Report NEP-CWA-2022-01-17

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:

• Despina Gavresi & Anastasia Litina, 2021. "Past Exposure to Macroeconomic Shocks and Populist Attitudes in Europe," CESifo Working Paper Series 9451, CESifo.
• Mengoli, Stefano & Pagano, Marco & Pattitoni, Pierpaolo, 2021. "The geography of investor attention," CFS Working Paper Series 671, Center for Financial Studies (CFS).
• Neil Bhutta & Jacqueline Blair & Lisa J. Dettling, 2021. "The Smart Money is in Cash? Financial Literacy and Liquid Savings Among U.S. Families," Finance and Economics Discussion Series 2021-076, Board of Governors of the Federal Reserve System (U.S.).
• Collard, Fabrice & Boissay, Frédéric & Galì, Jordi & Manea, Cristina, 2021. "Monetary Policy and Endogenous Financial Crises," TSE Working Papers 21-1277, Toulouse School of Economics (TSE), revised Apr 2023.
• Iseringhausen, Martin & Petrella, Ivan & Theodoridis, Konstantinos, 2021. "Aggregate Skewness and the Business Cycle," Cardiff Economics Working Papers E2021/30, Cardiff University, Cardiff Business School, Economics Section.
• V. I. Yukalov, 2021. "A Resolution of St. Petersburg Paradox," Papers 2111.14635, arXiv.org.
• Maxfield, Sean, 2021. "Anti-Meritocratic Economics in the Contemporary Era: The Issues with the Neoclassical Theory," MPRA Paper 111152, University Library of Munich, Germany.
• Christian Meyer, 2021. "Model Risk in Credit Portfolio Models," Papers 2111.14631, arXiv.org.
• Wang, Ruting & Althof, Michael & Härdle, Wolfgang, 2021. "A financial risk meter for China," IRTG 1792 Discussion Papers 2021-022, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• James Dean & Scott Schuh, 2021. "Is the Taylor Rule Still an Adequate Representation of Monetary Policy in Macroeconomic Models?," Working Papers 21-05, Department of Economics, West Virginia University.
• Domonkos F. Vamossy & Rolf Skog, 2021. "EmTract: Extracting Emotions from Social Media," Papers 2112.03868, arXiv.org, revised Jun 2023.
• Matic, Jovanka Lili & Packham, Natalie & Härdle, Wolfgang Karl, 2021. "Hedging Cryptocurrency Options," MPRA Paper 110985, University Library of Munich, Germany.
• Ofori, Isaac K. & Asongu, Simplice A., 2022. "Repackaging FDI for Inclusive Growth: Nullifying Effects and Policy Relevant Thresholds of Governance," EconStor Preprints 248546, ZBW - Leibniz Information Centre for Economics.
• Damir Filipović & Amir Khalilzadeh, 2021. "Machine Learning for Predicting Stock Return Volatility," Swiss Finance Institute Research Paper Series 21-95, Swiss Finance Institute.
• Karau, Sören, 2021. "Monetary policy and Bitcoin," Discussion Papers 41/2021, Deutsche Bundesbank.
• Dhruv Rawat & Sujay Patni & Ram Mehta, 2021. "Stock prices and Macroeconomic indicators: Investigating a correlation in Indian context," Papers 2112.08071, arXiv.org, revised Feb 2022.
• Jaros{l}aw Kwapie'n & Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z, 2021. "Cryptocurrency Market Consolidation in 2020--2021," Papers 2112.06552, arXiv.org.
• Yuanlu Bai & Henry Lam & Svitlana Vyetrenko & Tucker Balch, 2021. "Efficient Calibration of Multi-Agent Simulation Models from Output Series with Bayesian Optimization," Papers 2112.03874, arXiv.org, revised Sep 2022.
• Agapova, Anna & Budarina, N.A. & Gladkov, A.R. & Grafova, T.O. & Grozovskaya, E.V. & Kirbitova, S.V. & Kudrova, N.A. & Lipatova, N.G. & Prihod'ko, D.V., 2021. "World Economy: Introduction to the Profession," MPRA Paper 111016, University Library of Munich, Germany.
• Yahyaoui, Ismahen, 2021. "How corruption mitigates the effect of FDI on economic growth?," MPRA Paper 111190, University Library of Munich, Germany.
• Naji Massad & Jørgen Vitting Andersen, 2020. "Defining an intrinsic "stickiness" parameter of stock price returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03483251, HAL.
• Yusuf, Ismaila Akanni & Salaudeen, Mohammed Bashir & Agbonrofo, Hope, 2021. "Social and Economic Drivers of Stock Market Performance in Nigeria," MPRA Paper 111086, University Library of Munich, Germany.
• Le, Tuan Anh & Dao, Thi Thanh Binh, 2021. "Portfolio optimization under mean-CVaR simulation with copulas on the Vietnamese stock exchange," MPRA Paper 111105, University Library of Munich, Germany.
• Bichler, Shimshon & Nitzan, Jonathan, 2021. "Steve Keen's The New Economics: A Manifesto," Working Papers on Capital as Power 2021/07, Capital As Power - Toward a New Cosmology of Capitalism.
• Item repec:dpr:wpaper:1156 is not listed on IDEAS anymore

