MoneyScience News |
- Blog Post: TheFinancialServicesClub: Why you really need a bank branch
- Miriam Marra
- Blog Post: Falkenblog: Ego and the Low Vol Premium
- Published / Preprint: A Semi-Markov Modulated Interest Rate Model. (arXiv:1210.3164v1 [q-fin.PR])
- Published / Preprint: The role of distances in the World Trade Web. (arXiv:1210.3269v1 [physics.soc-ph])
- Published / Preprint: Strong random correlations in networks of heterogeneous agents. (arXiv:1210.3324v1 [cond-mat.dis-nn])
- Research suggests Quantitative Easing only benefits the financial sector
- Published / Preprint: 11Oct/Dealing with domestic systemically important banks: framework issued by the Basel Committee
- Research Library: Banking and Trading - IMF Working Paper
- Blog Post: iMFdirect: Sendai: A Tale of Natural Disaster, Resilience, and Recovery
- Published / Preprint: Characterization of Differentiable Copulas. (arXiv:1210.2953v1 [stat.ME])
- Blog Post: WealthandCapitalMarketsBlog: Innovations in OTC block equities: A new venue called Squawker
- MoneyScience Daily is out! http://t.co/yz3uYqFU : Top stories today via @mjpanzner @ThemisSal
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @nanexllc @moneyscience @hftreview
| Blog Post: TheFinancialServicesClub: Why you really need a bank branch Posted: 12 Oct 2012 04:30 AM PDT I found this on a market stall the other day. It's from Punch Magazine, 1921.read more... Visit MoneyScience for the Complete Article.      |
| Posted: 12 Oct 2012 03:04 AM PDT Prior joining the ICMA Centre, Miriam was a Teaching Fellow at Warwick Business School where she gained a large teaching experience as a Leader for a Module of Corporate Finance and as a Tutor for other several financial courses. She holds a BSc in Economics and an MA in International Economics from the University of Tor Vergata (Rome), and anContinue reading Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Ego and the Low Vol Premium Posted: 11 Oct 2012 06:10 PM PDT In my book The Missing Risk Premium, I have a chapter on why if anything there appears a negative risk premium: more risk, higher return. It's obvious in lotteries and gambling, where the most improbable events have the lowest expected returns, but true in less trivial areas such as options and stocks. One of the causes is signaling, that investors tend to want to show others how awesome they... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: A Semi-Markov Modulated Interest Rate Model. (arXiv:1210.3164v1 [q-fin.PR]) Posted: 11 Oct 2012 05:30 PM PDT In this paper we propose a semi-Markov modulated model of interest rates. We assume that the switching process is a semi-Markov process with finite state space E and the modulated process is a diffusive process. We derive recursive equations for the higher order moments of the discount factor and we describe a Monte Carlo al- gorithm to execute simulations. The results are specialized... Visit MoneyScience for the Complete Article.    |
| Posted: 11 Oct 2012 05:30 PM PDT In the economic literature, geographic distances are considered fundamental factors to be included in any theoretical model whose aim is the quantification of the trade between countries. Quantitatively, distances enter into the so-called gravity models that successfully predict the weight of non-zero trade flows. However, it has been recently shown that gravity models fail to reproduce the... Visit MoneyScience for the Complete Article.    |
| Posted: 11 Oct 2012 05:30 PM PDT Correlations and other collective phenomena in a schematic model of heterogeneous binary agents (individual spin-glass samples) are considered on the complete graph and also on 2d and 3d regular lattices. The system's stochastic dynamics is studied by numerical simulations. The dynamics is so slow that one can meaningfully speak of quasi-equilibrium states. Performing measurements of correlations... Visit MoneyScience for the Complete Article.    |
| Research suggests Quantitative Easing only benefits the financial sector Posted: 11 Oct 2012 05:16 AM PDT A review of evidence into Quantitative Easing (QE) has shown that the Government’s hope that it will pull the UK out of recession may be unfounded.Professor Chris Martin, from the University of Bath’s Department of Economics, has looked at the impact of QE not just on financial markets but also the ‘real’ economy of jobs, inflation and output and concluded that there is no... Visit MoneyScience for the Complete Article.    |
| Posted: 11 Oct 2012 05:08 AM PDT Press release about the Basel Committee issuing a framework for dealing with somestic systemically important banks (11 October 2012) Visit MoneyScience for the Complete Article.    |
| Research Library: Banking and Trading - IMF Working Paper Posted: 11 Oct 2012 03:16 AM PDT IMF Working Paper - Research Department Prepared by Arnoud W.A. Boot and Lev Ratnovski Authorized for distribution by Stijn Claessens October 2012 Abstract We study the effects of a bank's engagement in trading. Traditional banking is relationship-based: not scalable, long-term oriented, with high implicit capital, and low risk (thanks to the law of large numbers). Trading is... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Sendai: A Tale of Natural Disaster, Resilience, and Recovery Posted: 10 Oct 2012 06:48 PM PDT By Christine Lagarderead more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Characterization of Differentiable Copulas. (arXiv:1210.2953v1 [stat.ME]) Posted: 10 Oct 2012 05:31 PM PDT This paper proposes a new class of copulas which characterize the set of all twice continuously differentiable copulas. We show that our proposed new class of copulas is a new generalized copula family that include not only asymmetric copulas but also all smooth copula families available in the current literature. Spearman's rho and Kendall's tau for our new Fourier copulas which are asymmetric... Visit MoneyScience for the Complete Article.    |
| Posted: 10 Oct 2012 04:10 PM PDT Squawker is a new venue based out of London for trading of OTC stocks (among other listed products like ETFs and warrants) focusing on the approximately 10-15% of equities that trade OTC in Europe according to AFME. Squawker (the title is based on the old squawk box) is not yet launched but what is most interesting is that it is focusing on an area that tends to be overlooked amidst all the... Visit MoneyScience for the Complete Article.    |
| MoneyScience Daily is out! http://t.co/yz3uYqFU : Top stories today via @mjpanzner @ThemisSal Posted: 10 Oct 2012 07:49 AM PDT moneyscience: MoneyScience Daily is out! http://t.co/yz3uYqFU â–¸ Top stories today via @mjpanzner @ThemisSal Visit MoneyScience for the Complete Article.    |
| Posted: 10 Oct 2012 05:53 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @nanexllc @moneyscience @hftreview Visit MoneyScience for the Complete Article.    |
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