Report NEP-CWA-2021-12-13

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:

• David William Witts & Emili Tortosa-Ausina & Iván Arribas, 2021. "The Irrational Market: Considering the effect of the online community Wall Street Bets on Financial Market Variables," Working Papers 2021/13, Economics Department, Universitat Jaume I, Castellón (Spain).
• Ceyhun Gürkan, 2021. "What can economists learn from Foucault?," Post-Print hal-03414839, HAL.
• Peter Andre & Ingar Haaland & Christopher Roth & Johannes Wohlfart, 2021. "Narratives about the Macroeconomy," CEBI working paper series 21-18, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
• Kraemer-Eis, Helmut & Botsari, Antonia & Gvetadze, Salome & Lang, Frank & Torfs, Wouter, 2021. "European Small Business Finance Outlook 2021," EIF Working Paper Series 2021/75, European Investment Fund (EIF).
• Maxime Merli & Antoine Parent & Cécile Edlinger, 2021. "Portfolio advice before modern portfolio theory : the Belle Époque for french analyst Alfred Neymarck," Post-Print hal-03403339, HAL.
• Marco Cipriani & Antonio Guarino & Andreas Uthemann, 2021. "Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation," Staff Reports 993, Federal Reserve Bank of New York.
• Ron van der Meyden, 2021. "A Game Theoretic Analysis of Liquidity Events in Convertible Instruments," Papers 2111.12237, arXiv.org.
• Andrew Hawley & Ke Wang, 2021. "Credit Portfolio Convergence in U.S. Banks since the COVID-19 Shock," FEDS Notes 2021-11-26-1, Board of Governors of the Federal Reserve System (U.S.).
• Francesco Cesarone & Manuel L Martino & Fabio Tardella, 2021. "Mean-Variance-VaR portfolios: MIQP formulation and performance analysis," Papers 2111.09773, arXiv.org.
• Hervé Le Bihan & Magali Marx & Julien Matheron, 2021. "Inflation tolerance ranges in the new keynesian model," Working Papers 2142, Banco de España.
• Francesco Menoncin & Paolo Panteghini & Luca Regis, 2021. "Optimal Firm's Dividend and Capital Structure for Mean Reverting Profitability," CESifo Working Paper Series 9407, CESifo.
• Németh, Petra & Szabó-Bakos, Eszter, 2021. "What is the child-related compensational pension system good for and what is not?," Corvinus Economics Working Papers (CEWP) 2021/07, Corvinus University of Budapest.
• Ricardo F Crespo, 2021. "Teaching the philosophical grounding of economics to economists: a 10 years' experience," Post-Print hal-03415956, HAL.
• Gorodnichenko, Yuriy & Sergeyev, Dmitriy, 2021. "Zero Lower Bound on Inflation Expectations," IZA Discussion Papers 14853, Institute of Labor Economics (IZA).
• Mario Holzner & Branimir Jovanović & Goran Vukšić, 2021. "How do Corporate Taxes affect International Trade?," wiiw Working Papers 212, The Vienna Institute for International Economic Studies, wiiw.
• Ilyas El Ghordaf & Abdelbari El Khamlichi, 2021. "Profit Warnings And Stock Returns: Evidence From Moroccan Stock Exchange," Post-Print hal-03420284, HAL.
• Heiner Mikosch & Christopher Roth & Samad Sarferaz & Johannes Wohlfart, 2021. "Uncertainty and Information Acquisition: Evidence from Firms and Households," ECONtribute Discussion Papers Series 129, University of Bonn and University of Cologne, Germany.
• Vaiva Vasiliauskaite & Fabrizio Lillo & Nino Antulov-Fantulin, 2021. "Information dynamics of price and liquidity around the 2017 Bitcoin markets crash," Papers 2111.09057, arXiv.org.
• Minseog Oh & Donggyu Kim, 2021. "Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective," Papers 2111.09655, arXiv.org.
• Tanzi, Vito, 2021. "Economic Theory Versus Economic Reality: Dealing with Pandemics and Other Global Public Goods and Bads," Working Papers 21/360, National Institute of Public Finance and Policy.
• Nikitas Stamatopoulos & Guglielmo Mazzola & Stefan Woerner & William J. Zeng, 2021. "Towards Quantum Advantage in Financial Market Risk using Quantum Gradient Algorithms," Papers 2111.12509, arXiv.org, revised Jul 2022.
• Li, Wenhui & Ockenfels, Peter & Wilde, Christian, 2021. "The effect of ambiguity on price formation and trading behavior in financial markets," SAFE Working Paper Series 326, Leibniz Institute for Financial Research SAFE.
• Davoli, Maddalena & Rodríguez-Planas, Núria, 2021. "Preferences, Financial Literacy, and Economic Development," IZA Discussion Papers 14759, Institute of Labor Economics (IZA).
• Vats, Nishant & Kundu, Shohini, 2021. "Banking networks and economic growth: from idiosyncratic shocks to aggregate fluctuations," ESRB Working Paper Series 128, European Systemic Risk Board.
