:

• Frederic Boissay & Fabrice Collard & Jordi Gali & Cristina Manea, 2022, "Monetary policy and endogenous financial crises," BIS Working Papers, Bank for International Settlements, number 991, Jan.
• Item repec:cam:camjip:2108 is not listed on IDEAS anymore

• Savignac, Frédérique & Gautier, Erwan & Gorodnichenko, Yuriy & Coibion, Olivier, 2022, "Firms' Inflation Expectations: New Evidence from France," IZA Discussion Papers, IZA Network @ LISER, number 15069, Feb.
• Jaydip Sen & Saikat Mondal & Sidra Mehtab, 2022, "Portfolio Optimization on NIFTY Thematic Sector Stocks Using an LSTM Model," Papers, arXiv.org, number 2202.02723, Feb.
• Jaydip Sen & Sidra Mehtab & Abhishek Dutta & Saikat Mondal, 2022, "Hierarchical Risk Parity and Minimum Variance Portfolio Design on NIFTY 50 Stocks," Papers, arXiv.org, number 2202.02728, Feb.
• Marianne Laurin & Derek Messacar & Pierre-Carl Michaud, 2021, "Financial Literacy and the Timing of Tax-Preferred Savings Account Withdrawals," CIRANO Working Papers, CIRANO, number 2021s-36, Sep.
• Item repec:cam:camjip:2110 is not listed on IDEAS anymore

• Pengpeng Yue & Aslihan Gizem Korkmaz & Zhichao Yin & Haigang Zhou, 2022, "The rise of digital finance: Financial inclusion or debt trap," Papers, arXiv.org, number 2201.09221, Jan.
• Shuo Sun & Wanqi Xue & Rundong Wang & Xu He & Junlei Zhu & Jian Li & Bo An, 2021, "DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities," Papers, arXiv.org, number 2201.09058, Dec, revised Aug 2022.
• Aguima Aime Bernard Lompo, 2021, "How Financial Sector Development Improve Tax Revenue Mobilization for Developing Countries?," CERDI Working papers, HAL, number hal-03328502, Aug, DOI: 10.1057/s41294-023-00207-9.
• Daniel F. Garrett & Renato Gomes & Lucas Maestri, 2021, "Oligopoly under incomplete information: on the welfare effects of price discrimination," Post-Print, HAL, number hal-03515749, DOI: 10.1016/j.ijindorg.2021.102735.
• Anne-Laure Delatte & Adrien Matray & Noémie Pinardon-Touati, 2020, "Private Credit Under Political Influence: Evidence from France," Working Papers, Princeton University. Economics Department., number 2020-56, Mar.
• Tarna Silue, 2021, "Financial Inclusion and Economic Growth : Evidence in the Digital Environment of Developing Countries," CERDI Working papers, HAL, number hal-03281843, Jul.
• Argenton, Cedric & Ivanova-Stenzel, Radosveta & Müller, Wieland, 2022, "Cournot meets Bayes-Nash : A Discontinuity in Behavior Infinitely Repeated Duopoly Games," Other publications TiSEM, Tilburg University, School of Economics and Management, number bec182fc-5222-4ec2-9632-3.
• Giuseppe Brandi & T. Di Matteo, 2022, "Multiscaling and rough volatility: an empirical investigation," Papers, arXiv.org, number 2201.10466, Jan.
• Pınar Ceylan & Metin Cosgel, 2022, "Quantitative Data and the Economy," Working papers, University of Connecticut, Department of Economics, number 2022-06, Feb.
• Alicia H. Munnell & Patrick Hubbard, 2021, "The Impact of Inflation on Social Security Benefits," Issues in Brief, Center for Retirement Research, number ib2021-14, Aug.
• Carmina Fjellstrom, 2022, "Long Short-Term Memory Neural Network for Financial Time Series," Papers, arXiv.org, number 2201.08218, Jan.
• Jonathan A. Parker & Jake Schild & Laura Erhard & David Johnson, 2022, "Household Spending Responses to the Economic Impact Payments of 2020: Evidence from the Consumer Expenditure Survey," NBER Working Papers, National Bureau of Economic Research, Inc, number 29648, Jan.
• Ron Kaniel & Zihan Lin & Markus Pelger & Stijn Van Nieuwerburgh, 2022, "Machine-Learning the Skill of Mutual Fund Managers," NBER Working Papers, National Bureau of Economic Research, Inc, number 29723, Feb.
• Christian Friedrich & Peter Selcuk, 2022, "The Impact of Globalization and Digitalization on the Phillips Curve," Staff Working Papers, Bank of Canada, number 22-7, Feb, DOI: 10.34989/swp-2022-7.
• MohammadReza Zahedian & Mahsa Bagherikalhor & Andrey Trufanov & G. Reza Jafari, 2022, "Financial Crisis in the Framework of Non-zero Temperature Balance Theory," Papers, arXiv.org, number 2202.03198, Feb.
• Marcus Rösch & Michiel Gerritse & Bas Karreman & Frank van Oort & Bart Loog, 2022, "Do firms or workers drive the foreign acquisition wage premium?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-014/V, Feb.
• Motohiro Yogo & Andrew Whitten & Natalie Cox, 2021, "Financial Inclusion Across the United States," Working Papers, Princeton University. Economics Department., number 2021-28, Dec.
• Isuru Ratnayake & V. A. Samaranayake, 2022, "Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model," Papers, arXiv.org, number 2202.03351, Feb, revised Mar 2022.
• Pegdéwendé Nestor Sawadogo, 2020, "Fiscal rules and international financial market access
  [Règles budgétaires et accès aux marchés financiers internationaux]," Post-Print, HAL, number hal-03514057, Jun.
• Zhiqin Zou & Arash Farnoosh & Tom Mcnamara, 2021, "Risk analysis in the management of a green supply chain," Post-Print, HAL, number hal-03181313, Jan, DOI: 10.1002/jsc.2383.
• 子, 鬼谷, 2022, "Humanoid psychological sentiments and enigma of investment," OSF Preprints, Center for Open Science, number rm9gu, Feb, DOI: 10.31219/osf.io/rm9gu.
• Rafael R. S. Guimaraes, 2022, "Deep Learning Macroeconomics," Papers, arXiv.org, number 2201.13380, Jan.
• Isaac Ehrlich & Yong Yin, 2022, "A Cross-Country Comparison of Old-Age Financial Readiness in Asian Countries versus the United States: The Case of Japan and the Republic of Korea," NBER Working Papers, National Bureau of Economic Research, Inc, number 29649, Jan.
• Wan-Chien Chiu & Juan Ignacio Pe~na & Chih-Wei Wang, 2022, "Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects," Papers, arXiv.org, number 2202.02276, Feb.
• Minheng Xiao, 2022, "Data-Driven Risk Measurement by SV-GARCH-EVT Model," Papers, arXiv.org, number 2201.09434, Jan, revised Dec 2024.
• Henrique Guerreiro & Jo~ao Guerra, 2022, "VIX pricing in the rBergomi model under a regime switching change of measure," Papers, arXiv.org, number 2201.10391, Jan.
• Item repec:hal:wpaper:hal-03541619 is not listed on IDEAS anymore

