The Retirement-Consumption Puzzle: New Evidence from Personal Finances -- by...
This paper uses a detailed panel of individual spending, income, account balances, and credit limits from a personal finance management software provider to investigate how expenditures, liquid...
View ArticleNordea Bank AB Facilitates Access To MOEX"s FX Market
Nordea Bank AB, a leading bank in Northern Europe, has started automated trading on Moscow Exchange’s FX Market via Sponsored Market Access (SMA).read more...
View ArticleIntercontinental Exchange Announces Transition Of Credit Default Swap Open...
Intercontinental Exchange (NYSE: ICE), a leading operator of global exchanges and clearing houses and provider of data and listings services, announced the transition of index credit default swap (CDS)...
View ArticleFinancial Services Agency Of Japan Blockchain Round-Table - Multilateral...
The Financial Services Agency of Japan (JFSA) held the “Blockchain Round-Table” on March 8 and 9 with the participation of foreign and Japanese regulatory and supervisory authorities and central banks...
View ArticleASEAN Capital Market Regulators Welcome The Progress Of The ASEAN Green Bond...
The ASEAN Capital Markets Forum (ACMF) welcomed the progress achieved by the ASEAN Green Bond Standards at its meeting today. Since its launch in November 2017, the ASEAN Green Bond Standards have...
View ArticleStablecoin to HODL? Pizza CEO Nets Millions for Crypto
"Stablecoins" continue to be a much sought-after tech for ICOs, and a new one, Fragments, now boasts investment from True, Pantera and FBG.
View ArticleEther Up from 100-Day Low, But Bounce Back Lacks Substance
Ether's technical recovery from the 100-day low hit yesterday looks to be a "dead cat bounce."
View ArticleNorthern Trust and PwC Move to Accelerate Audits with Blockchain
Rather than waiting for periodic reports, auditors of private equity funds on Northern Trust's blockchain will get the data almost immediately.
View ArticleRegulating Innovation: A Global Enterprise - Speech By Christopher Woolard,...
Speaker: Christopher Woolard, Executive Director of Strategy and CompetitionLocation: Innovate Finance 2018, The Guildhall, LondonDelivered on: 19 March 2018read more...
View ArticleAl Mawared Brokerage's Amman Stock Exchange Weekly Report, 19 March 2018
Click here to download Al Mawared Brokerage's weekly report on the Amman Stock Exchange (ASE). The Report is designed to give an overview of developments in the Jordan Capital Markets as well as ASE...
View ArticleIntercontinental Exchange Announces Open Interest Record In Sterling Futures
Intercontinental Exchange (NYSE:ICE), a leading operator of global exchanges and clearing houses and provider of data and listings services, today announced that the ICE Three Month Short Sterling...
View ArticleSpatial risk measures and rate of spatial diversification....
An accurate assessment of the risk of extreme environmental events is of great importance for populations, authorities and the banking/insurance industry. Koch (2017) introduced a notion of spatial...
View ArticleJumping VaR: Order Statistics Volatility Estimator for Jumps Classification...
This paper proposes a new integrated variance estimator based on order statistics within the framework of jump-diffusion models. Its ability to disentangle the integrated variance from the total...
View ArticleApproximation of Some Multivariate Risk Measures for Gaussian Risks....
Gaussian random vectors exhibit the loss of dimension phenomena, which relate to their joint survival tail behaviour. Besides, the fact that the components of such vectors are light-tailed complicates...
View ArticleUniversal features of price formation in financial markets: perspectives from...
Using a large-scale Deep Learning approach applied to a high-frequency database containing billions of electronic market quotes and transactions for US equities, we uncover nonparametric evidence for...
View ArticleLarge-Scale Dynamic Predictive Regressions. (arXiv:1803.06738v1 [stat.ME])
We develop a novel "decouple-recouple" dynamic predictive strategy and contribute to the literature on forecasting and economic decision making in a data-rich environment. Under this framework,...
View ArticleModeling stock markets through the reconstruction of market processes....
There are two possible ways of interpreting the seemingly stochastic nature of financial markets: the Efficient Market Hypothesis (EMH) and a set of stylized facts that drive the behavior of the...
View ArticleMean Reverting Portfolios via Penalized OU-Likelihood Estimation....
We study an optimization-based approach to con- struct a mean-reverting portfolio of assets. Our objectives are threefold: (1) design a portfolio that is well-represented by an Ornstein-Uhlenbeck...
View ArticleTough Tokens: Theranos Fraud Holds Harsh Lessons for Crypto
While cryptocurrencies aren't companies, the Elizabeth Holmes case serves as a reminder you should ignore the charisma of founders.
View ArticleDOJ, SEC Argue Vague Laws No Excuse for ICO Fraud
The U.S. government has pushed back against an effort to dismiss the charges in an ongoing initial coin offering (ICO) fraud lawsuit.
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