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Report NEP-FMK-2023-06-26
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:
- Horan, Aoife & Jarmulska, Barbara & Ryan, Ellen, 2023, "Asset prices, collateral and bank lending: the case of Covid-19 and real estate," Working Paper Series, European Central Bank, number 2823, Jun.
- Andrea Ajello & Diego Silva & Travis Adams & Francisco Vazquez-Grande, 2023, "More than Words: Twitter Chatter and Financial Market Sentiment," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-034, May, DOI: 10.17016/FEDS.2023.034.
- Lavko, Matus & Klein, Tony & Walther, Thomas, 2023, "Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2023/01, DOI: 10.2139/ssrn.4346043.
- Ignacio Escanuela Romana & Clara Escanuela Nieves, 2023, "A spectral approach to stock market performance," Papers, arXiv.org, number 2305.05762, May.
- Grodecka-Messi, Anna & Zhang, Xin, 2023, "Private Bank Money vs Central Bank Money: A Historical Lesson for CBDC Introduction," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 424, Jun, revised 01 Jul 2023.
- Dekker, Lennart & Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2023, "Liquidity buffers and open-end investment funds: containing outflows and reducing fire sales," Working Paper Series, European Central Bank, number 2825, Jun.
- Bilan, Andrada & Ongena, Steven & Pancaro, Cosimo, 2023, "Bank private information in CDS markets," Working Paper Series, European Central Bank, number 2818, May.
- Vozian, Katia & Costola, Michele, 2023, "Pricing climate transition risk: Evidence from European corporate CDS," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 387, DOI: 10.2139/ssrn.4463630.