Report NEP-CWA-2022-03-28

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:

• Toshiko Matsui & Ali Al-Ali & William J. Knottenbelt, 2022, "On the Dynamics of Solid, Liquid and Digital Gold Futures," Papers, arXiv.org, number 2202.09845, Feb.
• Simon Cornée & Anastasia Cozarenco & Ariane Szafarz, 2022, "The Changing Role of Banks in the Financial System: Social versus Conventional Banks," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2022-02, Feb.
• Christophe Muller, 2022, "Poverty Measurement under Income and Price Dispersions," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2204, Mar.
• Thanasis Stengos & Theodore Panagiotidis & Georgios Papapanagiotou, 2022, "On the volatility of cryptocurrencies," Working Papers, University of Guelph, Department of Economics and Finance, number 2202.
• Joel Bowman, 2022, "Consequences of Zombie Businesses: Australia's Experience," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-23, Mar.
• Victor Olkhov, 2022, "Market-Based Price Autocorrelation," Papers, arXiv.org, number 2202.09323, Feb, revised Feb 2024.
• Ajay Chhibber, 2022, "Economic Planning in India: Did We Throw the Baby Out with the Bathwater?," Working Papers, The George Washington University, Institute for International Economic Policy, number 2022-03, Mar.
• Sulka, Tomasz, 2022, "Planning and saving for retirement," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 384.
• Takushi Kurozumi & Ryohei Oishi, 2022, "A Comparison of Japanese and US New Keynesian Phillips Curves with Bayesian VAR-GMM," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-3, Mar.
• Timothy Kam & Junsang Lee, 2022, "Inflationary Redistribution, Trading Opportunities and Consumption Inequality," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2022-685, Mar.
• Bruno Albuquerque & Alexandra Varadi, 2022, "Consumption effects of mortgage payment," Bank of England working papers, Bank of England, number 963, Feb.
• Draca, Mirko & Garred, Jason & Stickland, Leanne & Warrinnier, Nele, 2022, "On Target? The Incidence of Sanctions Across Listed Firms in Iran," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1400.
• George-Marian Aevoae & Alin Marius Andries & Steven Ongena & Nicu Sprincean, 2022, "ESG and Systemic Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-25, Mar.
• German Rodikov & Nino Antulov-Fantulin, 2022, "Can LSTM outperform volatility-econometric models?," Papers, arXiv.org, number 2202.11581, Feb.
• Adam Kucera & Evzen Kocenda & Ales Marsal, 2022, "Yield Curve Dynamics and Fiscal Policy Shocks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/04, Apr, revised Apr 2022.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022, "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers, HAL, number hal-03573080, Feb.
• Alfarano, Simone & Blanco-Arroyo, Omar, 2022, "Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations," MPRA Paper, University Library of Munich, Germany, number 111972, Feb.
• Florian Bourgey & Stefano De Marco & Emmanuel Gobet, 2022, "Weak approximations and VIX option price expansions in forward variance curve models," Papers, arXiv.org, number 2202.10413, Feb, revised May 2022.
• Benjamin Bruder & Nazar Kostyuchyk & Thierry Roncalli, 2022, "Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia," Papers, arXiv.org, number 2202.10721, Feb.
• Derek Messacar, 2022, "Loss-Averse Tax Manipulation and Tax-Preferred Savings," Cahiers de recherche / Working Papers, Institut sur la retraite et l'épargne / Retirement and Savings Institute, number 8.
• Elisa Luciano & Jean Charles Rochet, 2021, "Risk Appetite Fluctuations in the Insurance Industry," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 666 JEL Classification: G.
• Xu, Yongdeng, 2022, "The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/5, Mar.
• Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2022, "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," MPRA Paper, University Library of Munich, Germany, number 112008, Feb.
• John Stachurski, 2022, "Systemic Risk in Financial Systems: Properties of Equilibria," Papers, arXiv.org, number 2202.11183, Feb.
• Giuliano Toshiro Yajima & Lorenzo Nalin, 2022, "Financial Barriers to Structural Change in Developing Economies: A Theoretical Framework," Economics Working Paper Archive, Levy Economics Institute, number wp_1004, Mar.
• Foellmi, Reto & Hepenstrick, Christian & Torun, David, 2022, "Triangle Inequalities in International Trade: The Neglected Dimension," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2201, Mar.
• Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2020, "Which Investors Matter for Global Equity Valuations and Expected Returns?," Working Papers, Princeton University. Economics Department., number 2020-34, Jun.
• Nikan Firoozye & Vincent Tan & Stefan Zohren, 2022, "Canonical Portfolios: Optimal Asset and Signal Combination," Papers, arXiv.org, number 2202.10817, Feb, revised Jul 2023.
• Victoria Dobrynskaya & Mikhail Dubrovskiy, 2022, "Cryptocurrencies Meet Equities: Risk Factors And Asset Pricing Relationships," HSE Working papers, National Research University Higher School of Economics, number WP BRP 86/FE/2022.
• Gurjeet Singh, 2022, "Machine Learning Models in Stock Market Prediction," Papers, arXiv.org, number 2202.09359, Feb.
• Ronan Le Velly, 2021, "Market innovation in the light of actor-network theory: state of the art and managerial implications
  [L’innovation marchande à la lumière de la théorie de l’acteur-réseau : état de l’art et implications managériales]," Post-Print, HAL, number hal-03566943, DOI: 10.3166/rfg.2021.00593.
