Report NEP-CWA-2021-12-06

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:

• Kumar, Anjani & Saroj, Sunil & Mishra, Ashok, 2021. "Crop Insurance and Rice Productivity: Evidence from Eastern India," 2021 Conference, August 17-31, 2021, Virtual 315068, International Association of Agricultural Economists.
• Jaydip Sen & Abhishek Dutta & Sidra Mehtab, 2021. "Stock Portfolio Optimization Using a Deep Learning LSTM Model," Papers 2111.04709, arXiv.org.
• Athanasios Lapatinas & Anstasia Litina & Skerdilajda Zanaj, 2021. "Economic complexity shapes attitudes about gender roles," DEM Discussion Paper Series 21-16, Department of Economics at the University of Luxembourg.
• Rajkhowa, Pallavi & Kornher, Lukas, 2021. "Can Electronic Marketplaces Make Agro-Based Commodity Markets More Efficient? Panel Data Evidence from the Tea Value Chain in India," 2021 Conference, August 17-31, 2021, Virtual 314963, International Association of Agricultural Economists.
• Purva Khera & Miss Stephanie Y Ng & Ms. Sumiko Ogawa & Ms. Ratna Sahay, 2021. "Is Digital Financial Inclusion Unlocking Growth?," IMF Working Papers 2021/167, International Monetary Fund.
• Viral V. Acharya & Yang Liu & Mr. Yunhui Zhao, 2021. "COVID-19 Containment Measures and Expected Stock Volatility: High-Frequency Evidence from Selected Advanced Economies," IMF Working Papers 2021/157, International Monetary Fund.
• Emanuel Kohlscheen, 2021. "What does machine learning say about the drivers of inflation?," BIS Working Papers 980, Bank for International Settlements.
• Zechu Li & Xiao-Yang Liu & Jiahao Zheng & Zhaoran Wang & Anwar Walid & Jian Guo, 2021. "FinRL-Podracer: High Performance and Scalable Deep Reinforcement Learning for Quantitative Finance," Papers 2111.05188, arXiv.org.
• Yoon, Deok Ryong & Rhee, Dong-Eun & Lee, Jinhee, 2020. "Analysis of the Effects of Asset Price Changes on Economic Inequality and External Economic Variables," World Economy Brief 20-37, Korea Institute for International Economic Policy.
• Yayi Yan & Jiti Gao & Bin Peng, 2021. "On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis," Papers 2111.00450, arXiv.org.
• Moreno, Diego, 2021. "The impact on market outcomes of the portfolio selection of large equity investors," UC3M Working papers. Economics 33659, Universidad Carlos III de Madrid. Departamento de Economía.
• Danilo Cascaldi-Garcia & Flora Haberkorn & Eli Nir, 2021. "International Measures of Common Inflation," FEDS Notes 2021-11-05-1, Board of Governors of the Federal Reserve System (U.S.).
• Jaydip Sen & Saikat Mondal & Sidra Mehtab, 2021. "Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model," Papers 2111.04976, arXiv.org.
• Rocco Ciciretti & Ambrogio Dalò & Giovanni Ferri, 2021. "Herding and Anti-Herding Across ESG Funds," CEIS Research Paper 524, Tor Vergata University, CEIS, revised 05 Nov 2021.
• Digvijay, Dilip Bhujbal & shafighi, Najla, 2021. "Factors affecting high unemployment in India," MPRA Paper 110621, University Library of Munich, Germany.
• Harashima, Taiji, 2021. "Economic Inequality and Heterogeneous Success Rates of Investment," MPRA Paper 110688, University Library of Munich, Germany.
• Sattarhoff, Cristina & Lux, Thomas, 2021. "Forecasting the Variability of Stock Index Returns with the Multifractal Random Walk Model for Realized Volatilities," Economics Working Papers 2021-02, Christian-Albrechts-University of Kiel, Department of Economics.
• Shobande, Olatunji & Asongu, Simplice, 2021. "Financial Development, Human Capital Development and Climate Change in East and Southern Africa," MPRA Paper 110639, University Library of Munich, Germany.
• Gabriele D'Acunto & Paolo Bajardi & Francesco Bonchi & Gianmarco De Francisci Morales, 2021. "The Evolving Causal Structure of Equity Risk Factors," Papers 2111.05072, arXiv.org.
• Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2021. "Non-bank financial intermediaries and financial stability," BIS Working Papers 972, Bank for International Settlements.
• Luiza Antoun de Almeida & Ms. Diva Singh, 2021. "Determinants of and Prospects for Market Access in Frontier Economies," IMF Working Papers 2021/137, International Monetary Fund.
• Michael Gasiorek & Nicolo Tamberi, 2021. "Trade Data Statistics," Working Paper Series 0921, Department of Economics, University of Sussex Business School.
