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Report NEP-FMK-2022-12-12
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:
- Prendergast, Michael, 2022, "Mutual Fund Allocations that Maximize Safe Portfolio Returns," OSF Preprints, Center for Open Science, number dypw6, Sep, DOI: 10.31219/osf.io/dypw6.
- Szymon Lis, 2022, "Investor Sentiment in Asset Pricing Models: A Review," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-14.
- Kuntal K. Das & Mona Yaghoubi, 2022, "Stock Liquidity and Firm-Level Political Risk," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 22/18, Nov.
- Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi, 2022, "Constrained Liquidity Provision in Currency Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-82, Oct.
- Andrea Calef & Ifigenia Georgiou & Alfonsina Iona, 2022, "Credit Market Freedom and Corporate Decisions," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2022-09, Nov.
- Constantin Charles & Cary D. Frydman & Mete Kilic, 2022, "Insensitive Investors," CESifo Working Paper Series, CESifo, number 10067.
- George Samartzis & Nikitas Pittis, 2022, "Dynamic Estimates Of The Arrow-Pratt Absolute And Relative Risk Aversion Coefficients," Papers, arXiv.org, number 2211.03604, Nov.
- Marina Emiris & François Koulischer & Christophe Spaenjers, 2022, "Bank competition and bargaining over refinancing," Working Paper Research, National Bank of Belgium, number 422, Oct.
- Sandra Daudignon & Oreste Tristani, 2022, "Monetary policy and the drifting natural rate of interest," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 22/1057, Nov.
- Jiahao Cui & Qiushi Li & Yuezhi Pen, 2022, "Efficient implementation of portfolio strategies involving cryptocurrencies and VIX INDEX and Gold," Papers, arXiv.org, number 2211.08919, Nov.
- Sebastian Doerr & Gazi Kabas & Steven Ongena, 2022, "Population aging and bank risk-taking," BIS Working Papers, Bank for International Settlements, number 1050, Nov.
- Thanh Trung Huynh & Minh Hieu Nguyen & Thanh Tam Nguyen & Phi Le Nguyen & Matthias Weidlich & Quoc Viet Hung Nguyen & Karl Aberer, 2022, "Efficient Integration of Multi-Order Dynamics and Internal Dynamics in Stock Movement Prediction," Papers, arXiv.org, number 2211.07400, Nov, revised Nov 2022.
- Hamza Bennani & Matthias Neuenkirch, 2022, "Too Complex to Digest? Federal Tax Bills and Their Processing in US Financial Markets," CESifo Working Paper Series, CESifo, number 10052.
- International Monetary Fund, 2022, "Mexico: Financial Sector Assessment Program-Technical Note on Systemic Liquidity Management," IMF Staff Country Reports, International Monetary Fund, number 2022/338, Nov.
- Joshy Jacob & Pradeep K.P. & Jayanth R.Varma, 2022, "Performance of quality factor in Indian Equity Market," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2022-11-01, Nov.