Report NEP-FMK-2022-11-21

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:

• Callum Jones & Mariano Kulish & James Morley, 2022, "A Structural Measure of the Shadow Federal Funds Rate," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-61, Oct.
• Olivier Ledoit & Michael Wolf, 2022, "Markowitz portfolios under transaction costs," ECON - Working Papers, Department of Economics - University of Zurich, number 420, Oct, revised Sep 2024.
• Renjie, Rex Wang & Verwijmeren, Patrick & Xia, Shuo, 2022, "Corporate governance benefits of mutual fund cooperation," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 21/2022.
• Juan Imbet & Javier Gil-Bazo, 2022, "Tweeting for Money: Social Media and Mutual Fund Flows," Working Papers, Barcelona School of Economics, number 1366, Oct.
• Mittal, Varun & Schaposnik, Laura, 2022, "Housing market forecasts via stock market indicators," MPRA Paper, University Library of Munich, Germany, number 115009, Oct.
• Monika Grzegorczyk & Guntram B. Wolff, 2022, "Greeniums in sovereign bond markets," Bruegel Working Papers, Bruegel, number node_8334, Sep.
• Jules Sadefo Kamdem & Danielle Selambi, 2022, "Cyber-Risk Forecasting using Machine Learning Models and Generalized Extreme Value Distributions," Working Papers, HAL, number hal-03814979, Oct.
• Marek, Philipp & Stein, Ingrid, 2022, "Basel III and SME bank finance in Germany," Discussion Papers, Deutsche Bundesbank, number 37/2022.
• Zikai Wei & Bo Dai & Dahua Lin, 2022, "Factor Investing with a Deep Multi-Factor Model," Papers, arXiv.org, number 2210.12462, Oct.
• Item repec:hal:wpaper:hal-03791538 is not listed on IDEAS anymore

Report NEP-FMK-2022-11-21

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: