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Does Foreign Direct Investment Promote Growth? Exploring the Role of Financial Markets on Linkages
FDI spillovers backward linkages ˉnancial development economic growth
2015/9/21
Do multinational companies generate positive externalities for the host country? The evidence so far
is mixed varying from beneˉcial to detrimental e®ects of FDI on growth, with many studies tha...
FDI and Economic Growth: The Role of Local Financial Markets
Foreign direct investment capital markets credit markets
2015/9/21
In this paper, we examine the various links among foreign direct investment (FDI), financial
markets, and economic growth. We explore whether countries with better financial systems can
exploit FD...
Optimal Asset Taxes in Financial Markets with Aggregate Uncertainty
Insurance Aggregate Uncertainty Financial Markets Optimal Taxation
2015/7/31
his paper studies Pareto-optimal risk-sharing arrangements in a private information economy with aggregate uncertainty and ex ante heterogeneous agents. I show how to implement Pareto-optima as equili...
LDC Participation in International Financial Markets: Debt and Reserves
Debt and Reserves International Financial Markets
2014/3/24
LDC Participation in International Financial Markets: Debt and Reserves。
A No-Arbitrage Model of Liquidity in Financial Markets involving Brownian Sheets
No-Arbitrage Model Financial Markets Brownian Sheets
2012/9/14
We consider a dynamic market model where buyers and sellers submit limit orders. If at a given moment in time, the buyer is unable to complete his entire order due to the shortage of sell orders at th...
The Rise of the SuperRich: Power Resources, Taxes, Financial Markets, and the Dynamics of the Top 1 Percent, 1949 to 2008
economy inequalities neo-liberalism social class
2013/12/9
The income share of the super-rich in the United States has grown rapidly since the early 1980s after a period of postwar stability. What factors drove this change? In this study, we investigate the i...
Hierarchical structure and time-lag correlation in Worldwide Financial Markets
Hierarchical structure time-lag correlation Worldwide Financial Markets Statistical Finance
2012/6/4
Recently, many studies indicated that the minimum spanning tree (MST) network whose metric distance is de?ned by using correlation coe?cients have strong implications on extracting infor- mation from ...
The article focuses on the financial markets and federal funds rates of the U.S. federal funds market. The market participants believe that the federal funds rate will be closer to a level consistent ...
The article focuses on the money and financial markets in the United States. Implied yields from Eurodollar futures fell in August and September, 2005 suggesting that market participants expect the cu...
Understanding the Growth of African Financial Markets
financial market stock markets political risk
2011/9/16
This paper examines empirically the determinants of financial market development in Africa with an emphasis on banking systems and stock markets. The results show that income level, creditor rights pr...
Reserve Accumulation: Implications for Global Capital Flows and Financial Markets
monetary policy global financial markets central bank balance sheet
2011/9/12
Examines the accumulation of foreign currency reserve assets and explore its implications for monetary policy, global financial markets and the U.S. economy. Explanation on the simplified central bank...
In 2010, the Dodd-Frank Wall Street Reform and Consumer Protection Act created a new federal agency, the Consumer Financial Protection Bureau, to improve the functioning of consumer financial services...
Scaling properties of first-passage time probabilities in financial markets
Scaling properties first-passage time probabilities financial markets
2011/7/19
Financial markets provide an ideal frame for the study of first-passage time events of non-
Gaussian correlated dynamics mainly because large data sets are available. Tick-by-tick data of six futures...
Strategies used as spectroscopy of financial markets reveal new stylized facts
spectroscopy Strategies financial markets
2011/7/25
Abstract: We propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to op...
Correlation of financial markets in times of crisis
eigenvalues financial market volatility
2011/3/23
Using the eigenvalues and eigenvectors of correlations matrices of some of the main financial market indices in the world, we show that high volatility of markets is directly linked with strong correl...