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Report NEP-FMK-2024-09-02
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:
- Maciej Wysocki & Robert 'Slepaczuk, 2024, "Construction and Hedging of Equity Index Options Portfolios," Papers, arXiv.org, number 2407.13908, Jul.
- Elie Bouri & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2024, "Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments," Working Papers, University of Pretoria, Department of Economics, number 202435, Aug.
- Han Gui, 2024, "Machine learning in weekly movement prediction," Papers, arXiv.org, number 2407.09831, Jul.
- Preetha Saha & Jingrao Lyu & Dhruv Desai & Rishab Chauhan & Jerinsh Jeyapaulraj & Philip Sommer & Dhagash Mehta, 2024, "Machine Learning-based Relative Valuation of Municipal Bonds," Papers, arXiv.org, number 2408.02273, Aug.
- Carlo Nicolini & Monisha Gopalan & Jacopo Staiano & Bruno Lepri, 2024, "Hopfield Networks for Asset Allocation," Papers, arXiv.org, number 2407.17645, Jul.
- Andres, Raphaela & Niebel, Thomas & Sack, Robin, 2024, "Big data and firm-level productivity: A cross-country comparison," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 24-053.
- Yun Liao, 2024, "Super-efficiency and Stock Market Valuation: Evidence from Listed Banks in China (2006 to 2023)," Papers, arXiv.org, number 2407.14734, Jul.