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Guardians of Finance: Making Regulators Work for Us
Barth, James R.; Caprio, Gerard Jr.; Levine, Ross - The MIT Press
luminaries that includes Timothy Geithner, Henry Paulson, Robert Rubin, Ben Bernanke, and Alan Greenspan. In Guardians of Finance …
Persistent link: https://www.econbiz.de/10010535228
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Cross-Sectional Analysis through Rank-based Dynamic.
Billio, Monica; Calès, Ludovic; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2012
The aim of this paper is to study the cross-sectional effects present in the market using a new framework based on graph theory. Within this framework, we represent the evolution of a dynamic portfolio, i.e. a portfolio whose weights vary over time, as a rank-based factorial model where the...
Persistent link: https://www.econbiz.de/10010551752
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A Short-run Schumpeterian Trip to Embryonic African Monetary Zones
Asongu, Simplice A - In: Economics Bulletin 33 (2013) 1, pp. 859-873
With the spectre of the Euro crisis looming substantially large and scaring potential monetary unions, this study is a short-run trip to embryonic African monetary zones to assess the Schumpeterian thesis for positive spillovers of financial services on growth. Causality analysis is performed...
Persistent link: https://www.econbiz.de/10010835849
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Chaos in economics and finance
Guegan, Dominique - HAL - 2007
In this article, we specify the different approaches followed by the economists and the financial economists in order to use chaos theory. We explain the main difference using this theory with other research domains like the mathematics and the physics. Finally, we present tools necessary for...
Persistent link: https://www.econbiz.de/10010738474
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Chaos in Economics and Finance
Guegan, Dominique - HAL - 2009
This paper focuses on the use of dynamical chaotic systems in Economics and Finance. In these fields, researchers …
Persistent link: https://www.econbiz.de/10010738625
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Portfolio Symmetry and Momentum
Billio, Monica; Calès, Ludovic; Guegan, Dominique - HAL - 2009
This paper presents a theorical framework to model the evolution of a portfolio whose weights vary over time. Such a portfolio is called a dynamic portfolio. In a first step, considering a given investment policy, we define the set of the investable portfolios. Then, considering portfolio...
Persistent link: https://www.econbiz.de/10010738666
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On the substitution of institutions and finance in investment
Asongu, Simplice A - In: Economics Bulletin 34 (2014) 3, pp. 1557-1574
The Ali (2013, EB) findings on the nexuses among institutions, finance and investment could have an important influence … finance and institutions because they are less realistic to developing countries to which the resulting policy implications … substitution of institutions and finance in investment. Results under many baseline and augmented scenarios are not consistent with …
Persistent link: https://www.econbiz.de/10010800841
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Portfolio Symmetry and Momentum
Billio, Monica; Calès, Ludovic; Guegan, Dominique - HAL - 2011
This paper presents a theorical framework to model the evolution of a portfolio whose weights vary over time. Such a portfolio is called a dynamic portfolio. In a first step, considering a given investment policy, we define the set of the investable portfolios. Then, considering portfolio...
Persistent link: https://www.econbiz.de/10010635094
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Cross-Sectional Analysis through Rank-based Dynamic Portfolios
Billio, Monica; Calès, Ludovic; Guegan, Dominique - HAL - 2012
The aim of this paper is to study the cross-sectional effects present in the market using a new framework based on graph theory. Within this framework, we represent the evolution of a dynamic portfolio, i.e. a portfolio whose weights vary over time, as a rank-based factorial model where the...
Persistent link: https://www.econbiz.de/10010635249
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Finance and growth: New evidence from Meta-analysis
Asongu, Simplice A - Volkswirtschaftliche Fakultät, … - 2013
Purpose – In a meta-study, we have bridged the gap between the pros and cons of a questionable finance-growth nexus … genuine effect exists between financial development and economic growth. A finance-growth nexus might not be appealing in our … consistent with the mainstream positive finance-growth nexus should provide new scholarly insights into the relationship …
Persistent link: https://www.econbiz.de/10011258243