Jennifer Marietta-Westberg, Deputy Director And Deputy Chief Economist Of The...
The Securities and Exchange Commission announced today that Jennifer Marietta-Westberg, Deputy Chief Economist and Deputy Director of the SEC’s Division of Economic and Risk Analysis, is planning to...
View ArticleHow to Network Effectively
We all know that having tons of LinkedIn connections does not make you an effective networker. The quantity of connections does not serve as the primary driver of networking efficacy. The nature of...
View ArticleIMF Managing Director Christine Lagarde Appoints Abebe Aemro Selassie As...
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View ArticleMoscow Exchange: Final Settlement Prices Determined For FX Futures Contracts
On 15 September 2016, the final settlement prices were determined for the following FX futures contracts:read more...
View ArticleSpiritual Selling: How to Use the Attractor Sales System to Create Abundance...
Praise for spiritual selling"This is the only book I have ever read that seamlessly combines spiritual laws and sales. It shows you how to make internal changes that will impact your outside world....
View ArticleThe Term Of The Current ACER Board Of Appeal Ends On 22 September
The mandate of the current ACER Board of Appeal (BoA) comes to an end next week after five years in operation. A new BoA will take over immediately after.read more...
View ArticleCBOE To Launch Options On FTSE Emerging Index - Market-Cap-Weighted Index...
Chicago Board Options Exchange® (CBOE®) today announced that it plans to launch options on the FTSE Emerging Index on September 26, 2016. The FTSE Emerging Index is a market-capitalization weighted...
View ArticleAxiomSL Hosts London Workshop On Preparing For The FRTB
AxiomSL hosted a workshop in London today to discuss questions arising out of the substantial changes required to banking risk models, data, technology and processes in preparation for the...
View ArticleThomson Reuters Wealth Management Offers Investment Research Solutions...
Thomson Reuters has signed an agreement with independent research firm New Constructs to offer innovative investment research to Thomson ONE North American Wealth Management clients. read more...
View ArticleReuters Video Archive, Spanning Three Centuries, To Be Made Available Through...
Today Reuters, the world’s largest international multimedia news provider, announced that Reuters Video Archive is now available direct from Reuters through Reuters Media Express, the premier platform...
View ArticleThe microstructural foundations of leverage effect and rough volatility....
We show that typical behaviors of market participants at the high frequency scale generate leverage effect and rough volatility. To do so, we build a simple microscopic model for the price of an asset...
View ArticleCopula-Based Univariate Time Series Structural Shift Identification Test....
An approach is proposed to determine structural shift in time-series assuming non-linear dependence of lagged values of dependent variable. Copulas are used to model non-linear dependence of time...
View ArticleA Simple Model of Credit Expansion. (arXiv:1609.05055v1 [q-fin.GN])
The proposed model is aimed to reveal important patterns in the behavior of a simplified financial system. The patterns could be detected as regular cycles consisting of debt bubbles and crises....
View ArticleExport dynamics as an optimal growth problem in the network of global...
We analyze export data aggregated at world global level of 219 classes of products over a period of 39 years. Our main goal is to set up a dynamical model to identify and quantify plausible mechanisms...
View ArticleSpatial firm competition in two dimensions with linear transportation costs:...
Models of spatial firm competition assume that customers are distributed in space and transportation costs are associated with their purchases of products from a small number of firms that are also...
View ArticleAsset Pricing in a Semi-Markov Modulated Market with Time-dependent...
This project attempts to address the problem of asset pricing in a financial market, where the interest rates and volatilities exhibit regime switching. This is an extension of the Black-Scholes model....
View ArticleMicroscopic Understanding of Cross-Responses between Stocks: a Two-Component...
We construct a price impact model between stocks in a correlated market. For the price change of a given stock induced by the short-run liquidity of this stock itself and of the information about other...
View ArticleShenzhen Stock Exchange Signed A Strategic Cooperation Agreement With Inner...
On September 12, 2016, Shenzhen Stock Exchange (‘SZSE’) signed a strategic cooperation agreement with Inner Mongolia Autonomous Region in Hohhot, both parties reported their own recent development...
View ArticleTokyo Commodity Exchange: Go-Live Date Of Next Generation Derivatives Trading...
TOCOM has been preparing for the go-live of new trading system, which is developed to expand market liquidity and further improve reliability and convenience for investors, trading participants, and...
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