MoneyScience News |
- The Europlace Institute of Finance - Call for research projects, Deadline: July 31, 2013
- Blog Post: TheFinancialServicesClub: Facebook banking is common in Turkey
- Blog Post: TheAlephBlog: Another Lousy Promoted Stock
- Published / Preprint: Co-Evolution of Cross-border Portfolio Investment Networks and Indicators for Financial Crises. (arXiv:1306.0215v1 [q-fin.GN])
- Published / Preprint: American option of stochastic volatility model with negative Fichera function on degenerate boundary. (arXiv:1306.0345v1 [q-fin.PR])
- Published / Preprint: Reserve Requirement Analysis using a Dynamical System of a Bank based on Monti-Klein model of Bank's Profit Function. (arXiv:1306.0468v1 [q-fin.GN])
- Published / Preprint: Multifractality and long memory of a financial index. (arXiv:1306.0490v1 [q-fin.ST])
| The Europlace Institute of Finance - Call for research projects, Deadline: July 31, 2013 Posted: 04 Jun 2013 02:50 AM PDT read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheFinancialServicesClub: Facebook banking is common in Turkey Posted: 04 Jun 2013 01:30 AM PDT Before moving off Facebook banking, there were many other mentions of Facebook Banking during the conference.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Another Lousy Promoted Stock Posted: 03 Jun 2013 10:37 PM PDT Time for the promoted penny stock scoreboard:read more... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2013 05:38 PM PDT Two financial networks, namely, cross-border long-term debt and equity securities portfolio investment networks are analysed. They serve as proxies for measuring the interdependence of financial markets and the robustness of the global financial system from 2002 to 2012, covering the 2008 global financial crisis. Focusing on the largest strongly-connected core component of the threshold network,... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2013 05:38 PM PDT In this paper we study a general framework of American put option with stochastic volatility whose value function is associated with a 2-dimensional parabolic variational inequality with degenerate boundaries. We apply PDE methods to analyze the existences of the strong solution and the properties of the 2-dimensional manifold for the free boundary. Thanks to the regularity result on the solution... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2013 05:38 PM PDT Commercial banks and other depository institutions in some countries are required to hold in reserve against deposits made by their customers at their Central Bank or Federal Reserve. Although some countries have been eliminated it, this requirement is useful as one of many Central Bank's regulation made to control rate of inflation and conditions of excess liquidity in banks which could affect... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2013 05:38 PM PDT In this paper we will try to assess the multifractality displayed by the high-frequency returns of Madrid's Stock Exchange IBEX35 index. A Multifractal Detrended Fluctuation Analysis shows that this index has a wide singularity spectrum which is most likely caused by its long memory. Our findings also show that this long-memory can be considered as the superposition of a high-frequency component... Visit MoneyScience for the Complete Article.    |
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