• Jens Klose & Peter Tillmann, 2022, "Stock Market Response to Covid-19, Containment Measures and Stabilization Policies - The Case of Europe," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202208.
• Markus Brunnermeier & Rohit Lamba & Carlos Segura-Rodriguez, 2020, "Inverse Selection," Working Papers, Princeton University. Economics Department., number 2020-50, Apr.
• Alari Paulus, 2022, "Business investment, the user cost of capital and firm heterogeneity," Bank of Estonia Working Papers, Bank of Estonia, number wp2022-2, Mar, revised 24 Mar 2022, DOI: 10.23656/25045520/022022/0192.
• Guillermo Arenas Díaz & Andrés Barge-Gil & Joost Heijs & Alberto Marzucchi, 2022, "The Effect of External Innovation on Firm Employment," DISCE - Working Papers del Dipartimento di Politica Economica, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number dipe0026, Feb.
• Arjan Bruil (CBS) & Céline van Essen & Wouter Leenders & Arjan Lejour & Jan Möhlmann & Simon Rabaté, 2022, "Inequality and Redistribution in the Netherlands," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 436, Mar, DOI: 10.34932/crvm-bq32.
• Fred Espen Benth & Nils Detering & Luca Galimberti, 2022, "Pricing options on flow forwards by neural networks in Hilbert space," Papers, arXiv.org, number 2202.11606, Feb.
• Markus Brunnermeier & Sebastian Merkel & Yuliy Sannikov, 2020, "The Fiscal Theory of the Price Level with a Bubble," Working Papers, Princeton University. Economics Department., number 2020-47, May.
• Michael Irlacher, 2022, "Multi-product Firms in International Economics," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2022-01, Feb.
• Simone MORICONI & Tuna ABAY, 2022, "Managerial Firms, Taxation and Welfare," Working Papers, IESEG School of Management, number 2022-iFlame-03, Mar.
• Gian Italo Bischi & Germana Giombini & Giuseppe Travaglini, 2022, "Monetary and fiscal policy in a nonlinear model of public debt," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 2201, revised 2022.
• Paloma Péligry & Xavier Ragot, 2022, "Evolution of fiscal systems: Convergence or divergence?," Working Papers, HAL, number hal-03554224, Feb.
• Stéphane Auray & Michael B. Devereux & Aurélien Eyquem, 2021, "Trade Wars, Currency Wars," Working Papers, Center for Research in Economics and Statistics, number 2021-15, Sep.
• Lisa Taruttis & Christoph Weber, 2022, "Inefficient markets for energy efficiency - Empirical evidence from the German rental housing market," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 2202, Feb, revised Feb 2022.
• Elisabetta Iossa & Patrick Rey & Michael Waterson, 2021, "Organizing Competition for the Market," Post-Print, HAL, number hal-03551028, Oct, DOI: 10.1093/jeea/jvab044.
• Orea, Luis & Álvarez, Inmaculada C. & Servén, Luis, 2022, "The Structural and Productivity Effects of Infrastructure Provision in Developed and Developing Countries," Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG), number 2022/01.
• Ali-Yrkkö, Jyrki & Mattila, Juri & Pajarinen, Mika & Ylhäinen, Ilkka, 2022, "M&As and Their Economic Effects on Target Companies," ETLA Reports, The Research Institute of the Finnish Economy, number 125, Mar.
• Vicente Esteve & María A. Prats, 2022, "Can a country borrow forever? The unsustainable trajectory of international debt: the case of Spain," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2202, Mar.
• Dorinel Bastide & Stéphane Crépey & Samuel Drapeau & Mekonnen Tadese, 2022, "Derivatives Risks as Costs in a One-Period Network Model," Working Papers, HAL, number hal-03554577, Feb, DOI: 10.48550/arXiv.2202.03248.
• Zeyd Boukhers & Azeddine Bouabdallah & Cong Yang & Jan Jurjens, 2022, "Beyond Trading Data: The Hidden Influence of Public Awareness and Interest on Cryptocurrency Volatility," Papers, arXiv.org, number 2202.08967, Feb, revised Oct 2024.
• Imane El Ouadghiri & Mathieu Gomes & Jonathan Peillex & Guillaume Pijourlet, 2022, "Investor Attention to the Fossil Fuel Divestment Movement and Stock Returns," Post-Print, HAL, number hal-03549713, Jan.
• Taiga Saito & Akihiko Takahashi, 2022, "Portfolio optimization with choice of a probability measure (forthcoming in proceedings of IEEE CIFEr 2022)," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-534, Mar.
• John Landon-Lane, 2022, "The Role of Sentiment in the U.S. Economy: 1920 to 1934," Departmental Working Papers, Rutgers University, Department of Economics, number 202201, Mar.
• Paula Prenzel & Niels Bosma & Veronique Schutjens & Erik Stam, 2022, "Cultural diversity and innovation-oriented entrepreneurship," Papers in Evolutionary Economic Geography (PEEG), Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, number 2205, Feb, revised Feb 2022.
• Ralph S. J. Koijen & Motohiro Yogo, 2020, "Exchange Rates and Asset Prices in a Global Demand System," Working Papers, Princeton University. Economics Department., number 2020-33, Jun.
• Lahcen Bounader & Guido Traficante, 2022, "Robustly optimal monetary policy in a behavioral environment," Working Papers, International Network for Economic Research - INFER, number 2022.01.
• Bulent Guler & Yasin Kursat Onder & Temel Taskin, 2022, "Asymmetric Information and Sovereign Debt Disclosure," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2022-004 Classification-E, Mar.
• Bertrand Garbinti & Pierre Lamarche & Fredérique Savignac, 2024, "Wealth Heterogeneity and the Marginal Propensity to Consume out of Wealth," Working Papers, Center for Research in Economics and Statistics, number 2022-02, Aug.

Report NEP-CWA-2022-03-28

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: