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Report NEP-FMK-2022-01-03
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:
- Peter Reinhard Hansen & Zhuo Huang & Chen Tong & Tianyi Wang, 2021, "Realized GARCH, CBOE VIX, and the Volatility Risk Premium," Papers, arXiv.org, number 2112.05302, Dec.
- HORIKAWA Takumi & MATSUI Yujiro & GEMMA Yasufumi, 2021, "A Network Analysis of the JGB Repo Market," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-14, Dec.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021, "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 27, Nov, DOI: 10.29338/wp2021-27.
- Yizhuo Li & Peng Zhou & Fangyi Li & Xiao Yang, 2021, "An Improved Reinforcement Learning Model Based on Sentiment Analysis," Papers, arXiv.org, number 2111.15354, Nov.
- Martin Hillebrand & Marko Mravlak & Peter Schwendner, 2021, "Investor demand in syndicated bond issuances: stylised facts," Working Papers, European Stability Mechanism, number 50, Dec, revised 23 Dec 2021.