HKEX Rolls Out Risk Management System For Its Derivatives Market
Hong Kong Exchanges and Clearing Limited (HKEX) today (Monday) announced the successful launch of its Pre-Trade Risk Management (PTRM) system, a system that offers tools to help Participants in its...
View ArticleTaiwan Stock Exchange & Cathay Securities Corp. Promotes Growing Electric...
The Taiwan Stock Exchange (TWSE) and Cathay Securities Corporation today jointly held the ‘Electric Vehicle Forum’ in Taiwan. The forum bought together TWSE-listed electric vehicle suppliers with...
View ArticleEuropean Commission: Keynote Speech By Commissioner Jonathan Hill At The...
Ladies and gentlemen,read more...
View ArticleCES Shanghai-Hong Kong Stock Connect 300 Index To Be Revamped And Renamed
Responding to the market’s strong demand for a comprehensive cross-border index related to the Stock Connect programme, China Exchanges Services Company Limited (CESC) today (Monday) announced a revamp...
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Gonzalo Cuadra to chair LME User Committee
The London Metal Exchange is pleased to announce the appointment of Gonzalo Cuadra as chairman of the LME User Committee.
View ArticleGonzalo Cuadra To Chair LME User Committee
The London Metal Exchange (LME) is pleased to announce the appointment of Gonzalo Cuadra as chairman of the LME User Committee. Mr Cuadra is CEO of Chile Copper Limited and Managing Director of Codelco...
View ArticleWhat Explains the Flow of Foreign Fighters to ISIS? -- by Efraim Benmelech,...
This paper provides the first systematic analysis of the link between economic, political, and social conditions and the global phenomenon of ISIS foreign fighters. We find that poor economic...
View ArticleMotivating Effort In Contributing to Public Goods Inside Organizations: Field...
We investigate the factors driving workers' decisions to generate public goods inside an organization through a randomized solicitation of workplace improvement proposals in a medical center with 1200...
View ArticleDecomposing Duration Dependence in a Stopping Time Model -- by Fernando E....
We develop a dynamic model of transitions in and out of employment. A worker finds a job at an optimal stopping time, when a Brownian motion with drift hits a barrier. This implies that the duration of...
View ArticleAge and Gender Profiling in the Chinese and Mexican Labor Markets: Evidence...
When permitted by law, employers sometimes state the preferred age and sex of their employees in job ads. We study this practice using data from one Mexican and three Chinese job boards, showing that...
View ArticleHomophily and Transitivity in Dynamic Network Formation -- by Bryan S. Graham
In social and economic networks linked agents often share additional links in common. There are two competing explanations for this phenomenon. First, agents may have a structural taste for transitive...
View ArticleEconomic Analysis of Property Rights: First Possession of Water in the...
We analyze the economic determinants and effects of prior appropriation water rights that were voluntarily implemented across a vast area of the US West, replacing common-law riparian water rights. We...
View ArticleThe Impact of the Civil War on Southern Wealth Holders -- by Brandon Dupont,...
The U.S. Civil War and emancipation wiped out a substantial fraction of southern wealth. The prevailing view of most economic historians, however, is that the southern planter elite was able to retain...
View ArticleBond Risk Premia in Consumption-based Models -- by Drew D. Creal, Jing...
Workhorse Gaussian affine term structure models (ATSMs) attribute time-varying bond risk premia entirely to changing prices of risk, while structural models with recursive preferences credit it...
View ArticleImpacts of the Affordable Care Act on Health Insurance Coverage in Medicaid...
The Affordable Care Act (ACA) aimed to achieve nearly universal health insurance coverage in the United States through a combination of insurance market reforms, mandates, subsidies, health insurance...
View ArticleOn the Optimal Dividend Problem for Insurance Risk Models with...
This paper concerns an optimal dividend distribution problem for an insurance company with surplus-dependent premium. In the absence of dividend payments, such a risk process is a particular case of...
View ArticleISE ETF Ventures Recognized As âMost Proactive Exchange For ETF...
ISE ETF Ventures has received the award for “Most Proactive Exchange for ETF Options/Derivatives” at the 12th annual Global ETF Awards, marking the sixth consecutive year ISE ETF Ventures has earned...
View ArticleSGX Welcomes Zhongrong International As Derivatives Trading Member
Singapore Exchange (SGX) is pleased to welcome Hong Kong-based Zhongrong International Futures Company Limited as the newest trading member in its derivatives market.read more...
View ArticleRARE Infrastructure Joins mFund Service
RARE Infrastructure, an affiliate of Legg Mason (the responsible entity for RARE’s funds), has today admitted two new infrastructure funds to ASX’s mFund Settlement Service. This brings the total...
View ArticleREVISION: Optimal Execution with Nonlinear Transient Market Impact
We study the problem of the optimal execution of a large trade in the propagator model with nonlinear transient impact. From brute force numerical optimization of the cost functional, we find that the...
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