Report NEP-CWA-2022-03-07

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:

• José Frederic Boissay & Fabrice Collard & Jordi Galí & Cristina Manea, 2022. "Monetary policy and endogenous financial crises," BIS Working Papers 991, Bank for International Settlements.
• Clavin, P. & Corsetti, G. & Obstfeld, M. & Tooze, A., 2021. "Lessons of Keynes’s Economic Consequences in a Turbulent Century," Janeway Institute Working Papers 2108, Faculty of Economics, University of Cambridge.
• Savignac, Frédérique & Gautier, Erwan & Gorodnichenko, Yuriy & Coibion, Olivier, 2022. "Firms' Inflation Expectations: New Evidence from France," IZA Discussion Papers 15069, Institute of Labor Economics (IZA).
• Jaydip Sen & Saikat Mondal & Sidra Mehtab, 2022. "Portfolio Optimization on NIFTY Thematic Sector Stocks Using an LSTM Model," Papers 2202.02723, arXiv.org.
• Jaydip Sen & Sidra Mehtab & Abhishek Dutta & Saikat Mondal, 2022. "Hierarchical Risk Parity and Minimum Variance Portfolio Design on NIFTY 50 Stocks," Papers 2202.02728, arXiv.org.
• Marianne Laurin & Derek Messacar & Pierre-Carl Michaud, 2021. "Financial Literacy and the Timing of Tax-Preferred Savings Account Withdrawals," CIRANO Working Papers 2021s-36, CIRANO.
• Ferreira, M. & Haber, T. & Rörig, C., 2021. "Financial Factors, Firm size and Firm Potential," Janeway Institute Working Papers 2110, Faculty of Economics, University of Cambridge.
• Pengpeng Yue & Aslihan Gizem Korkmaz & Zhichao Yin & Haigang Zhou, 2022. "The rise of digital finance: Financial inclusion or debt trap," Papers 2201.09221, arXiv.org.
• Shuo Sun & Wanqi Xue & Rundong Wang & Xu He & Junlei Zhu & Jian Li & Bo An, 2021. "DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities," Papers 2201.09058, arXiv.org, revised Aug 2022.
• Aguima Aime Bernard Lompo, 2021. "How Financial Sector Development Improve Tax Revenue Mobilization for Developing Countries?," CERDI Working papers hal-03328502, HAL.
• Daniel F. Garrett & Renato Gomes & Lucas Maestri, 2021. "Oligopoly under incomplete information: on the welfare effects of price discrimination," Post-Print hal-03515749, HAL.
• Anne-Laure Delatte & Adrien Matray & Noémie Pinardon-Touati, 2020. "Private Credit Under Political Influence: Evidence from France," Working Papers 2020-56, Princeton University. Economics Department..
• Tarna Silue, 2021. "Financial Inclusion and Economic Growth : Evidence in the Digital Environment of Developing Countries," CERDI Working papers hal-03281843, HAL.
• Argenton, Cedric & Ivanova-Stenzel, Radosveta & Müller, Wieland, 2022. "Cournot meets Bayes-Nash : A Discontinuity in Behavior Infinitely Repeated Duopoly Games," Other publications TiSEM bec182fc-5222-4ec2-9632-3, Tilburg University, School of Economics and Management.
• Giuseppe Brandi & T. Di Matteo, 2022. "Multiscaling and rough volatility: an empirical investigation," Papers 2201.10466, arXiv.org.
• Pınar Ceylan & Metin Cosgel, 2022. "Quantitative Data and the Economy," Working papers 2022-06, University of Connecticut, Department of Economics.
• Alicia H. Munnell & Patrick Hubbard, 2021. "The Impact of Inflation on Social Security Benefits," Issues in Brief ib2021-14, Center for Retirement Research.
• Carmina Fjellstrom, 2022. "Long Short-Term Memory Neural Network for Financial Time Series," Papers 2201.08218, arXiv.org.
• Jonathan A. Parker & Jake Schild & Laura Erhard & David Johnson, 2022. "Household Spending Responses to the Economic Impact Payments of 2020: Evidence from the Consumer Expenditure Survey," NBER Working Papers 29648, National Bureau of Economic Research, Inc.
• Ron Kaniel & Zihan Lin & Markus Pelger & Stijn Van Nieuwerburgh, 2022. "Machine-Learning the Skill of Mutual Fund Managers," NBER Working Papers 29723, National Bureau of Economic Research, Inc.
• Christian Friedrich & Peter Selcuk, 2022. "The Impact of Globalization and Digitalization on the Phillips Curve," Staff Working Papers 22-7, Bank of Canada.
