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Report NEP-FMK-2019-12-09
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:
- Lerby Ergun, 2019, "Extreme Downside Risk in Asset Returns," Staff Working Papers, Bank of Canada, number 19-46, Dec, DOI: 10.34989/swp-2019-46.
- Kladivko, Kamil & Österholm, Pär, 2019, "Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk?," Working Papers, Örebro University, School of Business, number 2019:10, Nov.
- Francesca Biagini & Thomas Reitsam, 2019, "Asset Price Bubbles in market models with proportional transaction costs," Papers, arXiv.org, number 1911.10149, Nov, revised Dec 2020.
- Zihao Zhang & Stefan Zohren & Stephen Roberts, 2019, "Deep Reinforcement Learning for Trading," Papers, arXiv.org, number 1911.10107, Nov.
- Alberto Caruso & Laura Coroneo, 2019, "Predicting interest rates in real-time," Discussion Papers, Department of Economics, University of York, number 19/18, Nov.
- Vasilios Mavroudis, 2019, "Bounded Temporal Fairness for FIFO Financial Markets," Papers, arXiv.org, number 1911.09209, Nov.
- Item repec:dnb:dnbwpp:660 is not listed on IDEAS anymore