Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10011730956
This book uses systemic thinking and applies it to the study of financial crises. It systematically presents how the systemic yoyo model, its thinking logic, and its methodology can be employed as a common playground and intuition to the study of money, international finance, and economic...
Persistent link: https://www.econbiz.de/10012397681
This paper examines the dynamic relationships between gold and stock markets in China. Using daily gold and stock indexes data, we estimated the DCC-GARCH model for the five bear markets since 31 October 2002, and simultaneously used different segments of China’s stock markets for analysis....
Persistent link: https://www.econbiz.de/10011759995
The purpose of this note is to assist countries in their understanding and mitigation of the money laundering (ML), terror financing (TF), and financing of the proliferation of weapons of mass destruction (PF) risks related to virtual assets (VAs). This is the first of two Fintech Notes...
Persistent link: https://www.econbiz.de/10013332616
The purpose of this note is to discuss the necessary anti-money laundering and combating the financing of terrorism (AML/CFT) measures and provide examples of practical solutions to implement them. In June 2020, the Financial Action Task Force (FATF) noted that both the public and private...
Persistent link: https://www.econbiz.de/10013332617
We propose a non-parametric procedure for estimating systemic co-jumps and independent idiosyncratic jumps, and study associated news reported in Factiva and Bloomberg for thirty five stock markets from 1988 to 2014. Our results suggest that it is important to distinguish between systemic...
Persistent link: https://www.econbiz.de/10012963201
In this paper we make a distinction between systemic co-jumps and independent idiosyncratic jumps, and examine the impact of their mis-specification on asset allocation. We discuss how jumps mis-specification may lead to jumps mis-estimation and to a suboptimal portfolio. Specifically, we...
Persistent link: https://www.econbiz.de/10013055996
The release of uranium from uranium tailings into the aqueous environment is a complex process controlled by a series of interacting geochemical reactions. In this paper, uranium tailings from a uranium tailings pond in southern China were collected at different depths by means of borehole...
Persistent link: https://www.econbiz.de/10014359574
Persistent link: https://www.econbiz.de/10012000491