MoneyScience News |
- Blog Post: PatrickBurns: US market portrait 2012 week 47
- Blog Post: TheAlephBlog: Sorted Weekly Tweets
- Published / Preprint: New: Stability Analysis of Financial Contagion Due to Overlapping Portfolios
- Published / Preprint: New: Getting at Systemic Risk Via an Agent-Based Model of the Housing Market
- Published / Preprint: New: Leverage Causes Fat Tails and Clustered Volatility
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- RT @QFINANCEnews: BP looks for a second bite at the Arctic cherry- Part Two http://t.co/hFCE77wQ
- RT @LME_News RT @Lord_Copper: As far as it goes the LME seem to have got this one right on warehouses. http://t.... http://t.co/Td2JToS9
| Blog Post: PatrickBurns: US market portrait 2012 week 47 Posted: 17 Nov 2012 02:18 AM PST US large cap market returns.read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: Sorted Weekly Tweets Posted: 16 Nov 2012 11:22 PM PST Cato Institute Monetary Policy Conferenceread more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: New: Stability Analysis of Financial Contagion Due to Overlapping Portfolios Posted: 16 Nov 2012 10:21 PM PST Common asset holdings are widely believed to have been the primary vector of contagion in the recent financial crisis. We develop a network approach to the amplification of financial contagion due to the combination of overlapping portfolios and leverage, and we show how it can be understood in terms of a generalized branching process. By studying a stylized model we estimate the circumstances... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: New: Getting at Systemic Risk Via an Agent-Based Model of the Housing Market Posted: 16 Nov 2012 10:21 PM PST Systemic risk must include the housing market, though economists have not generally focused on it. We begin construction of an agent-based model of the housing market with individual data from Washington, DC. Twenty years of success with agent-based models of mortgage prepayments give us hope that such a model could be useful. Preliminary analysis suggests that the housing boom and bust of... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: New: Leverage Causes Fat Tails and Clustered Volatility Posted: 16 Nov 2012 10:21 PM PST We build a simple model of leveraged asset purchases with margin calls. Investment funds use what is perhaps the most basic financial strategy, called "value investing," i.e., systematically attempting to buy underpriced assets. When funds do not borrow, the price fluctuations of the asset are approximately normally distributed and uncorrelated across time. This changes when the funds are allowed... Visit MoneyScience for the Complete Article.    |
| No such pipe, or this pipe has been deleted Posted: 16 Nov 2012 01:44 PM PST This data comes from pipes.yahoo.com but the Pipe does not exist or has been deleted. Visit MoneyScience for the Complete Article.    |
| RT @QFINANCEnews: BP looks for a second bite at the Arctic cherry- Part Two http://t.co/hFCE77wQ Posted: 16 Nov 2012 09:34 AM PST moneyscience: RT @QFINANCEnews: BP looks for a second bite at the Arctic cherry- Part Two http://t.co/hFCE77wQ Visit MoneyScience for the Complete Article.    |
| Posted: 16 Nov 2012 09:11 AM PST moneyscience: RT @LME_News RT @Lord_Copper: As far as it goes the LME seem to have got this one right on warehouses. http://t.... http://t.co/Td2JToS9 Visit MoneyScience for the Complete Article.    |
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