Printed from https://ideas.repec.org/n/nep-fmk/2022-05-09.html
Report NEP-FMK-2022-05-09
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:
- Keagile Lesame & Geoffrey Ngene & Rangan Gupta & Elie Bouri, 2022, "Herding in International REITs Markets around the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202218, Apr.
- Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 9624.
- Daniel Dimitrov, 2022, "Intergenerational Risk Sharing with Market Liquidity Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-028/VI, Mar.
- Magnus Wiese & Phillip Murray, 2022, "Risk-Neutral Market Simulation," Papers, arXiv.org, number 2202.13996, Feb.
- Florentina c{S}oiman & Guillaume Dumas & Sonia Jimenez-Garces, 2022, "The return of (I)DeFiX," Papers, arXiv.org, number 2204.00251, Apr.
- Valentina Galvani & Vita Faychuk, 2022, "The Mean-Variance Core of Cryptocurrencies: When More is Not Better," Working Papers, University of Alberta, Department of Economics, number 2022-04, Mar.
- Rebekka Buse & Konstantin Gorgen & Melanie Schienle, 2022, "Predicting Value at Risk for Cryptocurrencies With Generalized Random Forests," Papers, arXiv.org, number 2203.08224, Feb, revised Dec 2024.
- Item repec:arx:papers:2204.09218 is not listed on IDEAS anymore