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On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014
In the Schumpeterian creative disruption age, the authors firmly believe that an increasing application of electronic technologies in the finances opens a big number of new unlimited opportunities toward a new era of the ultra high frequency electronic trading in the foreign currencies exchange...
Persistent link: https://www.econbiz.de/10011156962
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On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014
In the Schumpeterian creative disruption age, the authors firmly believe that an increasing application of electronic technologies in the finances opens a big number of new unlimited opportunities toward a new era of the ultra high frequency electronic trading in the foreign currencies exchange...
Persistent link: https://www.econbiz.de/10011110289
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Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis
Bouoiyour, Jamal; Selmi, Refk; Tiwari, Aviral - Volkswirtschaftliche Fakultät, … - 2014
The present study addresses one of the most problematic phenomena: Bitcoin price. We explore the Granger causality for … two relationships (Bitcoin price and transactions; Bitcoin price and investors’ attractiveness) from a frequency domain … Bitcoin network on the other hand. The observed outcomes reveal some differences with respect to the frequencies involved …
Persistent link: https://www.econbiz.de/10011111911
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Estimation of the Equilibrium Interest Rate: Case of CFA zone
Dramani, Latif; Laye, Oumy - Volkswirtschaftliche Fakultät, … - 2007
Problem Statement The framework of this study is consisted of the countries of zone CFA and in fact the two central banks (BCEAO and BEAC) in charge of the monetary policy implementation. There was a great resurgence of interest these last years on the question in the way of leading the monetary...
Persistent link: https://www.econbiz.de/10005786978
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Divisia Second Moments
Barnett, William A.; Jones, Barry E.; Nesmith, Travis D. - Volkswirtschaftliche Fakultät, … - 2008
W. A. Barnett originated the Divisia monetary aggregates, using Diewert's results on superlative index numbers and Barnett's derivation of the user cost of monetary asset services. The resulting Divisia index can be interpreted as a first moment aggregating over growth rates with expenditure...
Persistent link: https://www.econbiz.de/10005626820
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The Levy sections theorem revisited
Figueiredo, Annibal; Gleria, Iram; Matsushita, Raul; Da … - Volkswirtschaftliche Fakultät, … - 2006
This paper revisits the Levy sections theorem. We extend the scope of the theorem to time series and apply it to historical daily returns of selected dollar exchange rates. The elevated kurtosis usually observed in such series is then explained by their volatility patterns. And the duration of...
Persistent link: https://www.econbiz.de/10005836664
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On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorptio...
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014
The authors perform an original research on the fundamentals of winning virtuous strategies creation toward the leveraged buyout transactions implementation during the private equity investment in the conditions of the resonant absorption of discrete information in the diffusion - type financial...
Persistent link: https://www.econbiz.de/10011156987
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Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital ma...
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2013
stock market indexes at the stock exchanges in the global capital markets. We suggest that the econophysics techniques can …
Persistent link: https://www.econbiz.de/10011259405
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To the problem of evaluation of market risk of global equity index portfolio in global capital markets
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2013
Thinking about the development of the unifying mathematical approach to solve the problem on the evaluation of market risk of the global equity index portfolio in the highly volatile global capital markets, the authors focus their attention to an increasing necessity of application of the...
Persistent link: https://www.econbiz.de/10011259800
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Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014
The M&A transactions represent a wide range of unique business optimization opportunities in the corporate transformation deals, which are usually characterized by the high level of total risk. The M&A transactions can be successfully implemented by taking to an account the size of investments,...
Persistent link: https://www.econbiz.de/10011259891