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Report NEP-FMK-2022-06-27
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:
- Kerssenfischer, Mark & Schmeling, Maik, 2022, "What moves markets?," Discussion Papers, Deutsche Bundesbank, number 16/2022.
- David Hirshleifer & Yushui Shi & Weili Wu, 2022, "Do Sell-Side Analysts Say “Buy” While Whispering “Sell”?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30032, May.
- Amélie Charles & Olivier Darné & Jae Kim, 2022, "Stock Return Predictability: Evaluation based on interval forecasts," Post-Print, HAL, number hal-03656310, Apr, DOI: 10.1111/boer.12298.
- Vishal Kuber & Divakar Yadav & Arun Kr Yadav, 2022, "Univariate and Multivariate LSTM Model for Short-Term Stock Market Prediction," Papers, arXiv.org, number 2205.06673, May.
- Josef Sveda & Jaromir Baxa & Adam Gersl, 2022, "Fiscal Consolidation under Market´s Scrutiny: How Do Fiscal Announcements Affect Bond Yields," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/11, Jun, revised Jun 2022.
- Chenrui Zhang, 2022, "Research on the correlation between text emotion mining and stock market based on deep learning," Papers, arXiv.org, number 2205.06675, May.
- Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2022, "How Is the Corporate Bond Market Responding to Financial Market Volatility?," Liberty Street Economics, Federal Reserve Bank of New York, number 20220601, Jun.
- Campanale Claudio & Fugazza Carolina, 2022, "Preference for Wealth and Life Cycle Portfolio Choice," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 075, Jun.
- Matthew Malloy & Francis Martinez & Mary-Frances Styczynski & Alex Thorp, 2022, "Retail CBDC and U.S. Monetary Policy Implementation: A Stylized Balance Sheet Analysis," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-032, May, DOI: 10.17016/FEDS.2022.032.
- Kick, Andreas & Rottmann, Horst, 2022, "The relevance of banks to the European stock market," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 84.
- Mohammadreza Mahmoudi, 2022, "Evaluating the Impact of Bitcoin on International Asset Allocation using Mean-Variance, Conditional Value-at-Risk (CVaR), and Markov Regime Switching Approaches," Papers, arXiv.org, number 2205.00335, Apr.