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Machine learning, market manipulation and collusion on capital markets : Why the “Black Box” matters

Azzutti, Alessio; Ringe, Wolf-Georg; Stiehl, Hans Siegfried - 2021

This paper offers a novel perspective on the implications of increasingly autonomous and “black box” algorithms, within the ramification of algorithmic trading, for the integrity of capital markets. Artificial intelligence (AI) and particularly its subfield of machine learning (ML) methods...

Persistent link: https://www.econbiz.de/10012587161

Revisiting the finance and growth nexus : a deeper look at sectors and instruments

Unger, Robert - 2019

market financing, debt or equity financing - seems to be particularly harmful or beneficial for growth. …

Persistent link: https://www.econbiz.de/10011962798

What are the real effects of financial market liquidity? : evidence on bank lending from the euro area

Dombret, Andreas R.; Foos, Daniel; Pliszka, Kamil; … - 2018

negatively related to credit spreads. Particularly during the financial crisis of 2007-09 and the subsequent European debt crisis …

Persistent link: https://www.econbiz.de/10011897986

Repo and reverse repo activity of European banks : market activity, accounting and disclosure

Löw, Edgar; Riegel, Annika Patricia Michelle - 2020

Repurchase agreements are money market instruments that are used widely and for various purposes due to their simplicity and flexibility. The European repo market is quite concentrated, as 80% of the transactions is conducted be-tween the top 20 banks and 61.9% of the collaterals used in the...

Persistent link: https://www.econbiz.de/10012436674

Developers' leverage, capital market financing, and fire sale externalities : evidence from the Thai condominium market

Kanis Saengchote - 2023 - This version: December 6, 2023

Persistent link: https://www.econbiz.de/10014441303

Procyclical leverage in Europe and its role in asset pricing

Baltzer, Markus; Koehl, Alexandra; Reitz, Stefan - 2019

Broker-dealer leverage has recently proven to be strongly procyclical, exhibiting impressive explanatory power for a … balance-sheet indicators for asset pricing. In particular, leverage shows a procyclical behavior with a positive price of risk …. Moreover, high leverage coincides with high asset prices, thereby forecasting lower future returns. …

Persistent link: https://www.econbiz.de/10011987800