Report NEP-FMK-2019-12-09

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:

• Lerby Ergun, 2019. "Extreme Downside Risk in Asset Returns," Staff Working Papers 19-46, Bank of Canada.
• Kladivko, Kamil & Österholm, Pär, 2019. "Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk?," Working Papers 2019:10, Örebro University, School of Business.
• Francesca Biagini & Thomas Reitsam, 2019. "Asset Price Bubbles in market models with proportional transaction costs," Papers 1911.10149, arXiv.org, revised Dec 2020.
• Zihao Zhang & Stefan Zohren & Stephen Roberts, 2019. "Deep Reinforcement Learning for Trading," Papers 1911.10107, arXiv.org.
• Alberto Caruso & Laura Coroneo, 2019. "Predicting interest rates in real-time," Discussion Papers 19/18, Department of Economics, University of York.
• Vasilios Mavroudis, 2019. "Bounded Temporal Fairness for FIFO Financial Markets," Papers 1911.09209, arXiv.org.
• Tom Hudepohl & Ryan van Lamoen & Nander de Vette, 2019. "Quantitative easing and exuberance in stock markets: Evidence from the euro area," DNB Working Papers 660, Netherlands Central Bank, Research Department.