Printed from https://ideas.repec.org/n/nep-fmk/2019-02-11.html
Report NEP-FMK-2019-02-11
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Sonali Das & Riza Demirer & Rangan Gupta & Siphumlile Mangisa, 2019, "The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis," Working Papers, University of Pretoria, Department of Economics, number 201908, Jan.
- Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2019, "Time-Varying Risk Aversion and the Predictability of Bond Premia," Working Papers, University of Pretoria, Department of Economics, number 201906, Jan.
- Leopoldo Catania & Tommaso Proietti, 2019, "Forecasting Volatility with Time-Varying Leverage and Volatility of Volatility Effects," CEIS Research Paper, Tor Vergata University, CEIS, number 450, Feb, revised 06 Feb 2019.
- Baumann, Michael Heinrich & Baumann, Michaela & Erler, Alexander, 2019, "Limitations of stabilizing effects of fundamentalists: Facing positive feedback traders," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-3.
- Faisal I Qureshi, 2018, "Investigating Limit Order Book Characteristics for Short Term Price Prediction: a Machine Learning Approach," Papers, arXiv.org, number 1901.10534, Dec.
- Chiara Pederzoli & Costanza Torricelli, 2019, "The impact of the Fundamental Review of the Trading Book: A preliminary assessment on a stylized portfolio," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0075, Jan.
- Christian Grimme, 2019, "Uncertainty and the Cost of Bank vs. Bond Finance," CESifo Working Paper Series, CESifo, number 7456.
- Davradakis, Emmanouil & Santos, Ricardo, 2019, "Blockchain, FinTechs and their relevance for international financial institutions," EIB Working Papers, European Investment Bank (EIB), number 2019/01, DOI: 10.2867/11329.
- Item repec:imf:imfwpa:19/23 is not listed on IDEAS anymore
- Leonardo Felizardo & Afonso Pinto, 2019, "A Study on Neural Network Architecture Applied to the Prediction of Brazilian Stock Returns," Papers, arXiv.org, number 1901.09143, Jan.