Printed from https://ideas.repec.org/n/nep-fmk/2023-08-21.html
Report NEP-FMK-2023-08-21
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:
- Apostolos Ampountolas, 2023, "The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis," Papers, arXiv.org, number 2307.09137, Jul.
- Pawe{l} Sakowski & Rafa{l} Sieradzki & Robert 'Slepaczuk, 2023, "Systemic risk indicator based on implied and realized volatility," Papers, arXiv.org, number 2307.05719, Jul.
- Mitsuru Katagiri & Junnosuke Shino & Koji Takahashi, 2023, "To Lend or Not to Lend: The Bank of Japan’s ETF Purchase Program and Securities Lending," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2304, Aug.
- Chung I Lu, 2023, "Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation," Papers, arXiv.org, number 2307.07694, Jul, revised Aug 2025.
- Item repec:cte:wsrepe:37973 is not listed on IDEAS anymore
- Brandon Joel Tan, 2023, "Central Bank Digital Currency Adoption: A Two-Sided Model," IMF Working Papers, International Monetary Fund, number 2023/127, Jun.
- Serena Della Corte & Laurens Van Mieghem & Antonis Papapantoleon & Jonas Papazoglou-Hennig, 2023, "Machine learning for option pricing: an empirical investigation of network architectures," Papers, arXiv.org, number 2307.07657, Jul, revised Jan 2026.