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Report NEP-FMK-2025-11-17
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:
- Nikolas Anic & Andrea Barbon & Ralf Seiz & Carlo Zarattini, 2025, "ChatGPT in Systematic Investing - Enhancing Risk-Adjusted Returns with LLMs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-94, Oct.
- Lars A. Lochstoer & Stig R. H. Lundeby & Zhaneta K. Tancheva, 2025, "Present Bias and Discount Rate Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 34453, Nov.
- Corsetti, G. & Lloyd, S. & Marin, E. & Ostry, D., 2025, "U.S. Risk and Treasury Convenience," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2570, Sep.
- Dmitrii Vlasiuk & Mikhail Smirnov, 2025, "Push-response anomalies in high-frequency S&P 500 price series," Papers, arXiv.org, number 2511.06177, Nov.
- Toby Barter & Zheng Gao & Eva Christodoulaki & Jing Chen & John Cartlidge, 2025, "BondBERT: What we learn when assigning sentiment in the bond market," Papers, arXiv.org, number 2511.01869, Oct, revised Dec 2025.
- Ingomar Krohn & Andreas Uthemann & Rishi Vala & Jun Yang, 2025, "Demand-Driven Risk Premia in Foreign Exchange and Bond Markets," Staff Working Papers, Bank of Canada, number 25-29, Nov, DOI: 10.34989/swp-2025-29.
- Ángel Estrada García & Christian E. Castro & Gonzalo Fernández Dionis, 2025, "Diversifying sovereign risk in the Euro area: empirical analysis of different policy proposals," Working Papers, Banco de España, number 2540, Nov, DOI: https://doi.org/10.53479/41369.
- Ardelia L. Amardana & Diana Barro & Marco Corazza, 2025, "Sustainability in LSTM Price Prediction for Portfolio Optimization in the European Market," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 25.
- Koji Takahashi & Sumiko Takaoka, 2025, "Corporate Bond Purchase Program and Corporate Debt Issuance: Evidence from Japanese Corporate Bond Marketing News," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 25-E-11, Sep.