Printed from https://ideas.repec.org/n/nep-fmk/2022-05-30.html
Report NEP-FMK-2022-05-30
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:
- Alexander Brunhuemer & Lukas Larcher & Philipp Seidl & Sascha Desmettre & Johannes Kofler & Gerhard Larcher, 2022, "Supervised machine learning classification for short straddles on the S&P500," Papers, arXiv.org, number 2204.13587, Apr.
- Tuan Tran & Nhat Nguyen, 2022, "Improving Portfolio Liquidity with Cash-Value-at-Risk for Covariance Estimations in Quantitative Trading," Working Papers, HAL, number hal-03647881, Apr.
- Item repec:hal:wpaper:hal-03625891 is not listed on IDEAS anymore
- Michael Darlin & Georgios Palaiokrassas & Leandros Tassiulas, 2022, "Debt-Financed Collateral and Stability Risks in the DeFi Ecosystem," Papers, arXiv.org, number 2204.11107, Apr, revised Jun 2022.
- John E. Marthinsen & Steven R. Gordon, 2022, "The Price and Cost of Bitcoin," Papers, arXiv.org, number 2204.13102, Apr.
- Maria Alessia Aiello & Cristina Angelico, 2022, "Climate change and credit risk: the effect of carbon taxes on Italian banks' business loan default rates," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 688, Apr.
- Gour Sundar Mitra Thakur & Rupak Bhattacharyya & Seema Sarkar, 2022, "Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange," Papers, arXiv.org, number 2204.13385, Apr, revised May 2022.