MoneyScience News |
- Blog Post: TheAlephBlog: On Risk-Based Liquidity and Systemic Risk
- Published / Preprint: Dynamic Multi-Factor Clustering of Financial Networks. (arXiv:1505.01550v1 [q-fin.ST])
- Blog Post: iMFdirect: Securitization: Restore Credit Flow to Revive Europe's Small Businesses
- Blog Post: WealthandCapitalMarketsBlog: Lack of Liquidity in Corporate Bonds-(Un)Intended Consequence of Low Rate Policy
| Blog Post: TheAlephBlog: On Risk-Based Liquidity and Systemic Risk Posted: 08 May 2015 03:07 AM PDT image credit: trialsanderrorsread more... Visit MoneyScience for the Complete Article.      |
| Posted: 07 May 2015 05:37 PM PDT We investigate the tendency for financial instruments to form clusters when there are multiple factors influencing the correlation structure. Specifically, we consider a stock portfolio which contains companies from different industrial sectors, located in several different countries. Both sector membership and geography combine to create a complex clustering structure where companies seem to... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Securitization: Restore Credit Flow to Revive Europe's Small Businesses Posted: 07 May 2015 07:07 AM PDT By Shekhar Aiyar, Bergljot Barkbu, and Andreas (Andy) Jobstread more... Visit MoneyScience for the Complete Article.    |
| Posted: 07 May 2015 06:27 AM PDT I was at the Fixed Income Trading & Investing Summit conference earlier this week listening to many perspectives on the fixed income market, particularly corporates. The themes of market structure, liquidity (or lack thereof), regulation, electronification, and new entrants in the space pervaded all conversations, formal and informal.read more... Visit MoneyScience for the Complete Article.    |
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