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Report NEP-FMK-2022-01-17
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:
- Oncu, Erdem, 2021, "The impact of COVID-19 on health sector stock returns," MPRA Paper, University Library of Munich, Germany, number 111032.
- Ozili, Peterson K, 2022, "Central bank digital currency research around the World: a review of literature," MPRA Paper, University Library of Munich, Germany, number 111389, Jan.
- Hu, Junjie & Härdle, Wolfgang, 2021, "Networks of news and cross-sectional returns," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-023.
- Christian Meyer, 2021, "Model Risk in Credit Portfolio Models," Papers, arXiv.org, number 2111.14631, Nov.
- Falk Bräuning & José Fillat & Gustavo Joaquim, 2021, "Corporate Finance and the Transmission of Shocks to the Real Economy," Working Papers, Federal Reserve Bank of Boston, number 21-18, Nov, DOI: 10.29412/res.wp.2021.18.
- Sebastiano Michele Zema & Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli, 2021, "Mesoscopic Structure of the Stock Market and Portfolio Optimization," Papers, arXiv.org, number 2112.06544, Dec.
- Julien Xavier Daubanes & Shema Frédéric Mitali & Jean-Charles Rochet, 2021, "Why Do Firms Issue Green Bonds?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-97, Dec.
- Damir Filipović & Amir Khalilzadeh, 2021, "Machine Learning for Predicting Stock Return Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-95, Dec.
- Le, Tuan Anh & Dao, Thi Thanh Binh, 2021, "Portfolio optimization under mean-CVaR simulation with copulas on the Vietnamese stock exchange," MPRA Paper, University Library of Munich, Germany, number 111105.
- Qinkai Chen & Christian-Yann Robert, 2021, "Multivariate Realized Volatility Forecasting with Graph Neural Network," Papers, arXiv.org, number 2112.09015, Dec, revised Dec 2021.