Report NEP-FMK-2023-06-26

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:

• Horan, Aoife & Jarmulska, Barbara & Ryan, Ellen, 2023. "Asset prices, collateral and bank lending: the case of Covid-19 and real estate," Working Paper Series 2823, European Central Bank.
• Andrea Ajello & Diego Silva & Travis Adams & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Finance and Economics Discussion Series 2023-034, Board of Governors of the Federal Reserve System (U.S.).
• Lavko, Matus & Klein, Tony & Walther, Thomas, 2023. "Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods," QBS Working Paper Series 2023/01, Queen's University Belfast, Queen's Business School.
• Ignacio Escanuela Romana & Clara Escanuela Nieves, 2023. "A spectral approach to stock market performance," Papers 2305.05762, arXiv.org.
• Grodecka-Messi, Anna & Zhang, Xin, 2023. "Private Bank Money vs Central Bank Money: A Historical Lesson for CBDC Introduction," Working Paper Series 424, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jul 2023.
• Dekker, Lennart & Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2023. "Liquidity buffers and open-end investment funds: containing outflows and reducing fire sales," Working Paper Series 2825, European Central Bank.
• Bilan, Andrada & Ongena, Steven & Pancaro, Cosimo, 2023. "Bank private information in CDS markets," Working Paper Series 2818, European Central Bank.
• Vozian, Katia & Costola, Michele, 2023. "Pricing climate transition risk: Evidence from European corporate CDS," SAFE Working Paper Series 387, Leibniz Institute for Financial Research SAFE.