Narrow search
Showing 1 - 10 of 160
Cover Image
Multiple Encryption-based Algorithm of Agricultural Product Trace Code
Yu, Hua; Wu, Zhen-hua - In: Asian Agricultural Research 04 (2012) 07
algorithm is proposed to encrypt trace code of agricultural products. Original trace code consists of 34 digits indicating such …
Persistent link: https://www.econbiz.de/10010918869
Cover Image
To disclose or not to disclose: Transparency and liquidity in the structured product market
Friewald, Nils; Jankowitsch, Rainer; Subrahmanyam, Marti G. - Center for Financial Studies - 2014
We use a unique data set from the Trade Reporting and Compliance Engine (TRACE) to study liquidity e ffects in the US …
Persistent link: https://www.econbiz.de/10010958715
Cover Image
Realized Volatility, Liquidity, and Corporate Yield Spreads
Rossi, Marco - In: Quarterly Journal of Finance (QJF) 04 (2014) 01, pp. 1450004-1
I propose a friction measure of bond round-trip liquidity costs that is robust to outliers and accounts for the idiosyncratic information behind trading decisions. Particularly effective with investment-grade bonds, the proposed measure displays properties consistent with the credit risk puzzle....
Persistent link: https://www.econbiz.de/10010929721
Cover Image
New methodology for event studies in Bonds
Bell, Peter N - Volkswirtschaftliche Fakultät, … - 2010
The new methodology to study the impact of corporate events on bonds is comprised of a sampling technique and regression model. The method is different from standard approaches, motivated by the belief that event impact should be reflected in levels of yield premium. The regression tests for a...
Persistent link: https://www.econbiz.de/10008694014
Cover Image
Testing Equality of Covariance Matrices via Pythagorean Means
Cho, Jin Seo; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University
We provide a new test for equality of covariance matrices that leads to a convenient mechanism for testing specification using the information matrix equality. The test relies on a new characterization of equality between two k dimensional positive-definite matrices A and B: the traces of...
Persistent link: https://www.econbiz.de/10011107240
Cover Image
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing
CHO, JIN SEO; WHITE, HALBERT - Economic Research Institute, College of Business and … - 2014
of our new trace-determinant information matrix test statistics under the null and the alternative and investigate their …
Persistent link: https://www.econbiz.de/10011191546
Cover Image
Die Versicherungsbranche unter FATCA
Witty, Magdalena; Kliebisch, Christine - Fachbereich Wirtschaft, Fachhochschule Stralsund - 2012
Der Foreign Account Tax Compliance Act (FATCA) steht derzeit im Fokus der Finanzbranche. FATCA ist Teil des im März 2010 in Kraft getretenen sog. Hiring Incentives to Restore Employment Act (kurz: HIRE Act) und die US-amerikanische Antwort auf die derzeit stattfindende globale steuerliche...
Persistent link: https://www.econbiz.de/10010984600
Cover Image
Market transparency and the marking precision of bond mutual fund managers
Cici, Gjergji; Gibson, Scott; Gündüz, Yalin; Merrick, … - Deutsche Bundesbank - 2014
mutual fund managers before and after initiations of TRACE and introductions of issuers into Markit's CDS database …. Disseminated bonds show large and statistically significant decreases in mark dispersion around three key TRACE system rollout … events. Dispersion for large, investment grade bonds fell 20% to 83% after the start of TRACE reporting. A difference …
Persistent link: https://www.econbiz.de/10010984744
Cover Image
Market transparency and the marking precision of bond mutual fund managers
Cici, Gjergji; Gibson, Scott; Gündüz, Yalin; Merrick, … - Institut für Finanzmarktforschung, Wirtschafts- und … - 2014
TRACE dissemination and introductions of issuers into Markit's Credit Default Swap spread database. We find large and … statistically significant decreases in mark dispersion of newly disseminated bonds around key TRACE system rollout events …. Dispersion for large, investment grade bonds fell 20% to 83% after the start of TRACE reporting. We also find evidence of …
Persistent link: https://www.econbiz.de/10010984866
Cover Image
Contributions to statistical learning and statistical quantification in nanomaterials
Deng, Xinwei - 2009
This research focuses to develop some new techniques on statistical learning including methodology, computation and application. We also developed statistical quantification in nanomaterials. For a large number of random variables with temporal or spatial structures, we proposed shrink estimates...
Persistent link: https://www.econbiz.de/10009476149