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Report NEP-FMK-2022-10-17
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:
- Nghia Chu & Binh Dao & Nga Pham & Huy Nguyen & Hien Tran, 2022, "Predicting Mutual Funds' Performance using Deep Learning and Ensemble Techniques," Papers, arXiv.org, number 2209.09649, Sep, revised Jul 2023.
- Bagnara, Matteo & Jappelli, Ruggero, 2022, "Liquidity derivatives," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 358.
- Eric Luxenberg & Philipp Schiele & Stephen Boyd, 2022, "Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization," Papers, arXiv.org, number 2209.03461, Sep, revised Jan 2024.
- Joseph Jerome & Leandro Sanchez-Betancourt & Rahul Savani & Martin Herdegen, 2022, "Model-based gym environments for limit order book trading," Papers, arXiv.org, number 2209.07823, Sep.
- Michael Smolyansky, 2022, "The coming long-run slowdown in corporate profit growth and stock returns," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2022-09-06, Sep, DOI: 10.17016/2380-7172.3167.
- Pietsch, Allegra & Salakhova, Dilyara, 2022, "Pricing of green bonds: drivers and dynamics of the greenium," Working Paper Series, European Central Bank, number 2728, Sep.
- Rashad Ahmed & Alessandro Rebucci, 2022, "Dollar Reserves and U.S. Yields: Identifying the Price Impact of Official Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 30476, Sep.
- Klara Zalesakova, 2022, "Stock market development as a leading indicator of future economic growth in the BRICS countries," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2022-82, Sep.
- Capotă, Laura-Dona & Grill, Michael & Molestina Vivar, Luis & Schmitz, Niklas & Weistroffer, Christian, 2022, "Is the EU money market fund regulation fit for purpose? Lessons from the COVID-19 turmoil," Working Paper Series, European Central Bank, number 2737, Oct.
- Peng Liu & Yanyan Zheng, 2022, "Precision measurement of the return distribution property of the Chinese stock market index," Papers, arXiv.org, number 2209.08521, Sep, revised Nov 2023.
- Njuguna Ndung'u, 2022, "Fintech in sub-Saharan Africa," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2022-101.