Report NEP-CWA-2021-05-10

This is the archive for NEP-CWA, a report on new working papers in the area of Central and Western Asia. Avinash Vats issued this report. It is usually issued weekly.

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Other reports in NEP-CWA

The following items were announced in this report:

• Acharya, Viral & Engle, Robert & Steffen, Sascha, 2021. "Why did bank stocks crash during COVID-19?," CEPR Discussion Papers 15901, C.E.P.R. Discussion Papers.
• Gambacorta, Leonardo & Amstad, Marlene & He, Chao & XIA, Fan Dora, 2021. "Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media," CEPR Discussion Papers 15682, C.E.P.R. Discussion Papers.
• Lusardi, Annamaria & Bucher-Koenen, Tabea & Alessie, Rob & Van Rooij, Maarten, 2021. "Fearless Woman: Financial Literacy and Stock Market Participation," CEPR Discussion Papers 15913, C.E.P.R. Discussion Papers.
• Braggion, Fabio & von Meyerinck, Felix & Schaub, Nic, 2021. "Inflation and Individual Investors’ Behavior: Evidence from the German Hyperinflation," CEPR Discussion Papers 15947, C.E.P.R. Discussion Papers.
• Wei Jiang & Yuehua Tang & Rachel (Jiqiu) Xiao & Vincent Yao, 2021. "Surviving the Fintech Disruption," NBER Working Papers 28668, National Bureau of Economic Research, Inc.
• Youssef El-Khatib & Stéphane Goutte & Zororo S Makumbe & Josep Vives, 2021. "Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset," Working Papers halshs-03211698, HAL.
• Gorodnichenko, Yuriy & Maliar, Serguei & Naubert, Christopher, 2020. "Household Savings and Monetary Policy under Individual and Aggregate Stochastic Volatility," CEPR Discussion Papers 15614, C.E.P.R. Discussion Papers.
• Federico, Giovanni & Bisin, Alberto, 2021. "Merger or acquisition? An introduction to the Handbook of Historical economics," CEPR Discussion Papers 15795, C.E.P.R. Discussion Papers.
• Havranek, Tomas & Zigraiova, Diana & Irsova, Zuzana & Novak, Jiri, 2021. "How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis," CEPR Discussion Papers 15817, C.E.P.R. Discussion Papers.
• Bobasu, Alina & Geis, André & Quaglietti, Lucia & Ricci, Martino, 2021. "Tracking global economic uncertainty: implications for the euro area," Working Paper Series 2541, European Central Bank.
• Dhingra, Swati & Tenreyro, Silvana, 2021. "The Rise of Agribusinesses and its Distributional Consequences," CEPR Discussion Papers 15942, C.E.P.R. Discussion Papers.
• Oskar Kowalewski & Pawel Pisany & Emil Slazak, 2021. "What determines cross-country differences in fintech and bigtech credit markets?," Working Papers 2021-ACF-02, IESEG School of Management.
• Dąbrowski, Marek A. & Janus, Jakub, 2021. "Does the interest parity puzzle hold for Central and Eastern European economies?," MPRA Paper 107558, University Library of Munich, Germany.
• Kollmann, Robert, 2021. "Liquidity Traps in a World Economy," CEPR Discussion Papers 15631, C.E.P.R. Discussion Papers.
• Eric Benhamou, 2021. "Distribution and statistics of the Sharpe Ratio," Working Papers hal-03207169, HAL.
• Kazi Iqbal & Asadul Islam & John A. List & Vy Nguyen, 2021. "Myopic Loss Aversion and Investment Decisions: from the Laboratory to the Field," NBER Working Papers 28730, National Bureau of Economic Research, Inc.
• Werner, Ingrid M & Barber, Brad & Morse, Adair & Puri, Manju & Tookes, Heather E., 2021. "What Explains Differences in Finance Research Productivity During the Pandemic?," CEPR Discussion Papers 15636, C.E.P.R. Discussion Papers.
• Caselli, Francesco & Brzustowski, Thomas, 2021. "Economic Growth in a Cooperative Economy," CEPR Discussion Papers 15720, C.E.P.R. Discussion Papers.
