Report NEP-FMK-2025-07-14

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Ozili, Peterson K, 2025. "Artificial Intelligence and Digital Financial Inclusion," MPRA Paper 125033, University Library of Munich, Germany.
• Ozili, Peterson K, 2025. "100 Quotes about central bank digital currencies," MPRA Paper 124263, University Library of Munich, Germany.
• Gauci, Ian, 2025. "Beyond Centralised Logic: Rethinking Regulation for Decentralised Finance," LawArchive 8nkqg_v1, Center for Open Science.
• Nina Boyarchenko & Kinda Hachem & Anya Kleymenova, 2025. "The Theory of Financial Stability Meets Reality," CESifo Working Paper Series 11935, CESifo.
• Dhanashree Somani & Rangan Gupta & Sayar Karmakar & Vasilios Plakandaras, 2025. "Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility," Working Papers 202521, University of Pretoria, Department of Economics.
• Monia Magnani & Massimo Guidolin, 2025. "Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles," BAFFI CAREFIN Working Papers 25252, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Lu, Lanxin & Fiedor, Pawel, 2025. "Risk Preference of Irish-Domiciled Investment Funds," Financial Stability Notes 2/FS/25, Central Bank of Ireland.
• Julia Ko'nczal, 2025. "Pricing options on the cryptocurrency futures contracts," Papers 2506.14614, arXiv.org.
• Remzi Uctum & Georges Prat & Fredj Jawadi, 2025. "Fundamental Valuation of Equities under Allocative Rationality," EconomiX Working Papers 2025-29, University of Paris Nanterre, EconomiX.
• Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2025. "Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?," Supervisory Research and Analysis Working Papers SRA 23-02, Federal Reserve Bank of Boston.
• Astill, Sam & Magdalinos, Tassos & Taylor, AM Robert, 2025. "IVX Tests for Return Predictability and the Initial Condition," Essex Finance Centre Working Papers 41209, University of Essex, Essex Business School.
• António Afonso & José Alves & Wojciech Grabowski & Sofia Monteiro, 2025. "Too Much in One Basket? Debt Concentration and Sovereign Yields," CESifo Working Paper Series 11961, CESifo.
• Jiawei Xu & Elie Bouri & Libing Fang & Rangan Gupta, 2025. "US-China Tensions and Stock Market Co-movement between the US and China: Insights from a DCC-DAGARCH-MIDAS Model," Working Papers 202522, University of Pretoria, Department of Economics.
• Yuki Murakami, 2025. "Time-Varying Volatility in Emerging Market Business Cycles," Working Papers 2514, Waseda University, Faculty of Political Science and Economics.
• Guglielmo Maria Caporale & Anamaria Diana Sova & Robert Sova, 2025. "Climate Risk and Financial Stability: Some Panel Evidence for the European Banking Sector," CESifo Working Paper Series 11958, CESifo.
• Paola Galfrascoli & Gianna Serafina Monti & Elisa Ossola, 2025. "The greenness of European Green Bonds," Working Papers 556, University of Milano-Bicocca, Department of Economics.
• Sidharth J, 2025. "Assessing Market Liquidity Amidst Crisis: Evidence from Indian Stock Market," Working Papers 2025-283, Madras School of Economics,Chennai,India.