• MohammadReza Zahedian & Mahsa Bagherikalhor & Andrey Trufanov & G. Reza Jafari, 2022. "Financial Crisis in the Framework of Non-zero Temperature Balance Theory," Papers 2202.03198, arXiv.org.
• Marcus Rösch & Michiel Gerritse & Bas Karreman & Frank van Oort & Bart Loog, 2022. "Do firms or workers drive the foreign acquisition wage premium?," Tinbergen Institute Discussion Papers 22-014/V, Tinbergen Institute.
• Motohiro Yogo & Andrew Whitten & Natalie Cox, 2021. "Financial Inclusion Across the United States," Working Papers 2021-28, Princeton University. Economics Department..
• Isuru Ratnayake & V. A. Samaranayake, 2022. "Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model," Papers 2202.03351, arXiv.org, revised Mar 2022.
• Pegdéwendé Nestor Sawadogo, 2020. "Fiscal rules and international financial market access [Règles budgétaires et accès aux marchés financiers internationaux]," Post-Print hal-03514057, HAL.
• Zhiqin Zou & Arash Farnoosh & Tom Mcnamara, 2021. "Risk analysis in the management of a green supply chain," Post-Print hal-03181313, HAL.
• 子, 鬼谷, 2022. "Humanoid psychological sentiments and enigma of investment," OSF Preprints rm9gu, Center for Open Science.
• Rafael R. S. Guimaraes, 2022. "Deep Learning Macroeconomics," Papers 2201.13380, arXiv.org.
• Isaac Ehrlich & Yong Yin, 2022. "A Cross-Country Comparison of Old-Age Financial Readiness in Asian Countries versus the United States: The Case of Japan and the Republic of Korea," NBER Working Papers 29649, National Bureau of Economic Research, Inc.
• Wan-Chien Chiu & Juan Ignacio Pe~na & Chih-Wei Wang, 2022. "Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects," Papers 2202.02276, arXiv.org.
• Minheng Xiao, 2022. "Data-Driven Risk Measurement by SV-GARCH-EVT Model," Papers 2201.09434, arXiv.org, revised Dec 2024.
• Henrique Guerreiro & Jo~ao Guerra, 2022. "VIX pricing in the rBergomi model under a regime switching change of measure," Papers 2201.10391, arXiv.org.
• Robert Scott, 2022. "Kenneth Boulding: A Friends' Economist," Working Papers hal-03541619, HAL.
• Koichi Miyamoto, 2022. "Quantum algorithm for calculating risk contributions in a credit portfolio," Papers 2201.11394, arXiv.org.
• Mauricio Jacobo Romero & Andr'e Freitas, 2022. "Microeconomic Foundations of Decentralised Organisations," Papers 2201.07666, arXiv.org, revised Oct 2022.
• Marcell T. Kurbucz & P'eter P'osfay & Antal Jakov'ac, 2022. "Linear Laws of Markov Chains with an Application for Anomaly Detection in Bitcoin Prices," Papers 2201.09790, arXiv.org.
• Daniel Levy & Tamir Mayer & Alon Raviv, 2022. "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," Working Paper series 22-04, Rimini Centre for Economic Analysis.
• Julia Cage & Valeria Rueda, 2019. "Sex and the Mission: The Conflicting Effects of Early Christian Missions on HIV in sub-Saharan Africa," Working Papers hal-03393101, HAL.
• Anton J. Heckens & Thomas Guhr, 2022. "New Collectivity Measures for Financial Covariances and Correlations," Papers 2202.00297, arXiv.org, revised Aug 2022.
• Maxime MERLI & Antoine PARENT, 2022. "Portfolio Diversification During the Belle Époque: When the Actual Portfolios of French Individual Investors Met Behavioral Finance," Working Papers of LaRGE Research Center 2022-01, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Taylan Kabbani & Fatih Enes Usta, 2022. "Predicting The Stock Trend Using News Sentiment Analysis and Technical Indicators in Spark," Papers 2201.12283, arXiv.org.
• Zhe Wang & Nicolas Privault & Claude Guet, 2021. "Deep self-consistent learning of local volatility," Papers 2201.07880, arXiv.org, revised Nov 2023.
• Michael Sockin & Wei Xiong, 2022. "Decentralization Through Tokenization," NBER Working Papers 29720, National Bureau of Economic Research, Inc.
• Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022. "Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms," Finance and Economics Discussion Series 2022-005, Board of Governors of the Federal Reserve System (U.S.).
