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Report NEP-FMK-2022-01-17
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.
Other reports in NEP-FMK
The following items were announced in this report:
- Oncu, Erdem, 2021. "The impact of COVID-19 on health sector stock returns," MPRA Paper 111032, University Library of Munich, Germany.
- Ozili, Peterson K, 2022. "Central bank digital currency research around the World: a review of literature," MPRA Paper 111389, University Library of Munich, Germany.
- Hu, Junjie & Härdle, Wolfgang, 2021. "Networks of news and cross-sectional returns," IRTG 1792 Discussion Papers 2021-023, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Christian Meyer, 2021. "Model Risk in Credit Portfolio Models," Papers 2111.14631, arXiv.org.
- Falk Bräuning & José Fillat & Gustavo Joaquim, 2021. "Corporate Finance and the Transmission of Shocks to the Real Economy," Working Papers 21-18, Federal Reserve Bank of Boston.
- Sebastiano Michele Zema & Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli, 2021. "Mesoscopic Structure of the Stock Market and Portfolio Optimization," Papers 2112.06544, arXiv.org.
- Julien Xavier Daubanes & Shema Frédéric Mitali & Jean-Charles Rochet, 2021. "Why Do Firms Issue Green Bonds?," Swiss Finance Institute Research Paper Series 21-97, Swiss Finance Institute.
- Damir Filipović & Amir Khalilzadeh, 2021. "Machine Learning for Predicting Stock Return Volatility," Swiss Finance Institute Research Paper Series 21-95, Swiss Finance Institute.
- Le, Tuan Anh & Dao, Thi Thanh Binh, 2021. "Portfolio optimization under mean-CVaR simulation with copulas on the Vietnamese stock exchange," MPRA Paper 111105, University Library of Munich, Germany.
- Qinkai Chen & Christian-Yann Robert, 2021. "Multivariate Realized Volatility Forecasting with Graph Neural Network," Papers 2112.09015, arXiv.org, revised Dec 2021.