Printed from https://ideas.repec.org/n/nep-fmk/2023-01-16.html
Report NEP-FMK-2023-01-16
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:
- Weilin Fu & Zhuoran Li & Yupeng Zhang & Xingyou Zhou, 2022, "Time Series Analysis in American Stock Market Recovering in Post COVID-19 Pandemic Period," Papers, arXiv.org, number 2212.05369, Dec.
- Robin Greenwood & Marco C. Sammon, 2022, "The Disappearing Index Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 30748, Dec.
- Alapan Chaudhuri & Zeeshan Ahmed & Ashwin Rao & Shivansh Subramanian & Shreyas Pradhan & Abhishek Mittal, 2022, "Nostradamus: Weathering Worth," Papers, arXiv.org, number 2212.05933, Dec, revised Jan 2023.
- Igor Makarov & Antoinette Schoar, 2022, "Cryptocurrencies and Decentralised Finance," BIS Working Papers, Bank for International Settlements, number 1061, Dec.
- Cici, Gjergji & Gibson, Scott & Qin, Nan & Zhang, Alex, 2022, "The performance of corporate bond mutual funds and the allocation of underpriced new issues," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 22-11.
- Hossein Rad & Rand Kwong Yew Low & Joelle Miffre & Robert Faff, 2022, "The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures," Post-Print, HAL, number hal-03881976, Dec.
- Marco Di Francesco & Kevin Kamm, 2022, "CDO calibration via Magnus Expansion and Deep Learning," Papers, arXiv.org, number 2212.12318, Dec.
- Emmanuel Alanis & Sudheer Chava & Agam Shah, 2022, "Benchmarking Machine Learning Models to Predict Corporate Bankruptcy," Papers, arXiv.org, number 2212.12051, Dec.
- Nam, Rachel J., 2022, "Open banking and customer data sharing: Implications for FinTech borrowers," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 364, DOI: 10.2139/ssrn.4278803.
- Pouriya Khalilian & Sara Azizi & Mohammad Hossein Amiri & Javad T. Firouzjaee, 2022, "Reduced-order autoregressive dynamics of a complex financial system: a PCA-based approach," Papers, arXiv.org, number 2212.12044, Dec, revised Dec 2025.
- Joost Bats & Giovanna Bua & Daniel Kapp, 2023, "Physical and transition risk premiums in euro area corporate bond markets," Working Papers, DNB, number 761, Jan.
- Lausen, Jens & Clapham, Benjamin & Gomber, Peter & Bender, Micha, 2022, "Drivers and effects of stock market fragmentation - Insights on SME stocks," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 367, DOI: 10.2139/ssrn.4042916.