Report NEP-FMK-2022-11-21
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:
- Callum Jones & Mariano Kulish & James Morley, 2022. "A Structural Measure of the Shadow Federal Funds Rate," CAMA Working Papers 2022-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Olivier Ledoit & Michael Wolf, 2022. "Markowitz portfolios under transaction costs," ECON - Working Papers 420, Department of Economics - University of Zurich, revised Sep 2024.
- Renjie, Rex Wang & Verwijmeren, Patrick & Xia, Shuo, 2022. "Corporate governance benefits of mutual fund cooperation," IWH Discussion Papers 21/2022, Halle Institute for Economic Research (IWH).
- Javier Gil-Bazo & Juan F. Imbet, 2022. "Tweeting for Money: Social Media and Mutual Fund Flows," Working Papers 1366, Barcelona School of Economics.
- Mittal, Varun & Schaposnik, Laura, 2022. "Housing market forecasts via stock market indicators," MPRA Paper 115009, University Library of Munich, Germany.
- Monika Grzegorczyk & Guntram B. Wolff, 2022. "Greeniums in sovereign bond markets," Working Papers node_8334, Bruegel.
- Jules Sadefo Kamdem & Danielle Selambi, 2022. "Cyber-Risk Forecasting using Machine Learning Models and Generalized Extreme Value Distributions," Working Papers hal-03814979, HAL.
- Marek, Philipp & Stein, Ingrid, 2022. "Basel III and SME bank finance in Germany," Discussion Papers 37/2022, Deutsche Bundesbank.
- Zikai Wei & Bo Dai & Dahua Lin, 2022. "Factor Investing with a Deep Multi-Factor Model," Papers 2210.12462, arXiv.org.
- Jeremi Assael & Laurent Carlier & Damien Challet, 2022. "Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning," Working Papers hal-03791538, HAL.