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Report NEP-FMK-2024-02-19
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:
- Dimos Andronoudis & Diogenis Baboukardos & Fanis Tsoligkas, 2024, "How the information content of integrated reporting flows into the stock market," Post-Print, HAL, number hal-04389552, Jan, DOI: 10.1002/ijfe.2721.
- Vladimir Skavysh & Jacob Sharples & Sofia Priazhkina & Salman H. Hasham, 2024, "Market structure of cryptoasset exchanges: Introduction, challenges and emerging trends," Staff Analytical Notes, Bank of Canada, number 2024-2, Jan, DOI: 10.34989/san-2024-2.
- Runjia Yang & Beining Shi, 2023, "Sector Rotation by Factor Model and Fundamental Analysis," Papers, arXiv.org, number 2401.00001, Nov.
- Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause, 2023, "Relationship discounts in corporate bond trading," Bank of England working papers, Bank of England, number 1049, Nov.
- Lee, King Fuei, 2023, "Effects of Monetary Policy Frameworks on Stock Market Volatilities: An Empirical Study of Global Economies," MPRA Paper, University Library of Munich, Germany, number 119755, Dec.
- Makoto Takahashi & Yuta Yamauchi & Toshiaki Watanabe & Yasuhiro Omori, 2024, "Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting," Papers, arXiv.org, number 2401.13179, Jan, revised Jan 2026.
- Nils Herger, 2024, "A Runs Test for Stock-Market Prices with an Unobserved Trend," Working Papers, Swiss National Bank, Study Center Gerzensee, number 24.01, Jan.
- Mahmoud Fatouh & Simone Giansante & Steven Ongena, 2023, "Leverage ratio and risk-taking: theory and practice," Bank of England working papers, Bank of England, number 1048, Oct.
- Karol Szafranek & Michał Rubaszek & Gazi Salah Uddin, 2023, "The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2023-095, Nov.
- Virginie Terraza & Aslı Boru İpek & Mohammad Mahdi Rounaghi, 2024, "The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models," Post-Print, HAL, number hal-04395168, Jan, DOI: 10.1186/s40854-023-00520-3.