A Survey of the Microstructure of Fixed-Income Markets
In this article, we survey the literature that studies fixed-income trading rules and outcomes, including Treasury securities, corporate and municipal bonds, and structured credit products. We compare...
View ArticleSEC Proposes Improvements to Governance of Market Data Plans
The Securities and Exchange Commission is seeking public comment on a proposed order to modernize the governance of National Market System (NMS) plans that produce public consolidated equity market...
View ArticleMoneyScience: Financial Conduct Authority Guidance - Transition from LIBOR
Resource: Financial Conduct Authority Guidance - Transition from LIBOR https://t.co/zWPynVXNaE â moneyscience (@moneyscience) January 8, 2020
View ArticleAdvances in Financial Machine Learning
Volume 20, Issue 2, February 2020, Page 189-190.
View ArticlePursuing More Sustainable Energy Consumption by Analyzing Sectoral Direct and...
Malaysia is experiencing ever increasing domestic energy consumption. This study is an attempt at analyzing the changes in sectoral energy intensities in Malaysia for the period 1995 to 2011. The study...
View ArticleNonparametric Hedging of Volatility Swaps with Variance Swaps in Stochastic...
In this paper the zero vanna implied volatility approximation for the price of freshly minted volatility swaps is generalised to seasoned volatility swaps. We also derive how volatility swaps can be...
View ArticleExternal Threats, Political Turnover and Fiscal Capacity. (arXiv:2001.02322v1...
In most of the recent literature on state capacity, the significance of wars in state-building assumes that threats from foreign countries generate common interests among domestic groups, leading to...
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Highly skilled workers are not the only ones who receive a wage premium from...
Innovative firms pay workers more than others do. This fact is well known from endogenous growth theories, which state that as technology advances, innovative firms should get more rents, which should...
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Problems with infinity*
I had the pleasure of witnessing this interaction the other day: two kids were locked in a battle of wits to see who could think of the…Continue reading on Cantorâs Paradise »
View ArticleThe combination of the right software and commodity hardware will prove...
The Data Exchange Podcast: Nir Shavit on multicore software, neurobiology, and deep learning.Subscribe: iTunes, Android, Spotify, Stitcher, Google, and RSS.[full show notes can be found on the Data...
View ArticleAmbiguity on Uncertainty and the Equity Premium
Publication date: Available online 9 January 2020Source: Finance Research LettersAuthor(s): Xinfeng Ruan, Jin E. ZhangAbstractThis paper considers an asset pricing model with a multiple-priors...
View ArticleSEC Issues Agenda for Inaugural Meeting of the Asset Management Advisory...
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