Report NEP-FMK-2022-05-30

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:

• Alexander Brunhuemer & Lukas Larcher & Philipp Seidl & Sascha Desmettre & Johannes Kofler & Gerhard Larcher, 2022. "Supervised machine learning classification for short straddles on the S&P500," Papers 2204.13587, arXiv.org.
• Tuan Tran & Nhat Nguyen, 2022. "Improving Portfolio Liquidity with Cash-Value-at-Risk for Covariance Estimations in Quantitative Trading," Working Papers hal-03647881, HAL.
• Florentina Șoiman & Jean-Guillaume Dumas & Sonia Jimenez-Garces, 2022. "The return of (I)DeFiX [Le rendement de (I)DeFiX]," Working Papers hal-03625891, HAL.
• Michael Darlin & Georgios Palaiokrassas & Leandros Tassiulas, 2022. "Debt-Financed Collateral and Stability Risks in the DeFi Ecosystem," Papers 2204.11107, arXiv.org, revised Jun 2022.
• John E. Marthinsen & Steven R. Gordon, 2022. "The Price and Cost of Bitcoin," Papers 2204.13102, arXiv.org.
• Maria Alessia Aiello & Cristina Angelico, 2022. "Climate change and credit risk: the effect of carbon taxes on Italian banks' business loan default rates," Questioni di Economia e Finanza (Occasional Papers) 688, Bank of Italy, Economic Research and International Relations Area.
• Gour Sundar Mitra Thakur & Rupak Bhattacharyya & Seema Sarkar, 2022. "Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange," Papers 2204.13385, arXiv.org, revised May 2022.