Report NEP-FMK-2022-01-03

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:

• Peter Reinhard Hansen & Zhuo Huang & Chen Tong & Tianyi Wang, 2021. "Realized GARCH, CBOE VIX, and the Volatility Risk Premium," Papers 2112.05302, arXiv.org.
• HORIKAWA Takumi & MATSUI Yujiro & GEMMA Yasufumi, 2021. "A Network Analysis of the JGB Repo Market," Bank of Japan Working Paper Series 21-E-14, Bank of Japan.
• Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper 27, Federal Reserve Bank of Atlanta.
• Yizhuo Li & Peng Zhou & Fangyi Li & Xiao Yang, 2021. "An Improved Reinforcement Learning Model Based on Sentiment Analysis," Papers 2111.15354, arXiv.org.
• Martin Hillebrand & Marko Mravlak & Peter Schwendner, 2021. "Investor demand in syndicated bond issuances: stylised facts," Working Papers 50, European Stability Mechanism, revised 23 Dec 2021.