Friday, March 15, 2013

MoneyScience News

MoneyScience News

Blog Post: TheFinancialServicesClub: Meet Britain's Greatest Fraudster

Posted: 15 Mar 2013 04:00 AM PDT

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Blog Post: TheAlephBlog: On Insurance Investing, Part 5

Posted: 14 Mar 2013 10:00 PM PDT

The Squishy Stuffread more...

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Blog Post: Falkenblog: FX Carry Trade is Back

Posted: 14 Mar 2013 06:43 PM PDT

Uncovered interest rate parity suggests that currency returns should relate to interest rates in a pretty straightforward way. For example, the short-term interest rate in American dollars is about 0.25% and the comparable rate in Australia is 3.0%. According to the uncovered interest rate parity, the Australian dollar should depreciate against the American dollar by approximately 2.8%. Put...

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Published / Preprint: US Corporate Bond Yield Spread : A default risk debate. (arXiv:1303.3391v1 [q-fin.PR])

Posted: 14 Mar 2013 05:35 PM PDT

According to theoretical models of valuing risky corporate securities, risk of default is primary component in overall yield spread. However, sizable empirical literature considers it otherwise by giving more importance to non-default risk factors. Current study empirically attempts to provide relative solution to this conundrum by presuming that problem lies in the subjective empirical treatment...

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Vendor News: SS&C Announces Pricing of Public Secondary Offering by Selling Stockholders

Posted: 14 Mar 2013 06:05 AM PDT