Report NEP-FMK-2024-07-22

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:

• Natalia Roszyk & Robert Ślepaczuk, 2024. "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Working Papers 2024-13, Faculty of Economic Sciences, University of Warsaw.
• Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2024. "Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks," Working Papers 202424, University of Pretoria, Department of Economics.
• Yuichi Fukuta & Akiko Yamane, 2024. "Implied Equity Duration: Lessons from the Japanese Financial Crises," Discussion Papers in Economics and Business 24-08, Osaka University, Graduate School of Economics.
• Niels Joachim Gormsen & Kilian Huber, 2024. "Firms' Perceived Cost of Capital," NBER Working Papers 32611, National Bureau of Economic Research, Inc.
• Cavallo, Eduardo A. & Cepeda, Ana & Panizza, Ugo, 2024. "Environmental Damage News and Stock Returns: Evidence from Latin America," IDB Publications (Working Papers) 13537, Inter-American Development Bank.
• Pandey, Radhika & Mehta, Madhur & Ramakrishnan, Bency & Saksena, Utsav, 2024. "Understanding States' Debt and Bond Markets," Working Papers 24/410, National Institute of Public Finance and Policy.