Leasing is one of the activities witch had sufferd most during the crisis. Leasing business in 2009 fell by 72% copmared with 2008. The volume of assets finance was similar with 2003, witch leads us to conclude that leasing has regressed to 5-6 years. The decrease was observed in all...

The transactions on the future markets represent a form of investment with a high degree of amplification of the effects, in which the movements of the prices can be fast and extensive. For these reasons the future markets represent an extremely attractive environment for the people who have a...

In this research paper I am going to use some of the complex strategies of options trading, with the help of an MCAE investor, namely: Spread Invers Balanced Call, Spread Invers Balanced Put, Bull Spread, Bear Spread, Long Futures Synthetic, Short Futures Synthetic.

LPPL models have been widely used to describe the behaviour of stock prices during an endogenous bubble and to predict the most probable time of the regime switching. Although their utility has been proved in many papers, there is still a lack of consensus on the statistical robustness, as the...

In this paper, we analyze the impact of business models on bank stability in 15 EU countries between 2002 and 2011. We represent banks’ business models by the share of non-interest income in total operating income and the share of non-deposit funding in total liabilities. In contrast to the...

This study investigates the valuation impact of a firm’s decision to cross list on a more (or less) prestigious stock exchange relative to its own domestic market. We use a network analysis methodology to derive broad market-based measures of prestige for 45 country or regional stock exchange...

Сравнительный анализ действующей модели регулирования финансовых рынков и модели, предлагаемой Банком России в рамках проекта федерального закона «О...

In this paper, we study the impact of extreme events on the loan portfolios of the Greek banking system. These portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large, medium, and small size. A series of extreme scenarios was...

The subprime crisis limited the investment activities of economic entities. The manifestation of the crisis was the decrease in the quantity and value of cross-border consolidation processes. These trends were especially visible in the developed countries. The main reasons for the reduction of...