Friday, January 23, 2015

MoneyScience News

MoneyScience News


Blog Post: TheFinancialServicesClub: Banks face more change in next 10 years than in the last 200

Posted: 22 Jan 2015 12:38 AM PST

Sticking with the future predictions, I usually quote the great American baseball player Yogi Berra: “it’s tough to make predictions, especially about the future”.  He had quite a few comments of that ilk: “the future isn’t what it used to be”, and it is certainly true.read more...

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Published / Preprint: Interactions between financial and environmental networks in OECD countries. (arXiv:1501.04992v1 [q-fin.GN])

Posted: 21 Jan 2015 05:47 PM PST

We analyse a multiplex of networks between OECD countries during the decade 2002-2010, which consists of five financial layers, given by foreign direct investment, equity securities, short-term, long-term and total debt securities, and five environmental layers, given by emissions of N O x, P M 10 SO 2, CO 2 equivalent and the water footprint associated with international trade. We present a new...

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Published / Preprint: On the Modular Dynamics of Financial Market Networks. (arXiv:1501.05040v1 [physics.soc-ph])

Posted: 21 Jan 2015 05:47 PM PST

The financial market is a complex dynamical system composed of a large variety of intricate relationships between several entities, such as banks, corporations and institutions. At the heart of the system lies the stock exchange mechanism, which establishes a time-evolving network of transactions among companies and individuals. Such network can be inferred through correlations between time...

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Published / Preprint: Bin Size Independence in Intra-day Seasonalities for Relative Prices. (arXiv:1501.05176v1 [q-fin.ST])

Posted: 21 Jan 2015 05:47 PM PST

In this paper we perform a statistical analysis over the returns and relative prices of the CAC $40$ and the S&P $500$ with the purpose of analysing the intra-day seasonalities of single and cross-sectional stock dynamics. In order to do that, we characterized the dynamics of a stock (or a set of stocks) by the evolution of the moments of its returns (and relative prices) during a typical...

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Blog Post: iMFdirect: (Yet) Another Year of Subpar Growth: Latin America and the Caribbean in 2015

Posted: 21 Jan 2015 09:26 AM PST

By Alejandro Wernerread more...

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