• Babus, Ana & Hachem, Kinda, 2021. "Regulation and Security Design in Concentrated Markets," CEPR Discussion Papers 15861, C.E.P.R. Discussion Papers.
• Buera, Francisco & Hopenhayn, Hugo & Shin, Yongseok & Trachter, Nicholas, 2021. "Big Push in Distorted Economies," CEPR Discussion Papers 15910, C.E.P.R. Discussion Papers.
• Loic Berger & Louis Eeckhoudt, 2021. "Risk, ambiguity, and the value of diversification," Working Papers 2021-iRisk-02, IESEG School of Management.
• Koster, Hans & Hayakawa, Kazunobu & Thisse, Jacques-François, 2021. "High-speed Rail and the Spatial Distribution of Economic Activity: Evidence from Japan's Shinkansen," CEPR Discussion Papers 15771, C.E.P.R. Discussion Papers.
• Joern Kleinert, 2021. "Organizational capital, technological choice, and firm productivity," Graz Economics Papers 2021-03, University of Graz, Department of Economics.
• Fischer, Andreas & Greminger, Rafael P. & Grisse, Christian & Kaufmann, Sylvia, 2021. "Portfolio rebalancing in times of stress," CEPR Discussion Papers 15777, C.E.P.R. Discussion Papers.
• Massa, Massimo & Cheng, Si & Zhang, Hong, 2021. "Financial Globalization vs. Income Inequality: The Surprising Role of Delegated Portfolio Flows in Taming the Top 1%," CEPR Discussion Papers 15745, C.E.P.R. Discussion Papers.
• Buss, Adrian & Breugem, Matthijs & Peress, Joël, 2021. "What do Interest Rates Reveal about the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets," CEPR Discussion Papers 15766, C.E.P.R. Discussion Papers.
• Kusi, Baah & Agbloyor, Elikplimi & Gyeke-Dako, Agyapomaa & Asongu, Simplice, 2020. "Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence," MPRA Paper 107513, University Library of Munich, Germany.
• Fernández-Villaverde, Jesús & Mandelman, Federico & Zanetti, Francesco & Yu, Yang, 2021. "The ``Matthew Effect'' and Market Concentration: Search Complementarities and Monopsony Power," CEPR Discussion Papers 15788, C.E.P.R. Discussion Papers.
• Rodríguez-Pose, Andrés & Muringani, Jonathan & Fitjar, Rune, 2021. "Social capital and economic growth in the regions of Europe," CEPR Discussion Papers 15871, C.E.P.R. Discussion Papers.
• van der Kwaak, Christiaan & Madeira, João & Palma, Nuno, 2022. "The long-run effects of risk: an equilibrium approach," CEPR Discussion Papers 15841, C.E.P.R. Discussion Papers.
• Kumar B, Pradeep & S, Arya, 2019. "Participation of Indian Women in Agricultural Sector: A Study Based On Rural Areas in India," MPRA Paper 107405, University Library of Munich, Germany, revised 03 Aug 2019.
• Forni, Mario & Gambetti, Luca & Sala, Luca, 2021. "Downside and Upside Uncertainty Shocks," CEPR Discussion Papers 15881, C.E.P.R. Discussion Papers.
• Moench, Emanuel & Soofi Siavash, Soroosh, 2022. "What Moves Treasury Yields?," CEPR Discussion Papers 15978, C.E.P.R. Discussion Papers.
• Shelby R. Buckman & Laura Choi & Mary C. Daly & Lily Seitelman, 2021. "The Economic Gains from Equity," Working Paper Series 2021-11, Federal Reserve Bank of San Francisco.
• Tesar, Linda & Mendoza, Enrique & Rojas, Eugenio, 2021. "A Macroeconomic Model of Healthcare Saturation, Inequality & the Output-Pandemia Tradeoff," CEPR Discussion Papers 15846, C.E.P.R. Discussion Papers.
