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Report NEP-FMK-2025-07-28
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:
- Lukas Wiechers, 2025, "A Real-Time Analysis of Fundamentals and Bubbles in the S&P 500," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 163, Jul.
- Lennart Ante & Aman Saggu & Ingo Fiedler, 2025, "The Stablecoin Discount: Evidence of Tether's U.S. Treasury Bill Market Share in Lowering Yields," Papers, arXiv.org, number 2505.12413, May.
- Anubha Goel & Puneet Pasricha & Martin Magris & Juho Kanniainen, 2025, "Foundation Time-Series AI Model for Realized Volatility Forecasting," Papers, arXiv.org, number 2505.11163, May.
- Perukrishnen Vytelingum & Rory Baggott & Namid Stillman & Jianfei Zhang & Dingqiu Zhu & Tao Chen & Justin Lyon, 2025, "Agent-based Liquidity Risk Modelling for Financial Markets," Papers, arXiv.org, number 2505.15296, May.
- Yuke Zhang, 2025, "Interpretable Machine Learning for Macro Alpha: A News Sentiment Case Study," Papers, arXiv.org, number 2505.16136, May.
- Kubra Bolukbas & Ertan Tok, 2025, "Machine Learning Applications in Credit Risk Prediction," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2508.
- Sabrina Aufiero & Antonio Briola & Tesfaye Salarin & Fabio Caccioli & Silvia Bartolucci & Tomaso Aste, 2025, "Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions," Papers, arXiv.org, number 2505.14655, May.
- Mahdi Kohan Sefidi, 2025, "Predicting Financial Market Crises using Multilayer Network Analysis and LSTM-based Forecasting of Spillover Effects," Papers, arXiv.org, number 2505.11019, May.