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Report NEP-FMK-2024-01-01
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:
- Winkler, Julian, 2023, "Managing fundamentals versus preferences: Re-balancing portfolios and stock returns," MPRA Paper, University Library of Munich, Germany, number 119149, Nov.
- Md Sabbirul Haque & Md Shahedul Amin & Jonayet Miah & Duc Minh Cao & Ashiqul Haque Ahmed, 2023, "Boosting Stock Price Prediction with Anticipated Macro Policy Changes," Papers, arXiv.org, number 2311.06278, Oct.
- Nicola Cetorelli & Sarah Zebar, 2023, "Bond Funds in the Aftermath of SVB’s Collapse," Liberty Street Economics, Federal Reserve Bank of New York, number 20231128, Nov.
- Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2023, "Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 31907, Nov.
- Jiaer He & Roberto Rivera, 2023, "A Modeling Approach of Return and Volatility of Structured Investment Products with Caps and Floors," Papers, arXiv.org, number 2311.06282, Oct.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023, "Energy-Related Uncertainty and International Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202336, Dec.
- Charles, Constantin & Frydman, Cary & Kilic, Mete, 2024, "Insensitive investors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120788, Jun.
- Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Elie Bouri, 2023, "Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks," Working Papers, University of Pretoria, Department of Economics, number 202337, Dec.
- Conrad, Christian & Schoelkopf, Julius Theodor & Tushteva, Nikoleta, 2023, "Long-Term Volatility Shapes the Stock Market’s Sensitivity to News," Working Papers, University of Heidelberg, Department of Economics, number 0739, Dec.