• Bartram, Söhnke & Djuranovik, Leslie & Garratt, Anthony, 2021. "Currency Anomalies," CEPR Discussion Papers 15653, C.E.P.R. Discussion Papers.
• Impullitti, Giammario & Akcigit, Ufuk & Ates, Sina T., 2018. "Innovation and Trade Policy in a Globalized World," CEPR Discussion Papers 15804, C.E.P.R. Discussion Papers.
• Spilimbergo, Antonio & Magud, Nicolas, 2021. "Economic and Institutional Consequences of Populism," CEPR Discussion Papers 15824, C.E.P.R. Discussion Papers.
• Martin, Philippe & Delpeuch, Samuel & Fize, Etienne, 2021. "Trade Imbalances and the Rise of Protectionism," CEPR Discussion Papers 15742, C.E.P.R. Discussion Papers.
• Fabrizio Lillo, 2021. "Order flow and price formation," Papers 2105.00521, arXiv.org.
• Lionel De Boisdeffre, 2021. "Dropping Rational Expectations," Documents de travail du Centre d'Economie de la Sorbonne 21009, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Gorodnichenko, Yuriy & Georgarakos, Dimitris & Kenny, Geoff & Weber, Michael, 2021. "The Effect of Macroeconomic Uncertainty on Household Spending," CEPR Discussion Papers 15966, C.E.P.R. Discussion Papers.
• Kuester, Keith & Corsetti, Giancarlo & Müller, Gernot & Schmidt, Sebastian, 2021. "The Exchange Rate Insulation Puzzle," CEPR Discussion Papers 15689, C.E.P.R. Discussion Papers.
• Calvi, Rossella & Penglase, Jacob & Tommasi, Denni & Wolf, Alexander, 2021. "The More the Poorer? Resource Sharing and Scale Economies in Large Families," CEPR Discussion Papers 15924, C.E.P.R. Discussion Papers.
• Toubal, Farid & Gurevitch, Tamara & Herman, Peter & Yotov, Yoto, 2021. "One Nation, One Language? Domestic Language Diversity, Trade and Welfare," CEPR Discussion Papers 15701, C.E.P.R. Discussion Papers.
• Torvik, Ragnar & Mehlum, Halvor & Natvik, Gisle, 2021. "The Inefficient Combination: Competitive Markets, Free Entry, and Democracy," CEPR Discussion Papers 15727, C.E.P.R. Discussion Papers.
• Priscilla Boiardi & Esme Stout, 2021. "To what extent can blockchain help development co-operation actors meet the 2030 Agenda?," OECD Development Co-operation Working Papers 95, OECD Publishing.
• John W Goodell & Stéphane Goutte, 2021. "Cryptocurrencies and COVID-19: What have we learned?," Working Papers halshs-03211702, HAL.
• Lannoo, Karel & Thomadakis, Apostolos, 2020. "Derivatives in Sustainable Finance," ECMI Papers 29791, Centre for European Policy Studies.
• Gelos, Gaston & Gornicka, Lucyna & Koepke, Robin & Sahay, Ratna & Sgherri, Silvia, 2021. "Capital Flows at Risk: Taming the Ebbs and Flows," CEPR Discussion Papers 15842, C.E.P.R. Discussion Papers.
• W. Ben McCartney & Avni Shah, 2021. "Household Mortgage Refinancing Decisions Are Neighbor Influenced," Working Papers 21-16, Federal Reserve Bank of Philadelphia.
• Alessio Brini & Daniele Tantari, 2021. "Deep Reinforcement Trading with Predictable Returns," Papers 2104.14683, arXiv.org, revised May 2023.
• Schmeling, Maik & Medhat, Mamdouh, 2021. "Short-term Momentum," CEPR Discussion Papers 15857, C.E.P.R. Discussion Papers.
• Donna K. Ginther & Shulamit Kahn, 2021. "Women in Academic Economics: Have We Made Progress?," NBER Working Papers 28743, National Bureau of Economic Research, Inc.
• Brülhart, Marius & Danton, Jayson & Parchet, Raphaël & Schläpfer, Jörg, 2022. "Who Bears the Burden of Local Taxes?," CEPR Discussion Papers 15826, C.E.P.R. Discussion Papers.
