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- Published / Preprint: 23Jul/Final criteria for identifying "simple, transparent and comparable" securitisations issued by the Basel Committee and IOSCO
- Yours for $725m: Texas ranch for sale bigger than New York and LA combined
- Published / Preprint: Multi-scaling of wholesale electricity prices. (arXiv:1507.06219v1 [q-fin.ST])
- Published / Preprint: Network approach to return spillovers around the world: Preliminary results. (arXiv:1507.06242v1 [q-fin.EC])
- Blog Post: iMFdirect: From Windfall to Windmill: Harnessing Asia's Dynamism for Latin America
| Posted: 23 Jul 2015 02:06 AM PDT Press release about the Basel Committee on Banking Supervision and the International Organization of Securities Commissions (IOSCO) issuing final criteria for identifying "simple, transparent and comparable" securitisations Visit MoneyScience for the Complete Article.      |
| Yours for $725m: Texas ranch for sale bigger than New York and LA combined Posted: 23 Jul 2015 12:08 AM PDT Yours for $725m: Texas ranch for sale bigger than New York and LA combined Yours for $725m: http://t.co/c6KCaXC9Hy — moneyscience (@moneyscience) July 23,… Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Multi-scaling of wholesale electricity prices. (arXiv:1507.06219v1 [q-fin.ST]) Posted: 22 Jul 2015 05:37 PM PDT We empirically analyze the most volatile component of the electricity price time series from two North-American wholesale electricity markets. We show that these time series exhibit fluctuations which are not described by a Brownian Motion, as they show multi-scaling, high Hurst exponents and sharp price movements. We use the generalized Hurst exponent (GHE, $H(q)$) to show that although these... Visit MoneyScience for the Complete Article.    |
| Posted: 22 Jul 2015 05:37 PM PDT The structure of return spillovers is examined by constructing Granger causality networks using daily closing prices of 40 stock markets from 2nd January 2006 to 31st December 2013. The data is properly aligned to take into account non-synchronous trading effects. By conducting a rolling window spatial probit analysis on the set of edges of Granger causality networks, we confirm the significance... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: From Windfall to Windmill: Harnessing Asia's Dynamism for Latin America Posted: 22 Jul 2015 07:16 AM PDT By Andre Meier and Fabiano Rodrigues Bastosread more... Visit MoneyScience for the Complete Article.    |
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