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Report NEP-FMK-2023-12-11
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:
- Item repec:rim:rimwps:23-16 is not listed on IDEAS anymore
- George Athanasopoulos & Rob J Hyndman & Raffaele Mattera, 2023, "Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/23.
- Siu Hin Tang & Mathieu Rosenbaum & Chao Zhou, 2023, "Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter," Papers, arXiv.org, number 2311.04727, Nov, revised Feb 2024.
- Wenxin Du & Alessandro Fontana & Petr Jakubik & Ralph S J Koijen & Hyun Song Shin, 2023, "International portfolio frictions," BIS Working Papers, Bank for International Settlements, number 1137, Oct.
- Darrell Duffie & Michael Fleming & Frank Keane & Claire Nelson & Or Shachar & Peter Van Tassel, 2023, "Dealer capacity and US Treasury market functionality," BIS Working Papers, Bank for International Settlements, number 1138, Oct.
- Alyssa G. Anderson & Manjola Tase, 2023, "LCR Premium in the Federal Funds Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-071, Nov, DOI: 10.17016/FEDS.2023.071.
- Andrea Nocera & M. Hashem Pesaran, 2023, "Causal effects of the Fed's large-scale asset purchases on firms' capital structure," Papers, arXiv.org, number 2310.18638, Oct.
- Ajay Shah, 2023, "The journey of Indian finance," Working Papers, xKDR, number 25, Nov.