Report NEP-FMK-2024-01-29

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:

• Albert Dorador, 2024. "Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach," Papers 2401.02601, arXiv.org.
• Haochun Ma & Davide Prosperino & Alexander Haluszczynski & Christoph Rath, 2023. "Linear and nonlinear causality in financial markets," Papers 2312.16185, arXiv.org.
• Carletti, Elena & Leonello, Agnese & Marquez, Robert, 2024. "Market power in banking," Working Paper Series 2886, European Central Bank.
• Raffaele Giuseppe Cestari & Filippo Barchi & Riccardo Busetto & Daniele Marazzina & Simone Formentin, 2023. "Hawkes-based cryptocurrency forecasting via Limit Order Book data," Papers 2312.16190, arXiv.org.
• Giulio Cornelli & Fiorella De Fiore & Leonardo Gambacorta & Cristina Manea, 2023. "Fintech vs bank credit: How do they react to monetary policy?," BIS Working Papers 1157, Bank for International Settlements.
• Daube, Carl Heinz, 2024. "Artificial intelligence in financial and investment decision-making," EconStor Preprints 280899, ZBW - Leibniz Information Centre for Economics.
• Sahar Arshad & Seemab Latif & Ahmad Salman & Rabia Latif, 2023. "Enhancing Profitability and Investor Confidence through Interpretable AI Models for Investment Decisions," Papers 2312.16223, arXiv.org, revised Jul 2024.
• Irfan Cercil & Cem Ali Gökcen, 2023. "Effects of Emerging Markets’ Asset Purchase Programs on Financial Markets," Working Papers 2308, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Ingomar Krohn & Vladyslav Sushko & Witit Synsatayakul, 2023. "Foreign investor feedback trading in an emerging financial market," BIS Working Papers 1154, Bank for International Settlements.