Report NEP-FMK-2023-03-06

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:

• Guglielmo Maria Caporale & Alex Plastun, 2023. "Seven Pitfalls of Technical Analysis," CESifo Working Paper Series 10213, CESifo.
• Giovanna Nicodano & Luca Regis, 2023. "Leverage and Interest Rates," Carlo Alberto Notebooks 692 JEL Classification: G, Collegio Carlo Alberto.
• Mykola Pinchuk, 2023. "Zero-Leverage Puzzle," Papers 2302.00761, arXiv.org.
• Jos'e-Manuel Pe~na & Fernando Su'arez & Omar Larr'e & Domingo Ram'irez & Arturo Cifuentes, 2023. "A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation," Papers 2302.02269, arXiv.org, revised May 2024.
• Hillert, Alexander & Niessen-Ruenzi, Alexandra & Ruenzi, Stefan, 2023. "Mutual fund shareholder letters: Flows, performance, and managerial behavior," SAFE Working Paper Series 380, Leibniz Institute for Financial Research SAFE.
• Carolin Pflueger, 2023. "Back to the 1980s or Not? The Drivers of Inflation and Real Risks in Treasury Bonds," NBER Working Papers 30921, National Bureau of Economic Research, Inc.
• Michael D. Bauer & Daniel Huber & Glenn D. Rudebusch & Ole Wilms, 2023. "Where Is the Carbon Premium? Global Performance of Green and Brown Stocks," CESifo Working Paper Series 10246, CESifo.
• Makram El-Shagi & Lunan Jiang, 2023. "How the PBoC´s new MLF affects the yield curve," CFDS Discussion Paper Series 2023/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
• International Monetary Fund, 2023. "Finland: Financial System Stability Assessment," IMF Staff Country Reports 2023/039, International Monetary Fund.