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. Kwang Soo Cheong issued this report. It is usually issued weekly.

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