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. 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:

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