• Mr. Simon Johnson & Ms. Priscilla S Muthoora, 2021. "The Political Economy of Inclusive Growth: A Review," IMF Working Papers 2021/082, International Monetary Fund.
• Jiangwei Liu & Xiaohong Huang, 2021. "Forecasting Crude Oil Price Using Event Extraction," Papers 2111.09111, arXiv.org.
• Haruka Takayama, 2021. "Greenfield or Brownfield? FDI Entry Mode and Intangible Capital," Discussion Paper Series DP2021-24, Research Institute for Economics & Business Administration, Kobe University.
• Gerhard Hambusch & David Michayluk & Kevin Terhaar & Gerhard Van de Venter, 2021. "Differences in Ethical Perceptions of Insider Trading," Published Paper Series 2021-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
• Jacques Minlend & Isabelle Cadoret & Tovonony Razafindrabe, 2021. "Uncertainty diffusion across commodity markets," Economics Working Paper Archive (University of Rennes & University of Caen) 2021-02, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
• Yongchen Zhao, 2021. "Uncertainty and Disagreement of Inflation Expectations: Evidence from Household-Level Qualitative Survey Responses," Working Papers 2021-03, Towson University, Department of Economics, revised Dec 2021.
• Neely, Megan Tobias & Carmichael, Donna, 2021. "Profiting on crisis: how predatory financial investors have worsened inequality in the coronavirus crisis," LSE Research Online Documents on Economics 112697, London School of Economics and Political Science, LSE Library.
• FitzRoy, Felix & Jin, Jim, 2021. "Some Welfare Economics of Working Time," IZA Discussion Papers 14810, Institute of Labor Economics (IZA).
• Kamila, Anshuman, 2021. "Fiscal dominance in India: An empirical estimation," Working Papers 21/359, National Institute of Public Finance and Policy.
• Mr. Damien Capelle, 2021. "Competition vs. Stability: Oligopolistic Banking System with Run Risk," IMF Working Papers 2021/102, International Monetary Fund.
• Seth R. Gitter & Melissa Groves, 2021. "Grade Disparities in Principles of Microeconomics Before and During COVID-19," Working Papers 2021-02, Towson University, Department of Economics, revised Nov 2021.
• Grytten, Ola Honningdal, 2021. "Financial Instability and Banking Crises in a small open economy," Discussion Paper Series in Economics 18/2021, Norwegian School of Economics, Department of Economics.
• Matic, Jovanka & Packham, Natalie & Härdle, Wolfgang, 2021. "Hedging cryptocurrency options," IRTG 1792 Discussion Papers 2021-021, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Aditya Aladangady & Etienne Gagnon & Benjamin K. Johannsen & William B. Peterman, 2021. "Macroeconomic Implications of Inequality and Income Risk," Finance and Economics Discussion Series 2021-073, Board of Governors of the Federal Reserve System (U.S.).
• Mr. Andrew J Swiston, 2021. "Korea’s Growth Prospects: Overcoming Demographics and COVID-19," IMF Working Papers 2021/092, International Monetary Fund.
• J. Michael Collins & Jeff Larrimore & Carly Urban, 2021. "Does Access to Bank Accounts as a Minor Improve Financial Capability? Evidence from Minor Bank Account Laws," Finance and Economics Discussion Series 2021-075, Board of Governors of the Federal Reserve System (U.S.).
• Adema, Joop & Nikolka, Till & Poutvaara, Panu & Sunde, Uwe, 2021. "On the Stability of Risk Preferences: Measurement Matters," IZA Discussion Papers 14755, Institute of Labor Economics (IZA).
• Jonathan Raimana Chan & Thomas Huckle & Antoine Jacquier & Aitor Muguruza, 2021. "Portfolio optimisation with options," Papers 2111.12658, arXiv.org, revised Sep 2024.
• Gianni La Cava, 2021. "Smells Like Animal Spirits: The Effect of Corporate Sentiment on Investment," RBA Research Discussion Papers rdp2021-11, Reserve Bank of Australia.
• Graziella Bertocchi & Luca Bonacini & Marina Murat, 2021. "Adams and Eves:The Gender Gap in Economics Major," CHILD Working Papers Series 95 JEL Classification: J., Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
• Ms. Sally Chen & Katsiaryna Svirydzenka, 2021. "Financial Cycles – Early Warning Indicators of Banking Crises?," IMF Working Papers 2021/116, International Monetary Fund.
• Copeland, Adam & Duffie, Darrell & Yang, Yilin (David), 2021. "Reserves Were Not So Ample after All," Research Papers 3974, Stanford University, Graduate School of Business.
• Mr. Matthieu Bellon, 2021. "The Role of Market Structure and Timing in Determining VAT Pass-Through," IMF Working Papers 2021/061, International Monetary Fund.
• Dean Parker & Moritz Schularick, 2021. "The Term Spread as a Predictor of Financial Instability," Liberty Street Economics 20211124, Federal Reserve Bank of New York.
• Nathalie Pouokam, 2021. "Sharing Resource Wealth Inclusively Within and Across Generations," IMF Working Papers 2021/097, International Monetary Fund.