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Report NEP-FMK-2023-03-13
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:
- Beyer, Marcel, 2023, "Gambling for recovery? Exploring the riskiness of European insurers' assets during the Covid-19 crisis 2020," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 46/23, revised 2023.
- Jean Marie Tshimula & D'Jeff K. Nkashama & Patrick Owusu & Marc Frappier & Pierre-Martin Tardif & Froduald Kabanza & Armelle Brun & Jean-Marc Patenaude & Shengrui Wang & Belkacem Chikhaoui, 2023, "Characterizing Financial Market Coverage using Artificial Intelligence," Papers, arXiv.org, number 2302.03694, Feb.
- Wang Haoyu & Junpeng Di & Qing Han, 2023, "Adaptive hedging horizon and hedging performance estimation," Papers, arXiv.org, number 2302.00251, Feb.
- Jonathan Chiu & Emre Ozdenoren & Kathy Yuan & Shengxing Zhang, 2023, "On the Fragility of DeFi Lending," Staff Working Papers, Bank of Canada, number 23-14, Feb, DOI: 10.34989/swp-2023-14.
- Lioba Heimbach & Eric G. Schertenleib & Roger Wattenhofer, 2023, "Short Squeeze in DeFi Lending Market: Decentralization in Jeopardy?," Papers, arXiv.org, number 2302.04068, Feb, revised Jun 2023.
- Mayer, Fabian & Bofinger, Peter, 2023, "Cryptocurrency competition: An empirical test of Hayek's vision of private monies," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 103.
- Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi, 2023, "Constrained liquidity provision in currency markets," BIS Working Papers, Bank for International Settlements, number 1073, Feb.
- Tobias Bitterli & Fabian Schar, 2023, "Decentralized Exchanges: The Profitability Frontier of Constant Product Market Makers," Papers, arXiv.org, number 2302.05219, Feb, revised Mar 2023.
- Jan-Frederik Mai, 2023, "Performance attribution with respect to interest rates, FX, carry, and residual market risks," Papers, arXiv.org, number 2302.01010, Feb.
- Leogrande, Angelo, 2023, "The Rule of Law in the ESG Framework in the World Economy," MPRA Paper, University Library of Munich, Germany, number 116293, Feb.
- Johann Lussange & Boris Gutkin, 2023, "Order book regulatory impact on stock market quality: a multi-agent reinforcement learning perspective," Papers, arXiv.org, number 2302.04184, Feb.
- Wenxin Du & Benjamin Hébert & Wenhao Li, 2023, "Understanding the “Inconvenience” of U.S. Treasury Bonds," Liberty Street Economics, Federal Reserve Bank of New York, number 20230206, Feb.
- Neifar, Malika, 2023, "Macroeconomic Factors and UK Stock Market: Evidence through the Non-Linear ARDL model," MPRA Paper, University Library of Munich, Germany, number 116298, Feb.
- Cristhian Hernando Ruiz Cardozo & Jens H. E. Christensen, 2024, "The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-04, Jul, DOI: 10.24148/wp2023-04.
- Sarah Brown & Alexandros Kontonikas & Alberto Montagnoli & Harry Pickard & Karl Taylor, 2023, "Household portfolios and financial literacy: The flight to delegation," Working Papers, The University of Sheffield, Department of Economics, number 2023005, Feb.