06Mar/March 2016 BIS Quarterly Review: Uneasy calm gives way to turbulence
BIS Press Release - The March issue of the BIS Quarterly Review says markets have been roiled since the start of the year by concerns about growth in China and other emerging market economies, and...
View Article06Mar/BIS Quarterly Review, March 2016
xxxx The BIS Quarterly Review for March 2016: Uncertain global outlook feeds market volatility. Special features on "How have central banks implemented negative policy rates?", "Wealth, inequality and...
View ArticleEgyptian Exchange Chairman Omran Presides Over A Panel Discussion At An...
Dr.Mohammad Omran left today to Makkah Al Mokarama invited by Umm Al-Qura’ university to head a panel discussion at the first international conference for Islamic finance and banking,with high-level...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 03 March 2016 amounted to SAR 28.60 billion, decreasing by 1.37% over the previous week; while total stock market capitalization reached SAR...
View ArticleNZX Moves To T+2 Settlement Cycle
NZX is pleased to advise it has successfully transitioned to a shortened T+2 settlement cycle for all trades executed on its cash markets effective today, Monday 7 March 2016.read more...
View ArticleAverage cross-responses in correlated financial market. (arXiv:1603.01586v1...
There are non-vanishing price responses across different stocks in correlated financial markets. We further study this issue by performing different averages, which identify active and passive...
View ArticleCross-response in correlated financial markets: individual stocks....
Previous studies of the stock price response to trades focused on the dynamics of single stocks, i.e. they addressed the self-response. We empirically investigate the price response of one stock to the...
View ArticleBig is Fragile: An Attempt at Theorizing Scale. (arXiv:1603.01416v1 [q-fin.EC])
In this paper we characterise the propensity of big capital investments to systematically deliver poor outcomes as "fragility," a notion suggested by Nassim Taleb. A thing or system that is easily...
View ArticleLatent class analyisis for reliable measure of inflation expectation in the...
The main aim of this paper is to inspect the properties of survey based on households inflation expectations, conducted by Reserve Bank of India. It is theorized that the respondents answers are...
View ArticleHong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect (?), Scaling...
We utilize a fundamentally different model of trading costs to look at the effect of the opening of the Hong Kong Shanghai Connect that links the stock exchanges in the two cities, arguably the biggest...
View ArticleDynamic Adaptive Mixture Models. (arXiv:1603.01308v1 [stat.ME])
In this paper we propose a new class of Dynamic Mixture Models (DAMMs) being able to sequentially adapt the mixture components as well as the mixture composition using information coming from the data....
View ArticleOption spanning beyond $L_p$-models. (arXiv:1603.01288v1 [q-fin.MF])
\begin{abstract} The aim of this paper is to study the spanning power of options in a static financial market that allows non-integrable assets. Our findings extend and unify the results in [8,9,18]...
View ArticleWomen In ETFs Ring Bats Closing Bell To Kick Off International Womenâs...
Bats Global Markets (Bats) is pleased to announce that Women in ETFs (WE), along with representatives from the United Nations, International Finance Corporation, Sustainable Stock Exchanges Initiative,...
View ArticleBank Of England: Additional Indexed Long-Term Repo Operations - EU Referendum
The Bank of England is today announcing that it will offer three additional Indexed Long-Term Repo (ILTR) operations in the weeks around the EU Referendum.read more...
View ArticleNasdaq President Hans-Ole Jochumsen To Present At 2016 Raymond James...
Who: Nasdaq President Hans-Ole Jochumsen read more...
View ArticleUS Federal Reserve Vice Chairman Stanley Fischer, At The "Policy...
I am grateful to the National Association for Business Economics (NABE) for conferring the fourth annual NABE Paul A. Volcker Lifetime Achievement Award for Economic Policy on me, thereby allowing me...
View ArticleComptroller Of The Currency Thomas J. Curry Discusses Global Financial...
Comptroller of the Currency Thomas J. Curry today discussed global financial regulation during his remarks at the Institute of International Bankers’ Annual Conference. The Comptroller highlighted the...
View ArticleUS Federal Reserve Governor Lael Brainard, At The Institute Of International...
This is a fitting moment to take stock of economic and financial developments, following a volatile start to the year. I will begin by reviewing the outlook, then provide a brief recap of how financial...
View ArticleOntario Securities Commission Reports Growth In Enforcement Activity In 2015
The Ontario Securities Commission (OSC) reported today on its increased enforcement activity in 2015. Last year, the OSC commenced 31 cases (18 before the OSC Tribunal and 13 before the courts),...
View Article