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Report NEP-FMK-2020-11-16
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:
- Robert J. Barro, 2020, "r Minus g," NBER Working Papers, National Bureau of Economic Research, Inc, number 28002, Oct.
- Hang Bai & Lu Zhang, 2020, "Searching for the Equity Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 28001, Oct.
- Agarwal, Vikas & Jiang, Lei & Wen, Quan, 2020, "Why do mutual funds hold lottery stocks?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-08.
- Xianchao Wu, 2020, "Event-Driven Learning of Systematic Behaviours in Stock Markets," Papers, arXiv.org, number 2010.15586, Oct.
- Sidra Mehtab & Jaydip Sen, 2020, "Stock Price Prediction Using CNN and LSTM-Based Deep Learning Models," Papers, arXiv.org, number 2010.13891, Oct.
- Andrés Alonso & José Manuel Carbó, 2020, "Machine learning in credit risk: measuring the dilemma between prediction and supervisory cost," Working Papers, Banco de España, number 2032, Oct.
- Kristoffer Andersson & Cornelis W. Oosterlee, 2020, "Deep learning for CVA computations of large portfolios of financial derivatives," Papers, arXiv.org, number 2010.13843, Oct.
- Sebastiano Michele Zema, 2020, "Directed Acyclic Graph based Information Shares for Price Discovery," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2020/28, Oct.
- Giulio Cornelli & Sebastian Doerr & Leonardo Gambacorta & Ouarda Merrouche, 2020, "Inside the regulatory sandbox: effects on fintech funding," BIS Working Papers, Bank for International Settlements, number 901, Nov.
- Jochen Güntner & Benjamin Karner, 2020, "Hedging with commodity futures and the end of normal Backwardation," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2020-21, Nov.
- Julian di Giovanni & Galina Hale, 2020, "Stock market spillovers via the global production network: Transmission of U.S. monetary policy," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1747, Oct.
- Gajurel, Dinesh & Chowdhury, Biplob, 2020, "Realized volatility, jump and beta: evidence from Canadian stock market," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-11.