搜索结果: 1-13 共查到“货币银行学 structure”相关记录13条 . 查询时间(0.339 秒)
The criterion of economic performance used in this study is magnitude
of fluctuations in inflation and output around longer term secular trends.
The secular trends themselves are not the immediate f...
武汉理工大学货币银行学英文课件Chapter8 Financial Industry Structure
武汉理工大学 货币银行学 英文 课件 Chapter8 Financial Industry Structure
2015/6/4
武汉理工大学货币银行学英文课件Chapter8 Financial Industry Structure。
THE ROLE OF RETAIL BANKING IN THE U.S. BANKING INDUSTRY: RISK, RETURN, AND INDUSTRY STRUCTURE
the return in the U.S banking industry retail banking of the industry
2011/10/3
The article discusses the return in retail in the U.S. banking industry and offers some insight into why this strategic shift has occurred. It relates that the renewed interests in retail banking of t...
Monetary Policy and the Term Structure of Interest Rates in Japan
monetary policy term structure of interest rates VAR with sign restrictions identifi cation.
2011/8/21
This paper uses Japanese data to investigate the relationship between monetary policy and the yield curve. We find that the response of the yield curve depends in an important way on the maintained hy...
The fine structure of spectral properties for random correlation matrices: an application to financial markets
financial correlation matrices eigenvalue factor models
2011/3/23
We study some properties of eigenvalue spectra of financial correlation matrices. In particular, we investigate the nature of the large eigenvalue bulks which are observed empirically, and which have ...
CDO term structure modelling with Levy processes and the relation to market models
collateralized debt obligations loss process single tranche
2010/10/21
This paper considers the modelling of collateralized debt obligations (CDOs). We propose a top-down model via forward rates generalizing Filipovi\'c, Overbeck and Schmidt (2009) to the case where the ...
Continuous time Ehrenfest process in term structure modelling
ehrenfest model interest rate derivatives shortrate
2010/10/19
In this paper, a finite-state mean-reverting model for the short-rate, based on the continuous time Ehrenfest process, will be examined. Two explicit pricing formulae for zero-coupon bonds will be de...
Management structure and the risk of mutual fund managers
mutual fund management structure risk exposure shareholder
2010/10/18
This paper provides a detailed discussion of the relationship between mutual fund
management structure, fund risk and performance. We utilize the unique management
structures of mutual fund investme...
The Structure and Growth of Weighted Networks
weighted networks analysis proportionate growth preferential attachment international trade
2010/11/1
We develop a simple theoretical framework for the evolution of weighted networks that is consistent with a number of stylized features of real-world data. In our framework, the Barab´asi-Albert ...
Temporal structure and gain/loss asymmetry for real and artificial stock indices
Temporal structure gain/loss asymmetry mutual information
2010/11/1
We demonstrate that the gain/loss asymmetry observed for stock indices vanishes if the temporal dependence structure is destroyed by scrambling the time series. We also show that an artificial index c...
Hidden Noise Structure and Random Matrix Models of Stock Correlations
Hidden Noise Structure Random Matrix Models Stock Correlations
2010/11/2
We find a novel correlation structure in the residual noise of stock market returns that is remarkably linked to the composition and stability of the top few significant factors driving the returns, a...
Fractional term structure models: No-arbitrage and consistency
Fractional term structure models No-arbitrage consistency
2010/12/13
In this work we introduce Heath-Jarrow-Morton (HJM) interest rate models driven by fractional Brownian motions. By using support arguments we prove that the resulting model is arbitrage free under pro...
The Institutional Structure and the Cost of Bank Loans: An International Comparison
The Institutional Structure the Cost of Bank Loans International Comparison
2014/6/24
Inrecent years international comparisons emphasizedthe importance of institutional and legal factors in capital market development and the performance of private firms. Here that approach is applie...