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FINANCIAL MARKET

SOVEREIGN SPREADS AND FINANCIAL MARKET BEHAVIOUR BEFORE AND DURING THE CRISIS

SOVEREIGN SPREADS AND FINANCIAL MARKET BEHAVIOUR BEFORE AND DURING THE CRISIS

... Second, factors driving sovereign spreads became different. It is much ea- sier to select best specifications in the crisis period. Errors generated in spe- cifications (1) and (2) clearly outperform the other. Global ...

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THE NEW MICROFINANCE HANDBOOK: A FINANCIAL MARKET SYSTEM PERSPECTIVE

THE NEW MICROFINANCE HANDBOOK: A FINANCIAL MARKET SYSTEM PERSPECTIVE

... to market distortion discussed ...or market infrastructure level, is essential to achieving progress, then investing by way of equity is often ...of market distortion and can be more efficient ...

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Algorithms and numerical methods for high dimensional financial market models = Algoritmos y métodos númericos para modelos de alta dimensión en mercados financieros / Antonio Falcó

Algorithms and numerical methods for high dimensional financial market models = Algoritmos y métodos númericos para modelos de alta dimensión en mercados financieros / Antonio Falcó

... A major challenge in Computational Finance is the pricing of options that depend on a large number of risk factors. Prominent examples are basket or index options where dozens or even hundreds of stocks constitute the ...

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... between financial markets’ evolution and regulation ...the financial market, as time elapses since a banking regulation reform, there is a higher likelihood of new banking sector developments that ...

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Individual based models of collective dynamics in socio economic systems

Individual based models of collective dynamics in socio economic systems

... empirical financial research to start collecting evidence on how markets react, for instance, to the publication of: news about companies, economic indices, rumors related to the economy, forecasts and recommenda- ...

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global_competitiveness_report_2015-2016 STMG 604

global_competitiveness_report_2015-2016 STMG 604

... goods market (up seven places to 26th) and domestic competition (up eight places to ...labor market (121st) impedes allocation of workers to their most productive ...The financial market also ...

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The Carry Trade Risk Factor on U.S. Stock Returns

The Carry Trade Risk Factor on U.S. Stock Returns

... There is one integrated financial market in this model that can be analyzed either from the perspective of the domestic investor, with the price processes denominated in [r] ...

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Risk Allocation in Toll Highway Concessions in Spain: Lessons from Economic Recession

Risk Allocation in Toll Highway Concessions in Spain: Lessons from Economic Recession

... in financial market conditions have demonstrated that the financial close of the project should not be unduly ...the financial close of the project seems to be a good ...the financial ...

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Dissonations of the modern reform of the World Monetary System in the aspect of global challenges

Dissonations of the modern reform of the World Monetary System in the aspect of global challenges

... global financial market, as recommended by the G20 summit, apparently to insure against the risk of their low non-competitiveness compared to securities denominated in world and national ...

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Financial performance and stock prices into delisting
companies in MSE (Desempeño financiero y precios de las acciones en companias delistadas en la BMV)

Financial performance and stock prices into delisting companies in MSE (Desempeño financiero y precios de las acciones en companias delistadas en la BMV)

... released financial information according with the regulation, also whether the company wanted to be delisted or the authorities delisted due to information, regulation, legal problems, higher cost to inform to the ...

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Financial dislocations in world index futures

Financial dislocations in world index futures

... Other authors have also noticed how the dislocations are pervasive through different markets, being bigger and longer in financial stress periods. Naranjo (2011) describes those dislocations among future-cash and ...

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Systemic Risk: Government versus the Market in the Financial Crisis

Systemic Risk: Government versus the Market in the Financial Crisis

... But mistakes occur in all markets and they do not normally become systemic. In each of these cases there was a tendency for government actions to convert non-systemic risks into systemic risks. The low interest rates led ...

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Bekaert & Harvey (2012) Research in Emer

Bekaert & Harvey (2012) Research in Emer

... due to the economic policies that eliminated hyperinflation. Recent research attempts to model the volatility process carefully. For example, it makes sense to allow for time-varying expected returns and to allow for the ...

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The institutional framework of the new financial regulation model in the European Union

The institutional framework of the new financial regulation model in the European Union

... the financial system not considering the most followed line of the ...on financial risks and which argue for the necessity of an adequate regulation and supervision system as suggested by the work Amihud, Y ...

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Analysis of the investment activities of Spanish financial institutions in the real estate market 2004   2015

Analysis of the investment activities of Spanish financial institutions in the real estate market 2004 2015

... the financial figures of both commercial banks and saving banks in order to describe the actions of the commercial banks and saving banks ...Spanish financial crisis and when liquidity problems arose the ...

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Exploring the economic value of personal information from firms' financial statements

Exploring the economic value of personal information from firms' financial statements

... The valuation of individual data profiles and records based on financial figures such as market capitalization and revenue is comparably easy and straightforward given that most compan[r] ...

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Market crises and the conditional distribution of financial returns: a downside risk and pricing errors analysis.

Market crises and the conditional distribution of financial returns: a downside risk and pricing errors analysis.

... comparing market prices with theoretical prices obtained from a non-arbitrage model to inform about market liquidity is implicitly contained in Nashikkar et ...between market and a hypothetical CDS ...

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The illustrative case of income taxes

The illustrative case of income taxes

... 2011). Market volatility, as a result of economic globalization, however, asso- ciated with traditional business models, increases the urgency to produce useful information that can support multiple decisions on a ...

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The Importance of Being Earnest: Macroeconomic Determinants of Sovereign Bond Yield Spreads in the Eurozone

The Importance of Being Earnest: Macroeconomic Determinants of Sovereign Bond Yield Spreads in the Eurozone

... Both in developing and developed economies, research examines the relationship between a variable that captures the country’s default risk and a set of financial and macroeconomic variables. This paper contributes ...

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FINANCIAL PSYCHOLOGY ANALYSIS OF NUMERICAL SUPERSTITIONS AND STOCK PRICE VOLATILITY: EMPIRICAL EVIDENCES FROM CHINA’S A-SHARE MARKET

FINANCIAL PSYCHOLOGY ANALYSIS OF NUMERICAL SUPERSTITIONS AND STOCK PRICE VOLATILITY: EMPIRICAL EVIDENCES FROM CHINA’S A-SHARE MARKET

... Many market phenomena in securities markets worldwide, including in China, cannot be explained by classical economic ...the market (Li & Zhang, ...and financial psychology. Tvede (2002) later ...

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