Report NEP-FMK-2022-10-03

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:

• William Diamond & Peter Van Tassel, 2022. "Risk-Free Rates and Convenience Yields Around the World," Staff Reports 1032, Federal Reserve Bank of New York.
• Om Mane & Saravanakumar kandasamy, 2022. "Stock Market Prediction using Natural Language Processing -- A Survey," Papers 2208.13564, arXiv.org.
• Sara Cecchetti & Adriana Grasso & Marcello Pericoli, 2022. "An analysis of objective inflation expectations and inflation risk premia," Temi di discussione (Economic working papers) 1380, Bank of Italy, Economic Research and International Relations Area.
• Mike Kraehenbuehl & Joerg Osterrieder, 2022. "The Efficient Market Hypothesis for Bitcoin in the context of neural networks," Papers 2208.07254, arXiv.org.
• Béatrice BOULU-RESHEF & Catherine BRUNEAU & Maxime NICOLAS & Thomas RENAULT, 2022. "An Experimental Analysis of Investor Sentiment," LEO Working Papers / DR LEO 2940, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
• Jozef Barunik & Matej Nevrla, 2022. "Common Idiosyncratic Quantile Risk," Papers 2208.14267, arXiv.org, revised Nov 2024.
• Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Geoff Kenny, 2022. "Wealth Shocks and Portfolio Choice," CSEF Working Papers 652, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Ozili, Peterson K, 2022. "Decentralized finance research and developments around the World," MPRA Paper 114338, University Library of Munich, Germany.
• Shah, Anand & Bahri, Anu, 2022. "Metanomics: Adaptive market and volatility behaviour in Metaverse," MPRA Paper 114442, University Library of Munich, Germany.
• Georgios Alexopoulos, 2022. "The ECB?s Financial Stability impact on Credit Default Swaps Market," Proceedings of Economics and Finance Conferences 13015572, International Institute of Social and Economic Sciences.
• Pavel Ciaian & Andrej Cupák & Pirmin Fessler & d’Artis Kancs, 2022. "Environmental and Social Preferences and Investments in Crypto-Assets," Working and Discussion Papers WP 3/2022, Research Department, National Bank of Slovakia.
• Nicholas Garvin & Samuel Kurian & Mike Major & David Norman, 2022. "Macrofinancial Stress Testing on Australian Banks," RBA Research Discussion Papers rdp2022-03, Reserve Bank of Australia.