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Report NEP-FMK-2022-03-28
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:
- Jens Klose & Peter Tillmann, 2022, "Stock Market Response to Covid-19, Containment Measures and Stabilization Policies - The Case of Europe," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202208.
- Gurjeet Singh, 2022, "Machine Learning Models in Stock Market Prediction," Papers, arXiv.org, number 2202.09359, Feb.
- George-Marian Aevoae & Alin Marius Andries & Steven Ongena & Nicu Sprincean, 2022, "ESG and Systemic Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-25, Mar.
- Haim Shalit, 2022, "Weighted Shapley Values Of Efficient Portfolios," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 2201.
- Lin Qi, 2022, "Investor Sentiment, Volatility and Cross-Market Illiquidity Dynamics: A Threshold Vector Autoregression Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-24, Mar.
- Toshiko Matsui & Ali Al-Ali & William J. Knottenbelt, 2022, "On the Dynamics of Solid, Liquid and Digital Gold Futures," Papers, arXiv.org, number 2202.09845, Feb.
- Imane El Ouadghiri & Mathieu Gomes & Jonathan Peillex & Guillaume Pijourlet, 2022, "Investor Attention to the Fossil Fuel Divestment Movement and Stock Returns," Post-Print, HAL, number hal-03549713, Jan.
- German Rodikov & Nino Antulov-Fantulin, 2022, "Can LSTM outperform volatility-econometric models?," Papers, arXiv.org, number 2202.11581, Feb.
- Supriya Kapoor & Adnan Velic, 2022, "QE: Implications for Bank Risk-Taking, Profitability, and Systemic Risk," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0122, Feb.
- Antoine Bouveret & Martin Haferkorn & Gaetano Marseglia & Onofrio Panzarino, 2022, "Flash crashes on sovereign bond markets – EU evidence," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 20, Mar.
- Rhea Choudhary, 2022, "Analysing the spillover effects of the South African Reserve Banks bond purchase programme," Working Papers, South African Reserve Bank, number 11025, Mar.