• Elisa Darriet & Marianne Guille & Jean-Christophe Vergnaud, 2021. "Financial Literacy and Numeracy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03461252, HAL.
• Ozili, Peterson K, 2022. "Central bank digital currency research around the World: a review of literature," MPRA Paper 111389, University Library of Munich, Germany.
• William L. Gamber, 2021. "Entry, Variable Markups, and Business Cycles," Finance and Economics Discussion Series 2021-077, Board of Governors of the Federal Reserve System (U.S.).
• Pablo Fajgelbaum & Pinelopi K. Goldberg & Patrick J. Kennedy & Amit Khandelwal & Daria Taglioni, 2021. "The US-China Trade War and Global Reallocations," NBER Working Papers 29562, National Bureau of Economic Research, Inc.
• Ozili, Peterson K, 2021. "Central bank digital currency can lead to the collapse of cryptocurrency," MPRA Paper 111218, University Library of Munich, Germany.
• David S. Bates, 2021. "Empirical Option Pricing Models," NBER Working Papers 29554, National Bureau of Economic Research, Inc.
• Fernandes, Inês & Schmidt, Tobias, 2021. "Household bargaining, pension contributions and retirement expectations: Evidence from the German Panel on Household Finances," Discussion Papers 44/2021, Deutsche Bundesbank.
• John Michael, Riveros-Gavilanes, 2020. "Estimating the Social Welfare Function of Amartya Sen for Latin America," MPRA Paper 111268, University Library of Munich, Germany, revised 08 Feb 2021.
• Bryan T. Kelly & Semyon Malamud & Kangying Zhou, 2021. "The Virtue of Complexity in Machine Learning Portfolios," Swiss Finance Institute Research Paper Series 21-90, Swiss Finance Institute.
• Lena Dräger & Michael J. Lamla & Damjan Pfajfar, 2021. "The Hidden Heterogeneity of Inflation and Interest Rate Expectations: The Role of Preferences," Working Paper Series in Economics 402, University of Lüneburg, Institute of Economics.
• Simplice A. Asongu & Christelle Meniago & Raufhon Salahodjaev, 2021. "The role of value added across economic sectors in modulating the effects of FDI on TFP and economic growth dynamics," Working Papers 21/088, European Xtramile Centre of African Studies (EXCAS).
• Falk Bräuning & José Fillat & Gustavo Joaquim, 2021. "Corporate Finance and the Transmission of Shocks to the Real Economy," Working Papers 21-18, Federal Reserve Bank of Boston.
• Lutz Kilian & Xiaoqing Zhou, 2021. "The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23," CESifo Working Paper Series 9455, CESifo.
• Marek Rutkowski & Matthew Bickersteth, 2021. "Pricing and Hedging of SOFR Derivatives under Differential Funding Costs and Collateralization," Papers 2112.14033, arXiv.org.
• Bao-We-Wal Bambe, 2021. "Inflation Targeting and Private Domestic Investment in Developing Countries," Working Papers hal-03479679, HAL.
• Rahman, Abdurrahman Arum, 2022. "A Decentralized Central Bank Digital Currency," MPRA Paper 111361, University Library of Munich, Germany.
• Hlongwane, Nyiko Worship & Mmutle, Tumelo Donald & Daw, Olebogeng David, 2021. "The relationship between foreign direct investment and economic growth in SADC region from 2000 to 2019: An econometric view," MPRA Paper 111008, University Library of Munich, Germany.
• Julien Xavier Daubanes & Shema Frédéric Mitali & Jean-Charles Rochet, 2021. "Why Do Firms Issue Green Bonds?," Swiss Finance Institute Research Paper Series 21-97, Swiss Finance Institute.
• Guilherme Spinato Morlin, 2021. "Inflation and conflicting claims in the open economy," Department of Economics University of Siena 863, Department of Economics, University of Siena.
• Omar Barbiero, 2021. "The Valuation Effects of Trade," Working Papers 21-11, Federal Reserve Bank of Boston.
• Byrne, David & Zekaite, Zivile, 2021. "An Overview of Inflation Developments," Economic Letters 7/EL/21, Central Bank of Ireland.
• Mitra, Aruni, 2021. "The Productivity Puzzle and the Decline of Unions," MPRA Paper 110961, University Library of Munich, Germany.
• Conefrey, Thomas & Hickey, Rónán & Walsh, Graeme, 2021. "An Analysis of Medium-Term Risks to the Public Finances," Economic Letters 6/EL/21, Central Bank of Ireland.
• Oscar Claveria & Enric Monte & Petar Soric & Salvador Torra, 2022. ""An application of deep learning for exchange rate forecasting"," IREA Working Papers 202201, University of Barcelona, Research Institute of Applied Economics, revised Jan 2022.
• Galip Kemal Ozhan, 2021. "News-Driven International Credit Cycles," Staff Working Papers 21-66, Bank of Canada.
• Leonello, Agnese & Mendicino, Caterina & Panetti, Ettore & Porcellacchia, Davide, 2022. "Savings, efficiency and bank runs," Working Paper Series 2636, European Central Bank.
• Willem Thorbecke, 2021. "East Asian and European Firms: Comrades or Competitors," Working Papers hal-03483959, HAL.
• Davide Melcangi & Javier Turen, 2021. "Subsidizing Startups under Imperfect Information," Staff Reports 995, Federal Reserve Bank of New York.
• Gita Gopinath & Oleg Itskhoki, 2021. "Dominant Currency Paradigm: A Review," NBER Working Papers 29556, National Bureau of Economic Research, Inc.