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Report NEP-FMK-2024-04-01
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:
- Hayden Brown, 2024, "Justifying the Volatility of S&P 500 Daily Returns," Papers, arXiv.org, number 2403.01088, Mar, revised Nov 2024.
- Pala, Melissa, 2024, "COVID-19 and the fragmentation of the European interbank market," Discussion Papers, Deutsche Bundesbank, number 07/2024.
- Serge Darolles & Gaëlle Le Fol & Yuyi He, 2023, "Who can better push firms to go "green"? A look at ESG effects on stock returns," Post-Print, HAL, number hal-04462749, Jun.
- Ziyuan Ma & Conor Ryan & Jim Buckley & Muslim Chochlov, 2024, "Do Weibo platform experts perform better at predicting stock market?," Papers, arXiv.org, number 2403.00772, Feb.
- Jiajian Zheng & Duan Xin & Qishuo Cheng & Miao Tian & Le Yang, 2024, "The Random Forest Model for Analyzing and Forecasting the US Stock Market in the Context of Smart Finance," Papers, arXiv.org, number 2402.17194, Feb.
- Mehmet Selman Colak & Sumeyra Korkmaz & Huseyin Ozturk & Muhammed Hasan Yilmaz, 2024, "It Is Not Your Risk but It Is Your Problem: A Spatial Analysis of Emerging Market Credit Default Swap Premia," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2406.
- Lukas Voellmy, 2024, "Decomposing liquidity risk in banking models," Working Papers, Swiss National Bank, number 2024-03.
- Shutter Zor, 2024, ""Digitwashing": The Gap between Words and Deeds in Digital Transformation and Stock Price Crash Risk," Papers, arXiv.org, number 2403.01360, Mar.
- Selcuk Gul, 2024, "Sovereign Risk and Local Currency Lending Rates: Evidence from Five OECD Countries," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2403.