Thursday, January 30, 2014

MoneyScience News

MoneyScience News


Blog Post: TheFinancialServicesClub: Things worth reading: 30th January 2014

Posted: 29 Jan 2014 09:58 PM PST

Things we're reading today include ..,read more...

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Published / Preprint: Release of the Kraken: A Novel Money Multiplier Equation's Debut in 21st Century Banking. (arXiv:1401.7344v1 [q-fin.GN])

Posted: 29 Jan 2014 05:38 PM PST

Historically, the banking multiplier has been in a range of 4 to 100, with 25% to 1% reserve ratios at most layers of the banking system encompassing the majority of its range in recent centuries. Here it is shown that multipliers over 1 000 can occur from a new mechanism in banking. This new multiplier uses a default insurance note to insure an outstanding loan in order to return the value of...

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Published / Preprint: Network Risk and Forecasting Power in Phase-Flipping Dynamical Networks. (arXiv:1401.7450v1 [physics.soc-ph])

Posted: 29 Jan 2014 05:38 PM PST

In order to model volatile real-world network behavior, we analyze phase-flipping dynamical scale-free network in which nodes and links fail and recover. We investigate how stochasticity in a parameter governing the recovery process affects phase-flipping dynamics, and find the probability that no more than q% of nodes and links fail. We derive higher moments of the fractions of active nodes and...

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Published / Preprint: Testing for rational speculative bubbles in the Brazilian residential real-estate market. (arXiv:1401.7615v1 [q-fin.GN])

Posted: 29 Jan 2014 05:38 PM PST

Speculative bubbles have been occurring periodically in local or global real estate markets and are considered a potential cause of economic crises. In this context, the detection of explosive behaviors in the financial market and the implementation of early warning diagnosis tests are of critical importance. The recent increase in Brazilian housing prices has risen concerns that the Brazilian...

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Blog Post: TheAlephBlog: Redacted Version of the January 2014 FOMC Statement

Posted: 29 Jan 2014 12:08 PM PST

December 2013January 2014CommentsInformation received since the Federal Open Market Committee met in October indicates that economic activity is expanding at a moderate pace.Information received since the Federal Open Market Committee met in December indicates that growth in economic activity picked up in recent quarters.Shades their view up, but I don’t see much to support it.  Most of the...

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Blog Post: WealthandCapitalMarketsBlog: Fixed Income vendors: Ready, Steady, Go!

Posted: 29 Jan 2014 06:16 AM PST

Celent has been following Fintech innovation in the Fixed Income trading space for a few years now. If you didn’t know (sic!) please check out the following reports: http://celent.com/reports/innovation-focus-analytics-powering-fixed-income-matching or http://celent.com/reports/technology-european-fixed-income-time-open-pandoras-box and listen to our Webinars, come to our Innovation...

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Alain Ruttiens on his book Mathematics of the Financial Markets: Financial Instruments and Derivatives Modelling, Valuation and Risk Issues

Posted: 10 Jan 2014 06:21 AM PST

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