Narrow search
Showing 60,031 - 60,040 of 60,367
Cover Image
Economic Valuation of Liquidity Timing
Karstanje, Dennis; Sojli, Elvira; Tham, Wing Wah; Wel, … - Tinbergen Instituut - 2013
, pages 5073-5087.<P> This paper conducts a horse-race of different liquidity proxies using dynamic asset allocation … strategies to evaluate the short-horizon predictive ability of liquidity on monthly stock returns. We assess the economic value … of the out-of-sample power of empirical models based on different liquidity measures and find three key results …
Persistent link: https://www.econbiz.de/10011257598
Cover Image
The determinants of home bias puzzle in equity portfolio investment in Australia
Vo, Xuan Vinh - Volkswirtschaftliche Fakultät, … - 2008
Over the past decades, there is an increased trend in the international financial integration as countries are removing and relaxing controls on cross-border investment. Capital can flow easily to the destination that offers higher returns as the results of decreasing obstacles to international...
Persistent link: https://www.econbiz.de/10011257801
Cover Image
Central bank independence: monetary policies in selected jurisdictions (III)
Ojo, Marianne; Ayadi, Felix - Volkswirtschaftliche Fakultät, … - 2013
A sufficient and appropriate degree of central bank independence is widely acknowledged to be necessary for the goal of achieving price stability. However, despite the levels of independence claimed to be enjoyed by several central banks, recent events indicate shifts in focus of monetary policy...
Persistent link: https://www.econbiz.de/10011257824
Cover Image
Why Quantitative Marxism?
Freeman, Alan - Volkswirtschaftliche Fakultät, … - 1991
This paper was presented at a special conference of the Conference of Socialist Economists (CSE, publishers of Capital and Class) in 1987, on the topic of Quantitative Marxism. This eventually gave rise to an edited collection (Dunne 1992) in which this paper was developed (Freeman 1992) into a...
Persistent link: https://www.econbiz.de/10011257843
Cover Image
Opposite strategy and liquidity effect: an econometric analysis
Saturnino, Odilon; Saturnino, Valéria; Oliveira, Gois de; … - Volkswirtschaftliche Fakultät, … - 2012
this is explained by the low liquidity of the roles losers in your training period, which is explained by the liquidity …
Persistent link: https://www.econbiz.de/10011257881
Cover Image
The Optimal Order Execution Problem within the Framework of a High-Frequency Trading - Sample Model
Bławat, Bogusław - Volkswirtschaftliche Fakultät, … - 2012
Optimal execution of large orders is examined within the technical framework of High-Frequency Trading (HFT). A sample model is proposed, which extends an existing strategy through HFT means like time slicing with random splitting of the order volume and time shifting. As this strategy brings...
Persistent link: https://www.econbiz.de/10011258519
Cover Image
АНАЛИЗ ПОДХОДОВ К МЕЖДУНАРОДНОМУ БАНКОВСКОМУ РЕГУЛИРОВАНИЮ
ИГОРЕВИЧ, ТЮРИН ЕВГЕНИЙ - In: ИЗВЕСТИЯ … (2012) 3, pp. 121-124
В статье рассматривается эволюция международных решений в области банковского регулирования как одного из важнейших факторов обеспечения стабильности...
Persistent link: https://www.econbiz.de/10011221834
Cover Image
ОСОБЕННОСТИ ФИНАНСОВОГО ПРЕДПРИНИМАТЕЛЬСТВА
ХУСЕЙНОВА Д. К. - In: Бизнес в законе. … (2012) 3, pp. 232-234
статья посвящена некоторым особенностям финансового предпринимательства и его эффективного функционирования на рынке финансовых услуг
Persistent link: https://www.econbiz.de/10011223536
Cover Image
Shadow banking and the dynamics of aggregate leverage: An application of the Kalman filter to cyclical leverage measures
Calmès, Christian; Théoret, Raymond - Départment des sciences administratives, Université … - 2011
During the last decades, banks off-balance sheet (OBS) activities (e.g. securitization, trading and fee-based activities) have greatly contributed to the increase in bank risk. However, the standard financial indicators such as the Value-at-Risk and the accounting leverage, exclude these...
Persistent link: https://www.econbiz.de/10008860730
Cover Image
Banks, Liquidity Management, and Monetary Policy
Bianchi, Javier; Bigio, Saki - Federal Reserve Bank of Minneapolis - 2014
random and therefore create liquidity risk, which in turn determines the supply of credit and the money multiplier. We study … profiting from lending and incurring greater liquidity risk. We calibrate our model to study quantitatively why banks have …
Persistent link: https://www.econbiz.de/10010892298