Report NEP-FMK-2024-01-29
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:
- Albert Dorador, 2024, "Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach," Papers, arXiv.org, number 2401.02601, Jan.
- Haochun Ma & Davide Prosperino & Alexander Haluszczynski & Christoph Rath, 2023, "Linear and nonlinear causality in financial markets," Papers, arXiv.org, number 2312.16185, Dec.
- Carletti, Elena & Leonello, Agnese & Marquez, Robert, 2024, "Market power in banking," Working Paper Series, European Central Bank, number 2886, Jan.
- Raffaele Giuseppe Cestari & Filippo Barchi & Riccardo Busetto & Daniele Marazzina & Simone Formentin, 2023, "Hawkes-based cryptocurrency forecasting via Limit Order Book data," Papers, arXiv.org, number 2312.16190, Dec.
- Giulio Cornelli & Fiorella De Fiore & Leonardo Gambacorta & Cristina Manea, 2023, "Fintech vs bank credit: How do they react to monetary policy?," BIS Working Papers, Bank for International Settlements, number 1157, Dec.
- Daube, Carl Heinz, 2024, "Artificial intelligence in financial and investment decision-making," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 280899.
- Sahar Arshad & Seemab Latif & Ahmad Salman & Rabia Latif, 2023, "Enhancing Profitability and Investor Confidence through Interpretable AI Models for Investment Decisions," Papers, arXiv.org, number 2312.16223, Dec, revised Jul 2024.
- Irfan Cercil & Cem Ali Gökcen, 2023, "Effects of Emerging Markets’ Asset Purchase Programs on Financial Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2308.
- Ingomar Krohn & Vladyslav Sushko & Witit Synsatayakul, 2023, "Foreign investor feedback trading in an emerging financial market," BIS Working Papers, Bank for International Settlements, number 1154, Dec.
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