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Report NEP-FMK-2021-04-19
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:
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021, "The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields," CESifo Working Paper Series, CESifo, number 8976.
- Dmitry Khametshin, 2021, "High-yield bond markets during the COVID-19 crisis: the role of monetary policy," Occasional Papers, Banco de España, number 2110, Mar.
- Claudiu Albulescu & Michel Mina & Cornel Oros, 2021, "Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis," Papers, arXiv.org, number 2104.05273, Apr.
- Zheng Gong & Carmine Ventre & John O'Hara, 2021, "The Efficient Hedging Frontier with Deep Neural Networks," Papers, arXiv.org, number 2104.05280, Apr.
- Samuel N. Cohen & Derek Snow & Lukasz Szpruch, 2021, "Black-box model risk in finance," Papers, arXiv.org, number 2102.04757, Feb.
- E. Ferreira & S. Orbe & J. Ascorbebeitia & B. 'Alvarez Pereira & E. Estrada, 2021, "Loss of structural balance in stock markets," Papers, arXiv.org, number 2104.06254, Apr.
- Jia Wang & Tong Sun & Benyuan Liu & Yu Cao & Degang Wang, 2021, "Financial Markets Prediction with Deep Learning," Papers, arXiv.org, number 2104.05413, Apr.
- Cueto, José Manuel & Grané Chávez, Aurea & Cascos Fernández, Ignacio, 2021, "How to explain the cross-section of equity returns through Common Principal Components," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 32258, Apr.
- Jan Hanousek & Christos Pantzalis & Jung Chul Park, 2021, "Political Insider Trading: A narrow versus comprehensive approach," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2021-77, Apr.
- Kapp, Daniel & Kristiansen, Kristian, 2021, "Euro area equity risk premia and monetary policy: a longer-term perspective," Working Paper Series, European Central Bank, number 2535, Apr.
- Samir Cedic & Alwan Mahmoud & Matteo Manera & Gazi Salah Uddin, 2021, "Uncertainty and Stock Returns in Energy Markets: A Quantile Regression Approach," Working Papers, Fondazione Eni Enrico Mattei, number 2021.11, Apr.
- Hoang, Daniel & Silbereis, Fabian & Stengel, Raphael, 2021, "Do nonfinancial firms hold risky financial assets? Evidence from Germany," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 149, DOI: 10.5445/IR/1000130762.