• Anastasia Cozarenco & Valentina Hartarska & Ariane Szafarz, 2022. "Subsidies to microfinance institutions: How do they affect cost efficiency and mission drift?," Working Papers CEB 22-001, ULB -- Universite Libre de Bruxelles.
• Ismael Choinière-Crèvecoeur & Pierre-Carl Michaud, 2021. "Low demand for reverse mortgages in Canada : Price, Knowledge or preferences ?," CIRANO Working Papers 2021s-38, CIRANO.
• Joel Wagner & Tudor Schlanger & Yang Zhang, 2022. "A Horse Race of Alternative Monetary Policy Regimes Under Bounded Rationality," Discussion Papers 2022-4, Bank of Canada.
• Sergio Mayordomo & Mar'ia Rodriguez-Moreno & Juan Ignacio Pe~na, 2022. "Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain," Papers 2202.02280, arXiv.org.
• Joshua Angrist, 2022. "Empirical Strategies in Economics: Illuminating the Path from Cause to Effect," NBER Working Papers 29726, National Bureau of Economic Research, Inc.
• Benjamin Poignard & Manabu Asai, 2022. "High-Dimensional Sparse Multivariate Stochastic Volatility Models," Papers 2201.08584, arXiv.org, revised May 2022.
• , 2021. "Racial Wealth Disparities: Reconsidering the Roles of Human Capital and Inheritance," Working Papers 22-3, Federal Reserve Bank of Boston.
• Jean-François Bonnefon & Augustin Landier & Parinitha R. Sastry & David Thesmar, 2022. "The Moral Preferences of Investors: Experimental Evidence," NBER Working Papers 29647, National Bureau of Economic Research, Inc.
• Klaus Adam & Stefan Nagel, 2022. "Expectations Data in Asset Pricing," CRC TR 224 Discussion Paper Series crctr224_2022_337, University of Bonn and University of Mannheim, Germany.
• Igor Nesiolovskiy, 2021. "Stock exchange shares ranking and binary-ternary compressive coding," Papers 2201.11507, arXiv.org.
• Yulin Liu & Luyao Zhang, 2022. "Cryptocurrency Valuation: An Explainable AI Approach," Papers 2201.12893, arXiv.org, revised Jul 2023.
• Prendergast, Michael, 2022. "Econometric Models for Computing Safe Withdrawal Rates," OSF Preprints jd2xg, Center for Open Science.
• B. N. Kausik, 2022. "Income Inequality, Cause and Cure," Papers 2201.10726, arXiv.org, revised Feb 2022.
• Anindya Goswami & Kedar Nath Mukherjee & Irvine Homi Patalwala & Sanjay N. S, 2022. "Regime recovery using implied volatility in Markov modulated market model," Papers 2201.10304, arXiv.org, revised Mar 2022.
• Gu, Ke & Stoyanov, Andrey, 2022. "Female Labor Supply and International Trade," MPRA Paper 111778, University Library of Munich, Germany.
• Takanobu Mizuta, 2022. "Do new investment strategies take existing strategies' returns -- An investigation into agent-based models," Papers 2202.01423, arXiv.org.
• Kristian Blickle & Markus Brunnermeier & Stephan Luck, 2021. "Who Can Tell Which Banks Will Fail?," Working Papers 2021-5, Princeton University. Economics Department..
• Daoud, Adel, 2021. "The International Monetary Fund’s intervention in education systems and its impact on children’s chances of completing school," SocArXiv kbc34, Center for Open Science.
• Singh, Sunny & Jha, Chandan, 2021. "Are Financial Development and Financial Stability Complements or Substitutes in Poverty Reduction?," MPRA Paper 111615, University Library of Munich, Germany.
• Chen, Eric R., 2021. "Determining the economic impact of cryptocurrency adoption on international trade from a gravity model framework," SocArXiv cefj9, Center for Open Science.
• Raj, Vijay, 2021. "The Ethics of Nudge: Towards a governance structure for the ethical use of nudge theory by Governments," SocArXiv q79ku, Center for Open Science.
• George Bouzianis & Lane P. Hughston & Leandro S'anchez-Betancourt, 2022. "Information-Based Trading," Papers 2201.08875, arXiv.org, revised Jan 2024.
• Sakib, S M Nazmuz, 2021. "Money Demand and Inflation: The relationship between money demand, inflation, and the risk premium," SocArXiv xfypj, Center for Open Science.
• Marcin Pitera & Thorsten Schmidt, 2022. "Estimating and backtesting risk under heavy tails," Papers 2201.10454, arXiv.org, revised Jan 2022.