Report NEP-FMK-2024-04-01

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:

• Hayden Brown, 2024. "Justifying the Volatility of S&P 500 Daily Returns," Papers 2403.01088, arXiv.org, revised Nov 2024.
• Pala, Melissa, 2024. "COVID-19 and the fragmentation of the European interbank market," Discussion Papers 07/2024, Deutsche Bundesbank.
• Serge Darolles & Gaëlle Le Fol & Yuyi He, 2023. "Who can better push firms to go "green"? A look at ESG effects on stock returns," Post-Print hal-04462749, HAL.
• Ziyuan Ma & Conor Ryan & Jim Buckley & Muslim Chochlov, 2024. "Do Weibo platform experts perform better at predicting stock market?," Papers 2403.00772, arXiv.org.
• Jiajian Zheng & Duan Xin & Qishuo Cheng & Miao Tian & Le Yang, 2024. "The Random Forest Model for Analyzing and Forecasting the US Stock Market in the Context of Smart Finance," Papers 2402.17194, arXiv.org.
• Mehmet Selman Colak & Sumeyra Korkmaz & Huseyin Ozturk & Muhammed Hasan Yilmaz, 2024. "It Is Not Your Risk but It Is Your Problem: A Spatial Analysis of Emerging Market Credit Default Swap Premia," CBT Research Notes in Economics 2406, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Dr. Lukas Voellmy, 2024. "Decomposing liquidity risk in banking models," Working Papers 2024-03, Swiss National Bank.
• Shutter Zor, 2024. ""Digitwashing": The Gap between Words and Deeds in Digital Transformation and Stock Price Crash Risk," Papers 2403.01360, arXiv.org.
• Selcuk Gul, 2024. "Sovereign Risk and Local Currency Lending Rates: Evidence from Five OECD Countries," CBT Research Notes in Economics 2403, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.