Report NEP-FMK-2020-11-16

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:

• Robert J. Barro, 2020. "r Minus g," NBER Working Papers 28002, National Bureau of Economic Research, Inc.
• Hang Bai & Lu Zhang, 2020. "Searching for the Equity Premium," NBER Working Papers 28001, National Bureau of Economic Research, Inc.
• Agarwal, Vikas & Jiang, Lei & Wen, Quan, 2020. "Why do mutual funds hold lottery stocks?," CFR Working Papers 20-08, University of Cologne, Centre for Financial Research (CFR).
• Xianchao Wu, 2020. "Event-Driven Learning of Systematic Behaviours in Stock Markets," Papers 2010.15586, arXiv.org.
• Sidra Mehtab & Jaydip Sen, 2020. "Stock Price Prediction Using CNN and LSTM-Based Deep Learning Models," Papers 2010.13891, arXiv.org.
• Andrés Alonso & José Manuel Carbó, 2020. "Machine learning in credit risk: measuring the dilemma between prediction and supervisory cost," Working Papers 2032, Banco de España.
• Kristoffer Andersson & Cornelis W. Oosterlee, 2020. "Deep learning for CVA computations of large portfolios of financial derivatives," Papers 2010.13843, arXiv.org.
• Sebastiano Michele Zema, 2020. "Directed Acyclic Graph based Information Shares for Price Discovery," LEM Papers Series 2020/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Giulio Cornelli & Sebastian Doerr & Leonardo Gambacorta & Ouarda Merrouche, 2020. "Inside the regulatory sandbox: effects on fintech funding," BIS Working Papers 901, Bank for International Settlements.
• Jochen Güntner & Benjamin Karner, 2020. "Hedging with commodity futures and the end of normal Backwardation," Economics working papers 2020-21, Department of Economics, Johannes Kepler University Linz, Austria.
• Julian di Giovanni & Galina Hale, 2020. "Stock market spillovers via the global production network: Transmission of U.S. monetary policy," Economics Working Papers 1747, Department of Economics and Business, Universitat Pompeu Fabra.
• Gajurel, Dinesh & Chowdhury, Biplob, 2020. "Realized volatility, jump and beta: evidence from Canadian stock market," Working Papers 2020-11, University of Tasmania, Tasmanian School of Business and Economics.