Effects of the institutional change based on democratization on origin and...
Political systems shape institutions and govern institutional change supporting economic performance, production and diffusion of technological innovation. This study shows, using global data of...
View ArticleComments are welcome. (arXiv:2001.08376v1 [econ.GN])
Scholars present their new research at seminars and conferences, and send drafts to peers, hoping to receive comments and suggestions that will improve the quality of their work. Using a dataset of...
View ArticleA Bayesian Long Short-Term Memory Model for Value at Risk and Expected...
Value-at-Risk (VaR) and Expected Shortfall (ES) are widely used in the financial sector to measure the market risk and manage the extreme market movement. The recent link between the quantile score...
View ArticleA growth adjusted price-earnings ratio. (arXiv:2001.08240v1 [q-fin.GN])
The purpose of this paper is to introduce a new growth adjusted price-earnings measure (GA-P/E) and assess its efficacy as measure of value and predictor of future stock returns. Taking inspiration...
View ArticleSEC Announces Conference on Municipal Securities Disclosure
The Securities and Exchange Commission today announced that it will host a March 10 conference to focus on municipal securities, which are predominantly owned by Main Street investors and help finance...
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Make work fun again
In the summer of 2015, in a crowded beer garden in Barcelona, we talked about work â the work we were doing then. It was a rather sad conversation, because the bottom line was that our jobs were...
View ArticleEmpirical analysis of oil risk-minimizing portfolios: the...
This paper strives to analyze hedging strategies between Brent oil and six other het- erogeneous assets â American ten-year bonds, US dollars, gold, natural gas futures, corn futures, and Europe,...
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Predictions for the next decade in Behavioral Science
Behavioral Scientists have put together their favourite predictions, ideas, worries and challenges in the field of behavioral science for the next decade. We were delighted they accepted our pitch on...
View ArticleBlockchain Consensuses Algorithms: A Survey
Blockchain Consensuses Algorithms: A Survey https://t.co/hzDrdmNUhJ â CryptAssets (@CryptAssets) January 23, 2020
View ArticleBlockchain-Powered Collaboration in Heterogeneous Swarms of Robots
Blockchain-Powered Collaboration in Heterogeneous Swarms of Robots https://t.co/6MHRWP5tsB â CryptAssets (@CryptAssets) January 23, 2020
View ArticleISDA CEO on CNBC Squawk Box: Discussing Transition Away from LIBOR
CNBC Squawk Box: Scott OâMalia, CEO at ISDA, says a method must be developed for the transfer of legacy contracts to a “safer, more robust transaction base” beyond Libor. The post ISDA CEO on CNBC...
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ISDA, AFME, ICMA, SIFMA and SIFMA AMG Publish Global Benchmark Report
ISDA, the Association of Financial Markets in Europe (AFME), International Capital Market Association (ICMA) and the Securities Industry and Financial Markets Association (SIFMA) and its asset...
View ArticleIBOR Global Benchmark Transition Report
Interbank offered rates (IBORs) play a central role in financial markets, and act as reference rates to hundreds of trillions of dollars in notional amount of derivatives and trillions of dollars in...
View ArticleInterbank Offered Rate (IBOR) Fallbacks for 2006 ISDA Definitions
Consultation on Certain Aspects of Fallbacks for Derivatives Referencing GBP LIBOR, CHF LIBOR, JPY LIBOR, TIBOR, Euroyen TIBOR and BBSW ISDA is amending its standard documentation to implement...
View ArticleSecond ISDA IBOR Fallbacks Webinar
ISDA IBOR Fallbacks:Â Consultation on Certain Aspects of Fallbacks for Derivatives Frequently Asked Questions Explained In July, ISDA launched a market-wide consultation on technical issues related to...
View ArticleReference Rate Reform: Impact on the Economy and Consumers
The London Interbank Offered Rate (LIBOR) underpins trillions of dollars in mortgages, bonds, loans, and financial instruments that directly impact Main Street and other critical parts of the American...
View Article2018 Benchmark Fallbacks Consultation
This consultation sought input on the approach for addressing certain technical issues associated with adjustments that will apply to alternative risk-free rates (RFRs) if the fallbacks are triggered....
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ISDA/SIFMA AMG Benchmark Strategies Forum 2020
Founding Sponsor: The ISDA Benchmark Strategies Forum 2020 will explore the issues market practitioners should consider as they adopt and trade alternative risk-free rates (RFRs). The conference...
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