• Eichengreen, Barry, 2021. "Gold and South Africa's Great Depression," CEPR Discussion Papers 15812, C.E.P.R. Discussion Papers.
• Mohammad Isleimeyyeh & Amine Ben Amar & Stéphane Goutte, 2021. "Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?," Working Papers halshs-03211699, HAL.
• Baqaee, David Rezza & Farhi, Emmanuel & Sangani, Kunal, 2021. "The Supply-Side Effects of Monetary Policy," CEPR Discussion Papers 15702, C.E.P.R. Discussion Papers.
• Toubal, Farid & Harrigan, James & Reshef, Ariell, 2021. "Techies, Trade, and Skill-Biased Productivity," CEPR Discussion Papers 15815, C.E.P.R. Discussion Papers.
• Kets, Willemien, 2021. "Bounded Reasoning and Higher-Order Uncertainty," SocArXiv qt498, Center for Open Science.
• Asongu, Simplice & Odhiambo, Nicholas, 2020. "Inequality and Renewable Energy Consumption in Sub-Saharan Africa: Implication for High Income Countries," MPRA Paper 107539, University Library of Munich, Germany.
• Gollier, Christian, 2021. "The cost-efficiency carbon pricing puzzle," CEPR Discussion Papers 15919, C.E.P.R. Discussion Papers.
• Andonov, Aleksandar & Kräussl, Roman & Rauh, Joshua, 2021. "Institutional Investors and Infrastructure Investing," CEPR Discussion Papers 15946, C.E.P.R. Discussion Papers.
• Traeger, Christian & Karp, Larry, 2021. "Smart Cap," CEPR Discussion Papers 15941, C.E.P.R. Discussion Papers.
• C. Lanier Benkard & Ali Yurukoglu & Anthony Lee Zhang, 2021. "Concentration in Product Markets," NBER Working Papers 28745, National Bureau of Economic Research, Inc.
• Bashar, Omar & Mallick, Debdulal, 2021. "Frequency of Shocks, Resilience and Shock Persistence: Evidence from Natural Disasters," MPRA Paper 107517, University Library of Munich, Germany.
• Traeger, Christian, 2021. "ACE - Analytic Climate Economy," CEPR Discussion Papers 15968, C.E.P.R. Discussion Papers.
• Massa, Massimo & O'Donovan, James & Zhang, Hong, 2021. "International Asset Pricing with Strategic Business Groups," CEPR Discussion Papers 15746, C.E.P.R. Discussion Papers.
• Ayodele Idowu, Mr, 2021. "Econometric Modelling and Forecasting Foreign Direct Investment Inflows in Nigeria: ARIMA Model Approach," MPRA Paper 107466, University Library of Munich, Germany, revised 30 Apr 2021.
• Stefano Costa & Federico Sallusti & Claudio Vicarelli, 2021. "Trade networks and shock transmission within the Italian production system," LEM Papers Series 2021/15, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Conconi, Paola & Bown, Chad & Erbahar, Aksel & Trimarchi, Lorenzo, 2021. "Trade Protection Along Supply Chains," CEPR Discussion Papers 15648, C.E.P.R. Discussion Papers.
• ÅžimÅŸek, Alp, 2021. "The Macroeconomics of Financial Speculation," CEPR Discussion Papers 15733, C.E.P.R. Discussion Papers.
• Péter Elek & Anikó Bíró & Petra Fadgyas-Freyler, 2021. "Income gradient of pharmaceutical panic buying at the outbreak of the COVID-19 pandemic," CERS-IE WORKING PAPERS 2113, Institute of Economics, Centre for Economic and Regional Studies.
• Tolga Buz & Gerard de Melo, 2021. "Should You Take Investment Advice From WallStreetBets? A Data-Driven Approach," Papers 2105.02728, arXiv.org.
• Appelbaum, Elie & Melatos, Mark, 2021. "Preferential Trade Agreements as Insurance," Working Papers 2021-04, University of Sydney, School of Economics.