Printed from https://ideas.repec.org/n/nep-fmk/2024-07-22.html
Report NEP-FMK-2024-07-22
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:
- Natalia Roszyk & Robert Ślepaczuk, 2024, "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-13.
- Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2024, "Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202424, Jun.
- Yuichi Fukuta & Akiko Yamane, 2024, "Implied Equity Duration: Lessons from the Japanese Financial Crises," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 24-08, Jul.
- Niels Joachim Gormsen & Kilian Huber, 2024, "Firms' Perceived Cost of Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 32611, Jun.
- Cavallo, Eduardo A. & Cepeda, Ana & Panizza, Ugo, 2024, "Environmental Damage News and Stock Returns: Evidence from Latin America," IDB Publications (Working Papers), Inter-American Development Bank, number 13537, May, DOI: http://dx.doi.org/10.18235/0012962.
- Pandey, Radhika & Mehta, Madhur & Ramakrishnan, Bency & Saksena, Utsav, 2024, "Understanding States' Debt and Bond Markets," Working Papers, National Institute of Public Finance and Policy, number 24/410, Jun.