Report NEP-FMK-2021-08-09

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:

• Craig A. Chikis & Jonathan Goldberg, 2021. "Dealer Inventory Constraints in the Corporate Bond Market during the COVID Crisis," FEDS Notes 2021-07-15-2, Board of Governors of the Federal Reserve System (U.S.).
• Cem Cakmakli & Verda Ozturk, 2021. "Economic Value of Modeling the Joint Distribution of Returns and Volatility: Leverage Timing," Koç University-TUSIAD Economic Research Forum Working Papers 2110, Koc University-TUSIAD Economic Research Forum.
• Qinkai Chen, 2021. "Stock Movement Prediction with Financial News using Contextualized Embedding from BERT," Papers 2107.08721, arXiv.org.
• Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2021. "International Evidence on Extending Sovereign Debt Maturities," Working Paper Series 2021-19, Federal Reserve Bank of San Francisco.
• Eccles, Peter & Grout, Paul & Siciliani, Paolo & Zalewska, Anna, 2021. "The impact of machine learning and big data on credit markets," Bank of England working papers 930, Bank of England.
• Silvia Marchesi & Tania Masi & Pietro Bomprezzi, 2021. "Is to Forgive to Forget? Sovereign Risk in the Aftermath of a Default," Development Working Papers 475, Centro Studi Luca d'Agliano, University of Milano.
• Shubham Ekapure & Nuruddin Jiruwala & Sohan Patnaik & Indranil SenGupta, 2021. "A data-science-driven short-term analysis of Amazon, Apple, Google, and Microsoft stocks," Papers 2107.14695, arXiv.org.
• Reinhold Heinlein & Scott M. R. Mahadeo, 2021. "Oil and US stock market shocks: implications for Canadian equities," Working Papers in Economics & Finance 2021-07, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
• Petr Jakubik & Saida Teleu, 2021. "Impact of EU-wide Insurance Stress Tests on Equity Prices and Systemic Risk," Working Papers IES 2021/25, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2021.
• Costola, Michele & Lorusso, Marco, 2021. "Spillovers among Energy Commodities and the Russian Stock Market," MPRA Paper 108990, University Library of Munich, Germany.