Thursday, June 11, 2015

MoneyScience News

MoneyScience News


Vendor News: June 11, 2015 - SS&C GlobeOp Hedge Fund Performance Index: May performance 2.20%; Capital Movement Index: June net flows advance 0.31%

Posted: 11 Jun 2015 01:07 AM PDT

Published / Preprint: Business cycle synchronization of the Visegrad Four and the European Union. (arXiv:1506.03106v1 [q-fin.EC])

Posted: 10 Jun 2015 05:37 PM PDT

In this paper, we map the process of synchronization of the Visegrad Four within the framework of the European Union using the wavelet techniques. In addition, we show that the relationship of output and key macroeconomic indicators is dynamic and varies over time and across frequencies. We study the synchronization applying the wavelet cohesion measure with time-varying weights. This novel...

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Published / Preprint: Time-scale analysis of sovereign bonds market co-movement in the EU. (arXiv:1506.03347v1 [q-fin.EC])

Posted: 10 Jun 2015 05:37 PM PDT

We study co-movement of 10-year sovereign bond yields of 11 EU countries. Our analysis is focused mainly on changes of co-movement in the crisis pe- riod, especially near two significant dates - the fall of Lehman Brothers, September 15, 2008, and the announcement of increase of Greek's public deficit in October 20, 2009. We study co-movement dynamics using wavelet analysis, it allows us...

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Published / Preprint: The evolutionary advantage of cooperation. (arXiv:1506.03414v1 [nlin.AO])

Posted: 10 Jun 2015 05:37 PM PDT

The present study asks how cooperation and consequently structure can emerge in many different evolutionary contexts. Cooperation, here, is a persistent behavioural pattern of individual entities pooling and sharing resources. Examples are: individual cells forming multicellular systems whose various parts pool and share nutrients; pack animals pooling and sharing prey; families firms, or modern...

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Blog Post: iMFdirect: Cross-Country Analysis of Housing Finance and Real Estate Booms

Posted: 10 Jun 2015 09:17 AM PDT

By Eugenio Cerutti, Jihad Dagher, and Giovanni Dell’Aricciaread more...

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Corporate Resiliency: Managing the Growing Risk of Fraud and Corruption - MoneyScience

Posted: 10 Jun 2015 04:37 AM PDT

New book! Corporate Resiliency: Managing the Growing Risk of Fraud and Corruption http://t.co/3fwVM5X5Ve via @wiley_finance — moneyscience (@moneyscience) June…

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