Report NEP-CWA-2022-01-03

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:

• Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," FRB Atlanta Working Paper 2021-25, Federal Reserve Bank of Atlanta.
• Blanka Horvath & Josef Teichmann & Zan Zuric, 2021. "Deep Hedging under Rough Volatility," Swiss Finance Institute Research Paper Series 21-88, Swiss Finance Institute.
• Hans Manner & Gabriel Rodriguez & Florian St ckler, 2021. "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," Graz Economics Papers 2021-14, University of Graz, Department of Economics.
• Wayne Geerling & Kristofer Nagy & Elaine Rhee & Jadrian Wooten, 2021. "Using K-Pop to Teach Indifference Curve Analysis, Behavioral Economics and Game Theory," Monash Economics Working Papers 2021-18, Monash University, Department of Economics.
• Sarah Flèche & Anthony Lepinteur & Nattavudh Powdthavee, 2021. "The importance of capital in closing the entrepreneurial gender gap: a longitudinal study of lottery wins," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03472910, HAL.
• F. Boissay & F. Collard & Jordi Galí & C. Manea, 2021. "Monetary policy and endogenous financial crises," Economics Working Papers 1810, Department of Economics and Business, Universitat Pompeu Fabra.
• Luis Carranza Ugarte & Julian Diaz Saavedra & Jose Enrique Galdon-Sanchez, 2021. "Rethinking fiscal rules," ThE Papers 21/14, Department of Economic Theory and Economic History of the University of Granada..
• Marina Lovchikova & Johannes Matschke, 2021. "Capital Controls and the Global Financial Cycle," Research Working Paper RWP 21-08, Federal Reserve Bank of Kansas City.
• Zineb El Filali Ech-Chafiq & Pierre Henry-Labordere & Jérôme Lelong, 2021. "Pricing Bermudan options using regression trees/random forests," Working Papers hal-03436046, HAL.
• Miryana Grigorova & Marie-Claire Quenez & Agnès Sulem, 2021. "American options in a non-linear incomplete market model with default," Post-Print hal-02025835, HAL.
• Maelle Vaille, 2021. "Central bank balance sheet and systemic risk," Working Papers hal-03432692, HAL.
• Jose E. Gomez-Gonzalez & Jorge M. Uribe & Oscar M. Valencia, 2021. ""Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter"," IREA Working Papers 202118, University of Barcelona, Research Institute of Applied Economics, revised Dec 2021.
• Yuriy Gorodnichenko & Dmitriy Sergeyev, 2021. "Zero Lower Bound on Inflation Expectations," NBER Working Papers 29496, National Bureau of Economic Research, Inc.
• Chen Tong & Peter Reinhard Hansen & Zhuo Huang, 2021. "Option Pricing with State-dependent Pricing Kernel," Papers 2112.05308, arXiv.org, revised Apr 2022.
• Spyridon Boikos & Theodore Panagiotidis & Georgios Voucharas, 2021. "Financial Development, Reforms and Growth," Working Paper series 21-24, Rimini Centre for Economic Analysis.
• Dani Rodrik, 2021. "A Primer on Trade and Inequality," NBER Working Papers 29507, National Bureau of Economic Research, Inc.
• Hendrik Hakenes & Eva Schliephake, 2021. "Responsible Investment and Responsible Consumption," ECONtribute Discussion Papers Series 134, University of Bonn and University of Cologne, Germany.
• Mu, Yali, 2021. "Comparing Market Efficiency Frontiers," 2021 Conference, August 17-31, 2021, Virtual 315382, International Association of Agricultural Economists.
• Marcin Borsuk & Oskar Kowalewski & Pawel Pisany, 2021. "State-owned banks and international shock transmission," Working Papers 2021-ACF-10, IESEG School of Management.
• Jonathan J Adams, 2020. "Moderating Macroeconomic Bubbles Under Dispersed Information," Working Papers 001005, University of Florida, Department of Economics.
• Salomé Baslandze, 2021. "Barriers to Creative Destruction: Large Firms and Nonproductive Strategies," FRB Atlanta Working Paper 2021-23, Federal Reserve Bank of Atlanta.
• Shin, Sangho, 2021. "Three essays on international trade," ISU General Staff Papers 202101010800009619, Iowa State University, Department of Economics.
• Martin Hillebrand & Marko Mravlak & Peter Schwendner, 2021. "Investor demand in syndicated bond issuances: stylised facts," Working Papers 50, European Stability Mechanism, revised 23 Dec 2021.
• HORIKAWA Takumi & MATSUI Yujiro & GEMMA Yasufumi, 2021. "A Network Analysis of the JGB Repo Market," Bank of Japan Working Paper Series 21-E-14, Bank of Japan.
• Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N Harris & Christopher Spencer, 2021. "Portfolio Allocation and Borrowing Constraints," Working Papers 2021009, The University of Sheffield, Department of Economics.
• Mr. Zhongxia Jin & Yue Zhao & Haobin Wang, 2021. "Establishing a Foreign Exchange Futures Market in China," IMF Working Papers 2021/268, International Monetary Fund.
• Sushant Acharya & Keshav Dogra & Sanjay R. Singh, 2021. "The financial origins of non-fundamental risk," Working Papers 345, University of California, Davis, Department of Economics.
• Karim Barigou & Lukasz Delong, 2021. "Pricing equity-linked life insurance contracts with multiple risk factors by neural networks," Post-Print hal-02896141, HAL.
• Item repec:lic:licosd:42821 is not listed on IDEAS anymore

