搜索结果: 16-30 共查到“理论经济学 Stability”相关记录34条 . 查询时间(0.14 秒)
Thoughts on Financial Stability and Central Banking
a speech Roger W. Ferguson Vice Chairman the U.S. Federal Reserve Board Financial Markets
2011/10/4
The article presents a speech by Roger W. Ferguson, Jr., Vice Chairman of the U.S. Federal Reserve Board, delivered April 17, 2006 at the Conference on Modern Financial Institutions, Financial Markets...
Cross-Border Banking: Challenges for Deposit Insurance and Financial Stability in the European Union
bank regulatory structure banking subsidiaries branching cross-border banking financial crises
2011/9/27
This paper examines the implications that alternative regulatory structures may have for resolving failed banking institutions. We place our emphasis on the European Union (EU), which is both economic...
Improving Financial Stability
Improving Financial Stability Sound Policymaking President and Chief Executive Officer sound central banking
2011/9/24
The speech "Improving Financial Stability: We Must Rely on Sound Policymaking" was delivered by President and Chief Executive Officer (CEO) of the Federal Reserve Bank of Philadelphia Charles I. Ploss...
DEPOSIT INSURANCE AND BANKING STABILITY
bank runs deposit insurance policies the global financial crisis prudent approach
2011/9/24
The article discusses bank runs and deposit insurance policies, focusing on examples from the global financial crisis which began in 2008, and addressing issues such as financial stability and governm...
The stability and resilience of management agreements on climate-sensitive straddling
coastal state agreement cooperative management
2011/9/21
How would the formation, stability, and success of an agreement on cooperative management between neighbouring coastal states for a climate-sensitive fishery resource be affected by changes in the dis...
Impossible Trinity, Capital Flow Market and Financial Stability
Systemic problem financial market capital market
2011/9/11
As observed by Calvo (2002) , the world financial market is wrought with systemic hazards that are largely independent to the individual countries affected. Systemic problem requires systemic instrume...
Monitoring financial stability: A financial conditions index approach
financial stability financial conditions economic conditions financial markets
2011/8/21
The authors highlights the monitoring financial stability through financial conditions index approach in the U.S. The authors cite that monitoring financial stability requires understanding on how tra...
The Stability of the Constrained Utility Maximization Problem - A BSDE Approach
Model Formulation. Continuity of the Optimizers
2011/7/20
This article studies the sensitivity of the power utility maximization problem with respect to the investor’s relative risk aversion, the statistical probability measure, the investment constraints an...
Stability of exponential utility maximization with respect to market perturbations
Stability exponential utility market perturbations
2011/7/19
Abstract. We investigate the continuity of expected exponential utility maximization with respect to perturbation of the Sharpe ratio of markets. By focusing only on continuity, we impose weaker regul...
The social role of any company is to get the maximum profitability with the less risk. Due to Basel III, banks should now raise their minimum capital levels on an individual basis, with the aim of low...
A Note on the Stability of the Least Squares Monte Carlo
option pricing optimal stopping American option Least Squares Monte Carlo Monte Carlo methods Ill-Conditioning
2011/3/23
This paper analyzes Least Squares Monte Carlo (LSM) algorithm, which is proposed by Longstaff and Schwartz (2001) for pricing American style securities. This algorithm is based on the projection of th...
On information efficiency and financial stability
information efficiency financial stability
2010/10/20
We study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with diffe...
Electoral Systems and Government Stability: A Simulation of 2006 Italian Policy Space
Electoral systems spatial theory of voting simulation
2010/12/6
This paper tracks a path from electoral results to government formation, in order to assess whether the characteristics of the party system put forward by the spatial theory of voting may influence, a...
Eroding market stability by proliferation of financial instruments
market stability financial instruments
2010/11/2
We contrast Arbitrage Pricing Theory (APT), the theoretical basis for the development of nancial instruments, with a dynamical picture of an interacting market, in a simple setting. The proliferation...
Neokeynesian and Neoclassical Macroeconomic Models: Stability and Lyapunov Experiments
macroeconomic models Keynesian and Classical model non-linear differential equations
2009/7/17
The non-linear approach to economic dynamics enables us to study traditional economic models using modified formulations and different methods of solution. In this article we compare the dynamic prop...