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Report NEP-FMK-2023-11-27
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:
- Michael Pinelis & David Ruppert, 2023, "Maximizing Portfolio Predictability with Machine Learning," Papers, arXiv.org, number 2311.01985, Nov.
- Dörries, Julian & Korn, Olaf & Power, Gabriel J., 2023, "How should the long-term investor harvest variance risk premiums?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-06.
- Carolina Camassa, 2023, "Legal NLP Meets MiCAR: Advancing the Analysis of Crypto White Papers," Papers, arXiv.org, number 2310.10333, Oct, revised Oct 2023.
- Emiel Sanders & Mathieu Simoens & Rudi Vander Vennet, 2023, "Curse and blessing: the effect of the dividend ban on euro area bank valuations and syndicated lending," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 23/1078, Nov.
- Yi Jiang & Shohei Shimizu, 2023, "Linkages among the Foreign Exchange, Stock, and Bond Markets in Japan and the United States," Papers, arXiv.org, number 2310.16841, Oct.