• Anders Nõu & Darya Lapitskaya & Mustafa Hakan Eratalay & Rajesh Sharma, 2021. "Predicting Stock Return And Volatility With Machine Learning And Econometric Models: A Comparative Case Study Of The Baltic Stock Market," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 135, Faculty of Economics and Business Administration, University of Tartu (Estonia).
• Rogelio Mercado Jr. & Shanty Noviantie, 2019. "Financial Flows Centrality: Empirical Evidence using Bilateral Capital Flows," Trinity Economics Papers tep1119, Trinity College Dublin, Department of Economics.
• Ghosh, Saurabh & Mazumder, Debojyoti, 2021. "Do NBFCs Propagate Real Shocks?," MPRA Paper 110596, University Library of Munich, Germany.
• Aljabri, Salwa & Raghavan, Mala & Vespignani, Joaquin, 2021. "Oil Prices and Fiscal Policy in an Oil-exporter country: Empirical Evidence from Oman," MPRA Paper 110628, University Library of Munich, Germany.
• Chavan, Sumit Sunil & Shafighi, Najla, 2021. "Exchange Rate Determination in Asia," MPRA Paper 110622, University Library of Munich, Germany.
• Yuanchen Yang, 2021. "Are Passive Institutional Investors Engaged Monitors or Risk-Averse Owners? Both!," IMF Working Papers 2021/158, International Monetary Fund.
• Daniela Balutel & Christopher Henry & Jorge Vásquez & Marcel Voia, 2021. "Bitcoin Adoption and Beliefs in Canada," Staff Working Papers 21-60, Bank of Canada.
• Mr. Ross Levine, 2021. "Finance, Growth, and Inequality," IMF Working Papers 2021/164, International Monetary Fund.
• Nuerxiati Abudurexiti & Kai He & Dongdong Hu & Svetlozar T. Rachev & Hasanjan Sayit & Ruoyu Sun, 2021. "Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models," Papers 2111.04311, arXiv.org, revised Feb 2023.
• Alexandre Corhay & Thilo Kind & Howard Kung & Gonzalo Morales, 2021. "Discount Rates, Debt Maturity, and the Fiscal Theory," Staff Working Papers 21-58, Bank of Canada.
• John J Shim & Karamfil Todorov, 2021. "ETFs, illiquid assets, and fire sales," BIS Working Papers 975, Bank for International Settlements.
• Fortin, Ines & Hlouskova, Jaroslava & Soegner, Leopold, 2021. "Financial instability and economic activity," IHS Working Paper Series 36, Institute for Advanced Studies.
• Rik Dillingh & Maria Zumbuehl, 2021. "Pension Payout Preferences," CPB Discussion Paper 431, CPB Netherlands Bureau for Economic Policy Analysis.
• Mr. Zhongxia Jin & Haobin Wang & Yue Zhao, 2021. "Macroeconomic Impact of Foreign Exchange Intervention: Some Cross-country Empirical Findings," IMF Working Papers 2021/126, International Monetary Fund.
• Erik Feyen & Jon Frost & Harish Natarajan & Tara Rice, 2021. "What does digital money mean for emerging market and developing economies?," BIS Working Papers 973, Bank for International Settlements.
• Mao Guan & Xiao-Yang Liu, 2021. "Explainable Deep Reinforcement Learning for Portfolio Management: An Empirical Approach," Papers 2111.03995, arXiv.org, revised Dec 2021.
• Battulga Gankhuu, 2021. "Equity-Linked Life Insurances on Maximum of Several Assets," Papers 2111.04038, arXiv.org, revised Sep 2024.
• Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021. "The Geography of Investor Attention," EIEF Working Papers Series 2114, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2021.
• Ryan Niladri Banerjee & José María Serena Garralda, 2021. "Dampening the financial accelerator? Direct lenders and monetary policy," BIS Working Papers 979, Bank for International Settlements.
• Takushi Kurozumi & Willem Van Zandweghe, 2021. "Macroeconomic Changes with Declining Trend Inflation: Complementarity with the Superstar Firm Hypothesis," Bank of Japan Working Paper Series 21-E-13, Bank of Japan.
• Andrea Coveri & Claudio Cozza & Dario Guarascio, 2021. "Monopoly Capitalism in the Digital Era," Working Papers in Public Economics 209, Department of Economics and Law, Sapienza University of Roma.
• Gianluca Cubadda & Alain Hecq, 2021. "Reduced Rank Regression Models in Economics and Finance," CEIS Research Paper 525, Tor Vergata University, CEIS, revised 08 Nov 2021.
• Simplice A. Asongu & Valentine B. Soumtang & Ofeh M. Edoh, 2021. "Financial determinants of informal financial development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 21/077, African Governance and Development Institute..