搜索结果: 1-15 共查到“国际金融学 markets”相关记录15条 . 查询时间(0.078 秒)
2017新兴市场与金融国际会议（2017 International Conference on Emerging Markets and Finance）
2017 新兴市场 金融 国际会议
2017/4/5
Southwestern Jiaotong University, Chengdu, China, and the Society for the Study of Emerging Markets (SSEM) invite submission of papers for, and participation in, a major international conference on do...
Institutional Arrangement of Financial Markets Supervision: The Case of the Czech Republic
Financial conglomerates Financial markets Financial supervision Integration of supervision
2016/1/26
The paper deals with institutional arrangement of financial supervision in the Czech Republic. Financial markets are composed of partial financial segments specialized in individual types of financial...
Comments on ‘Multi-country Modeling of Financial Markets’ by J. Helliwell, J. Cockerline, and Robert Lafrance
Multi-country Modeling Financial Markets
2015/8/4
Comments on ‘Multi-country Modeling of Financial Markets’ by J. Helliwell, J. Cockerline, and Robert Lafrance.
Implications of the Globalization of World Financial Markets: An Overview
Implications World Financial Markets
2015/8/4
Implications of the Globalization of World Financial Markets: An Overview.
Prices or Knowledge?What Drives Demand for Financial Services in Emerging Markets?
Banks and Banking Saving Knowledge Acquisition Emerging Markets
2015/4/23
Financial development is critical for growth, but its micro-determinants are not well understood. We test leading theories of low demand for financial services in emerging markets, combining novel sur...
The observation of power laws in the time to extrema of volatility, volume and intertrade times, from milliseconds to years, are shown to result straight-
forwardly from the selection of biased stati...
Modeling wealth distribution in growing markets
Modeling wealth distribution growing markets
2010/12/17
We introduce an auto-regressive model which captures the growing nature of realistic markets. In our model agents do not trade with other agents, they interact indirectly only through a market. Chang...
In this paper we analyzed dependencies in commodity markets investigating correlations of future contracts for commodities over the period 1998.09.01 - 2007.12.14. We constructed a minimal spanning t...
Comment on ``Tests of scaling and universality of the distributions of trade size and share volume: Evidence from three distinct markets by Plerou and Stanley, Phys. Rev. E 76, 046109 (2007)。
Tests scaling universality distributions trade size share volume Evidence
2010/12/17
Comment on ``Tests of scaling and universality of the distributions of trade size and share volume: Evidence from three distinct markets" by Plerou and Stanley, Phys. Rev. E 76, 046109 (2007)。
We study the point of transition between complete and incomplete financial models thanks to Dirichlet Forms methods. We apply recent techniques, developped by Bouleau, to hedging procedures in order ...
Diversity and relative arbitrage in equity markets
Diversity relative arbitrage equity markets
2010/12/17
A financial market is called "diverse" if no single stock is ever allowed to dominate the entire market in terms of relative capitalization. In the context of the standard Ito-process model initiated...
On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets
Agents' Agreement Partial-Equilibrium Pricing Incomplete Markets
2010/12/17
We consider two risk-averse financial agents who negotiate the price of an illiquid indivisible contingent claim in an incomplete semimartingale market environment. Under the assumption that the agent...
Balance, growth and diversity of financial markets
Balance growth diversity financial markets
2010/12/17
A financial market comprising of a certain number of distinct companies is considered, and the following statement is proved: either a specific agent will surely beat the whole market unconditionally ...
Double Power Law Decay of the Persistence in Financial Markets
Statistical Finance Data Analysis Statistics Probability Physics Society
2010/12/16
The persistence phenomenon is studied in the Japanese financial market by using a novel mapping of the time evolution of the values of shares quoted on the Nikkei Index onto Ising spins. The method is...
Dynamic Equilibrium and Volatility in Financial Asset Markets
Dynamic Equilibrium Volatility Financial Asset Markets
2014/3/13
Dynamic Equilibrium and Volatility in Financial Asset Markets.