• Koichi Miyamoto, 2022, "Quantum algorithm for calculating risk contributions in a credit portfolio," Papers, arXiv.org, number 2201.11394, Jan.
• Mauricio Jacobo Romero & Andr'e Freitas, 2022, "Microeconomic Foundations of Decentralised Organisations," Papers, arXiv.org, number 2201.07666, Jan, revised Oct 2022.
• Marcell T. Kurbucz & P'eter P'osfay & Antal Jakov'ac, 2022, "Linear Laws of Markov Chains with an Application for Anomaly Detection in Bitcoin Prices," Papers, arXiv.org, number 2201.09790, Jan.
• Item repec:rim:rimwps:22-04 is not listed on IDEAS anymore

• Julia Cage & Valeria Rueda, 2019, "Sex and the Mission: The Conflicting Effects of Early Christian Missions on HIV in sub-Saharan Africa," Working Papers, HAL, number hal-03393101, Feb.
• Anton J. Heckens & Thomas Guhr, 2022, "New Collectivity Measures for Financial Covariances and Correlations," Papers, arXiv.org, number 2202.00297, Feb, revised Aug 2022.
• Maxime MERLI & Antoine PARENT, 2022, "Portfolio Diversification During the Belle Époque: When the Actual Portfolios of French Individual Investors Met Behavioral Finance," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2022-01.
• Taylan Kabbani & Fatih Enes Usta, 2022, "Predicting The Stock Trend Using News Sentiment Analysis and Technical Indicators in Spark," Papers, arXiv.org, number 2201.12283, Jan.
• Zhe Wang & Ameir Shaa & Nicolas Privault & Claude Guet, 2021, "Deep self-consistent learning of local volatility," Papers, arXiv.org, number 2201.07880, Dec, revised Feb 2025.
• Michael Sockin & Wei Xiong, 2022, "Decentralization Through Tokenization," NBER Working Papers, National Bureau of Economic Research, Inc, number 29720, Feb.
• Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022, "Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-005, Feb, DOI: 10.17016/FEDS.2022.005.
• Anastasia Cozarenco & Valentina Hartarska & Ariane Szafarz, 2022, "Subsidies to microfinance institutions: How do they affect cost efficiency and mission drift?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 22-001, Feb.
• Item repec:cir:cirwor:2021s-38 is not listed on IDEAS anymore