• Francesco Furlanetto & Antoine Lepetit & Ørjan Robstad & Juan F. Rubio-Ramirez & Pål Ulvedal, 2021. "Estimating Hysteresis Effects," FRB Atlanta Working Paper 2021-24, Federal Reserve Bank of Atlanta.
• Siwan Anderson & Chris Bidner, 2021. "An Institutional Perspective on the Economics of the Family," Discussion Papers dp21-14, Department of Economics, Simon Fraser University.
• Han Han Peking & Benoit Julien & Liang Wang, 2021. "On the Robustness of Pricing Mechanisms," Working Papers 202105, University of Hawaii at Manoa, Department of Economics.
• Hilbrich, Sören, 2021. "What is social finance? Definitions by market participants, the EU taxonomy for sustainable activities, and implications for development policy," IDOS Discussion Papers 29/2021, German Institute of Development and Sustainability (IDOS).
• Daniel Aparicio-Pérez & Maria Teresa Balaguer-Coll & Emili Tortosa-Ausina, 2021. "Politics against Economics: The Case of Spanish Regional Financing," Working Papers 2021/15, Economics Department, Universitat Jaume I, Castellón (Spain).
• Emanuele Gabriel Margherita & Alessio Maria Braccini, 2021. "Industry 4.0 Technologies in Flexible Manufacturing for Sustainable Organizational Value: Reflections from a Multiple Case Study of Italian Manufacturers," Post-Print hal-03442440, HAL.
• Samuel Brien, 2021. "Wealth Inequality, Uninsurable Entrepreneurial Risk and Firms Markup," Working Paper 1476, Economics Department, Queen's University.
• Pablo Garcés, 2022. "Pragmatic behaviour: pragmatism as a philosophy for behavioural economics," Post-Print hal-03426533, HAL.
• Håvard Halland, 2021. "The fiscal implications of strategic investment funds," OECD Development Policy Papers 41, OECD Publishing.
• Zeug, Walther & Kluson, Forrest Rafael & Mittelstädt, Nora & Bezama, Alberto & Thrän, Daniela, 2021. "Results from a stakeholder survey on bioeconomy monitoring and perceptions on bioeconomy in Germany," UFZ Discussion Papers 8/2021, Helmholtz Centre for Environmental Research (UFZ), Division of Social Sciences (ÖKUS).
• Antoine Bonnet & Alexandre Kolev, 2021. "The middle class in Emerging Asia: Champions for more inclusive societies?," OECD Development Centre Working Papers 347, OECD Publishing.
• Viktor Malein, 2021. "Human Capital and Industrialization: German Settlers in Late Imperial Russia," Working Papers 0221, European Historical Economics Society (EHES).
• Sonia Bhalotra, Sonia & Venkataramani, Atheendar & Walther, Selma, 2021. "Fertility and Labor Market Responses to Reductions in Mortality," The Warwick Economics Research Paper Series (TWERPS) 1388, University of Warwick, Department of Economics.
• Ambler, Kate & Herskowitz, Sylvan & Maredia, Mywish K., 2021. "Rural Labor and Long Recall Loss," Staff Paper Series 316616, Michigan State University, Department of Agricultural, Food, and Resource Economics.
• Colin Davis & Ken-ichi Hashimoto & Ken Tabata, 2021. "Unionization, Industry Concentration, and Economic Growth," ISER Discussion Paper 1154, Institute of Social and Economic Research, Osaka University.
• Kartik Athreya & Felicia Ionescu & Urvi Neelakantan, 2021. "Online Appendix to "Stock Market Participation: The Role of Human Capital"," Online Appendices 18-378, Review of Economic Dynamics.
• Gael M. Martin & David T. Frazier & Christian P. Robert, 2021. "Approximating Bayes in the 21st Century," Monash Econometrics and Business Statistics Working Papers 24/21, Monash University, Department of Econometrics and Business Statistics.