Report NEP-FMK-2024-10-14

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:

• Pauline Lam & Jeffrey Wurgler, 2024. "Green Bonds: New Label, Same Projects," NBER Working Papers 32960, National Bureau of Economic Research, Inc.
• Kristy Jansen & Hyun Song Shin & Goetz von Peter, 2024. "Which exchange rate matters to global investors?," BIS Working Papers 1210, Bank for International Settlements.
• Itzhak Ben-David & Alex Chinco, 2024. "Expected EPS × Trailing P/E," NBER Working Papers 32942, National Bureau of Economic Research, Inc.
• Di Wu, 2024. "Bitcoin ETF: Opportunities and risk," Papers 2409.00270, arXiv.org.
• Pablo D. Azar & Adrian Casillas & Maryam Farboodi, 2024. "Information and Market Power in DeFi Intermediation," NBER Working Papers 32949, National Bureau of Economic Research, Inc.
• Kubitza, Christian, 2024. "Tackling the volatility paradox: spillover persistence and systemic risk," Working Paper Series 2981, European Central Bank.
• Peng Zhu & Yuante Li & Yifan Hu & Qinyuan Liu & Dawei Cheng & Yuqi Liang, 2024. "LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU," Papers 2409.08282, arXiv.org, revised Sep 2024.
• Shengkun Wang & Taoran Ji & Linhan Wang & Yanshen Sun & Shang-Ching Liu & Amit Kumar & Chang-Tien Lu, 2024. "StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction," Papers 2409.08281, arXiv.org.
• Robert Taylor, 2024. "Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning," Papers 2408.15404, arXiv.org.
• Oecd, 2024. "Competition, Fintechs and Open Banking: An overview of recent developments in Latin America and the Caribbean," OECD Roundtables on Competition Policy Papers 313, OECD Publishing.