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The aim of this article is to use probabilistic ideas to study predictive reasoning based on hypotheses and models, but without using Ito calculus, without writing any stochastic differential equations, in fact without writing any formulas at all. The aim is to extract from the study of...
Persistent link: https://www.econbiz.de/10010899270
In this paper, the development of price volatility on German agricultural markets is analyzed. The goal is to quantify … the degree of price volatility for selected German agricultural markets and determine how it evolutes over time. Where …, questions are: Was there an increase in price volatility? Did it came from the world markets? What is the impact of price …
Persistent link: https://www.econbiz.de/10009003989
Expenditure Surveys of Statistics Canada. Simple OLS regressions show that the determinants of Canadian diversity demand are … bestätigen, dass die Nachfrage nach Lebensmittelvielfalt in Kanada von ähnlichen Determinanten bestimmt ist wie in anderen …
Persistent link: https://www.econbiz.de/10009326504
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Seit dem Einbruch der Aktienmärkte Anfang 2000 hat die Fed durch massive Liquiditätszufuhr versucht, die amerikanische Wirtschaft zu stabilisieren. Ein wesentliches Motiv war die Befürchtung, die amerikanische Wirtschaft könne in eine Liquiditätsfalle geraten. Motiviert von der...
Persistent link: https://www.econbiz.de/10005047003
Despite the central role of arbitrage in finance and economic theory, there is limited evidence of the factors that create and eliminate arbitrage opportunities, how often arbitrage occurs, and how profitable it is. We address these gaps via a transaction-level analysis of spatial arbitrage in...
Persistent link: https://www.econbiz.de/10010990556
, though its volume is low. The relative contribution of a trading system to price discovery depends on liquidity, volatility …
Persistent link: https://www.econbiz.de/10010990562
This paper shows that high frequency trading may play a dysfunctional role in financial markets. Contrary to arbitrageurs who make financial markets more efficient by taking advantage of and thereby eliminating mispricings, high frequency traders can create a mispricing that they unknowingly...
Persistent link: https://www.econbiz.de/10010883215
В работе на основании классической модели Селопа выполнено моделирование трансакционных издержек потребителей в электронной торговле для разных категорий...
Persistent link: https://www.econbiz.de/10011270394