Report NEP-FMK-2021-10-18

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-FMK

The following items were announced in this report:

• Anish Rai & Ajit Mahata & Md. Nurujjaman & Sushovan Majhi & Kanish debnath, 2021. "A sentiment-based modeling and analysis of stock price during the COVID-19: U- and Swoosh-shaped recovery," Papers 2110.03986, arXiv.org.
• Ozili, Peterson K, 2021. "Digital finance, green finance and social finance: is there a link?," MPRA Paper 110151, University Library of Munich, Germany.
• Yufei Wu & Mahmoud Mahfouz & Daniele Magazzeni & Manuela Veloso, 2021. "Towards Robust Representation of Limit Orders Books for Deep Learning Models," Papers 2110.05479, arXiv.org, revised Dec 2022.
• Raphael Semet & Thierry Roncalli & Lauren Stagnol, 2021. "ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies?," Papers 2110.06617, arXiv.org.
• Jaroslav Baran & Jan Voříšek, 2020. "Volatility indices and implied uncertainty measures of European government bond futures," Working Papers 43, European Stability Mechanism.
• Mahdieh Yazdani, 2021. "Machine Learning, Deep Learning, and Hedonic Methods for Real Estate Price Prediction," Papers 2110.07151, arXiv.org.
• amri amamou, souhir & hellara, slaheddine, 2021. "The dynamic relationship between the sovereign CDS market and the Eurozone sovereign bond market (classified by maturity): Contagion or Spillovers?," MPRA Paper 109038, University Library of Munich, Germany.