Report NEP-FMK-2019-07-29

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Souradeep Chakraborty, 2019. "Capturing Financial markets to apply Deep Reinforcement Learning," Papers 1907.04373, arXiv.org, revised Dec 2019.
• Juárez-Luna, David, 2019. "Power generation portfolios: A parametric formulation of the efficient frontier," MPRA Paper 94814, University Library of Munich, Germany.
• Gauthier, Laurent, 2019. "Securitization Structures and Security Design," MPRA Paper 95168, University Library of Munich, Germany.
• Ke Xu & Martin D. Gould & Sam D. Howison, 2019. "Multi-Level Order-Flow Imbalance in a Limit Order Book," Papers 1907.06230, arXiv.org, revised Oct 2019.
• Paul Tucker, 2019. "Is the financial system sufficiently resilient: a research programme and policy agenda," BIS Working Papers 792, Bank for International Settlements.
• Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2019. "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working Papers 201956, University of Pretoria, Department of Economics.
• Alexis Anagnostopoulos & Orhan Erem Atesagaoglu & Elisa Faraglia & Chryssi Giannitsarou, 2019. "Foreign Direct Investment as a Determinant of Cross-Country Stock~Market Comovement," Department of Economics Working Papers 19-03, Stony Brook University, Department of Economics.
• Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz, 2019. "Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages," Working Papers 201957, University of Pretoria, Department of Economics.
• Gunduz Caginalp & Mark DeSantis, 2019. "Nonlinear price dynamics of S&P 100 stocks," Papers 1907.04422, arXiv.org.
• Julien Chevallier & Stéphane Goutte & Khaled Guesmi & Samir Saadi, 2019. "Study of the dynamic of Bitcoin's price," Working Papers halshs-02175669, HAL.
• Steven Shuye Wang & Kuan Xu & Hao Zhang, 2019. "A Microstructure Study of Circuit Breakers in the Chinese Stock Markets," Working Papers daleconwp2019-02, Dalhousie University, Department of Economics.
• Apostolos Serletis & Jinan Liu, "undated". "Volatility in the Cryptocurrency Market," Working Papers 2019-09, Department of Economics, University of Calgary, revised 19 Jul 2019.
• Silvio John, Camilleri & Nicolanne, Scicluna & Ye, Bai, 2019. "Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries," MPRA Paper 95299, University Library of Munich, Germany.