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Report NEP-FMK-2023-04-03
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:
- Ruihua Ruan & Emmanuel Bacry & Jean-Franc{c}ois Muzy, 2023, "The self-exciting nature of the bid-ask spread dynamics," Papers, arXiv.org, number 2303.02038, Mar, revised Jun 2023.
- H. T. Shehzad & M. A. Anwar & M. Razzaq, 2023, "A Comparative Predicting Stock Prices using Heston and Geometric Brownian Motion Models," Papers, arXiv.org, number 2302.07796, Feb.
- Julián Caballero & Christian Upper, 2023, "What happens to EMEs when US yields go up?," BIS Working Papers, Bank for International Settlements, number 1081, Mar.
- David Ardia & Keven Bluteau & Gabriel Lortie-Cloutier & Thien-Duy Tran, 2023, "Factor Exposure Heterogeneity in Green and Brown Stocks," Papers, arXiv.org, number 2302.11729, Feb, revised Apr 2023.