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Report NEP-FMK-2021-10-18
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:
- Anish Rai & Ajit Mahata & Md. Nurujjaman & Sushovan Majhi & Kanish debnath, 2021, "A sentiment-based modeling and analysis of stock price during the COVID-19: U- and Swoosh-shaped recovery," Papers, arXiv.org, number 2110.03986, Oct.
- Ozili, Peterson K, 2021, "Digital finance, green finance and social finance: is there a link?," MPRA Paper, University Library of Munich, Germany, number 110151.
- Yufei Wu & Mahmoud Mahfouz & Daniele Magazzeni & Manuela Veloso, 2021, "Towards Robust Representation of Limit Orders Books for Deep Learning Models," Papers, arXiv.org, number 2110.05479, Oct, revised Dec 2022.
- Raphael Semet & Thierry Roncalli & Lauren Stagnol, 2021, "ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies?," Papers, arXiv.org, number 2110.06617, Oct.
- Jaroslav Baran & Jan Voříšek, 2020, "Volatility indices and implied uncertainty measures of European government bond futures," Working Papers, European Stability Mechanism, number 43, May.
- Mahdieh Yazdani, 2021, "Machine Learning, Deep Learning, and Hedonic Methods for Real Estate Price Prediction," Papers, arXiv.org, number 2110.07151, Oct.
- amri amamou, souhir & hellara, slaheddine, 2021, "The dynamic relationship between the sovereign CDS market and the Eurozone sovereign bond market (classified by maturity): Contagion or Spillovers?," MPRA Paper, University Library of Munich, Germany, number 109038, Aug.