• Joel Wagner & Tudor Schlanger & Yang Zhang, 2022, "A Horse Race of Alternative Monetary Policy Regimes Under Bounded Rationality," Discussion Papers, Bank of Canada, number 2022-4, Feb, DOI: 10.34989/sdp-2022-4.
• Sergio Mayordomo & Mar'ia Rodriguez-Moreno & Juan Ignacio Pe~na, 2022, "Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain," Papers, arXiv.org, number 2202.02280, Feb.
• Joshua Angrist, 2022, "Empirical Strategies in Economics: Illuminating the Path from Cause to Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 29726, Feb.
• Benjamin Poignard & Manabu Asai, 2022, "High-Dimensional Sparse Multivariate Stochastic Volatility Models," Papers, arXiv.org, number 2201.08584, Jan, revised May 2022.
• John Edward Sabelhaus & Jeffrey P. Thompson, 2021, "Racial Wealth Disparities: Reconsidering the Roles of Human Capital and Inheritance," Working Papers, Federal Reserve Bank of Boston, number 22-3, Sep, DOI: 10.29412/res.wp.2022.03.
• Jean-François Bonnefon & Augustin Landier & Parinitha R. Sastry & David Thesmar, 2022, "The Moral Preferences of Investors: Experimental Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 29647, Jan.
• Klaus Adam & Stefan Nagel, 2022, "Expectations Data in Asset Pricing," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_337, Feb.
• Igor Nesiolovskiy, 2021, "Stock exchange shares ranking and binary-ternary compressive coding," Papers, arXiv.org, number 2201.11507, Oct.
• Yulin Liu & Luyao Zhang, 2022, "Cryptocurrency Valuation: An Explainable AI Approach," Papers, arXiv.org, number 2201.12893, Jan, revised Jul 2023.
• Prendergast, Michael, 2022, "Econometric Models for Computing Safe Withdrawal Rates," OSF Preprints, Center for Open Science, number jd2xg, Jan, DOI: 10.31219/osf.io/jd2xg.
• B. N. Kausik, 2022, "Income Inequality, Cause and Cure," Papers, arXiv.org, number 2201.10726, Jan, revised Feb 2022.
• Anindya Goswami & Kedar Nath Mukherjee & Irvine Homi Patalwala & Sanjay N. S, 2022, "Regime recovery using implied volatility in Markov modulated market model," Papers, arXiv.org, number 2201.10304, Jan, revised Mar 2022.
• Gu, Ke & Stoyanov, Andrey, 2022, "Female Labor Supply and International Trade," MPRA Paper, University Library of Munich, Germany, number 111778, Jan.
• Takanobu Mizuta, 2022, "Do new investment strategies take existing strategies' returns -- An investigation into agent-based models," Papers, arXiv.org, number 2202.01423, Feb.
• Item repec:pri:econom:2021-5 is not listed on IDEAS anymore

• Daoud, Adel, 2021, "The International Monetary Fund’s intervention in education systems and its impact on children’s chances of completing school," SocArXiv, Center for Open Science, number kbc34, Dec, DOI: 10.31219/osf.io/kbc34.
• Singh, Sunny & Jha, Chandan, 2021, "Are Financial Development and Financial Stability Complements or Substitutes in Poverty Reduction?," MPRA Paper, University Library of Munich, Germany, number 111615, Oct.
• Chen, Eric R., 2021, "Determining the economic impact of cryptocurrency adoption on international trade from a gravity model framework," SocArXiv, Center for Open Science, number cefj9, Dec, DOI: 10.31219/osf.io/cefj9.
• Raj, Vijay, 2021, "The Ethics of Nudge: Towards a governance structure for the ethical use of nudge theory by Governments," SocArXiv, Center for Open Science, number q79ku, Nov, DOI: 10.31219/osf.io/q79ku.
• George Bouzianis & Lane P. Hughston & Leandro S'anchez-Betancourt, 2022, "Information-Based Trading," Papers, arXiv.org, number 2201.08875, Jan, revised Jan 2024.
• Sakib, S M Nazmuz, 2021, "Money Demand and Inflation: The relationship between money demand, inflation, and the risk premium," SocArXiv, Center for Open Science, number xfypj, Oct, DOI: 10.31219/osf.io/xfypj.
• Marcin Pitera & Thorsten Schmidt, 2022, "Estimating and backtesting risk under heavy tails," Papers, arXiv.org, number 2201.10454, Jan, revised Jan 2022.

Report NEP-CWA-2022-03-07

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: