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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. 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:
- Craig A. Chikis & Jonathan Goldberg, 2021, "Dealer Inventory Constraints in the Corporate Bond Market during the COVID Crisis," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2021-07-15-2, Jul, DOI: 10.17016/2380-7172.2946.
- 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, Koc University-TUSIAD Economic Research Forum, number 2110, Jul.
- Qinkai Chen, 2021, "Stock Movement Prediction with Financial News using Contextualized Embedding from BERT," Papers, arXiv.org, number 2107.08721, Jul.
- Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2021, "International Evidence on Extending Sovereign Debt Maturities," Working Paper Series, Federal Reserve Bank of San Francisco, number 2021-19, Jul, DOI: 10.24148/wp2021-19.
- Peter Eccles & Paul Grout & Paolo Siciliani & Anna Zalewska, 2021, "The impact of machine learning and big data on credit markets," Bank of England working papers, Bank of England, number 930, Jul.
- Silvia Marchesi & Tania Masi & Pietro Bomprezzi, 2021, "Is to Forgive to Forget? Sovereign Risk in the Aftermath of a Default," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 475, Jul.
- Shubham Ekapure & Nuruddin Jiruwala & Sohan Patnaik & Indranil SenGupta, 2021, "A data-science-driven short-term analysis of Amazon, Apple, Google, and Microsoft stocks," Papers, arXiv.org, number 2107.14695, Jul.
- Reinhold Heinlein & Scott M. R. Mahadeo, 2021, "Oil and US stock market shocks: implications for Canadian equities," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-07, Jul.
- Petr Jakubik & Saida Teleu, 2021, "Impact of EU-wide Insurance Stress Tests on Equity Prices and Systemic Risk," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/25, Jul, revised Jul 2021.
- Costola, Michele & Lorusso, Marco, 2021, "Spillovers among Energy Commodities and the Russian Stock Market," MPRA Paper, University Library of Munich, Germany, number 108990, Jul.