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Financial reporting developments: Asset Retirement Obligations
Financial reporting developments: Asset Retirement Obligations

... Throughout this publication references to guidance in the codification are shown using these reference numbers. References are also made to certain pre-codification standards (and specific sections or paragraphs of pre-Codification standards) in situations in which the content being discussed is exc ...
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Historical cost measurement and the use of DuPont analysis by
Historical cost measurement and the use of DuPont analysis by

Margin regulation and volatility - ECB
Margin regulation and volatility - ECB

... the securities that are purchased. The margin requirement dictates how much investors can borrow against these securities. The FRB established Regulation T to set minimum margin requirements for such partially loan-financed transactions of exchange-traded securities. However, the majority of empiric ...
Margin Regulation and Volatility
Margin Regulation and Volatility

The Impact of Skewness and Fat Tails on the Asset Allocation Decision
The Impact of Skewness and Fat Tails on the Asset Allocation Decision

NBER WORKING PAPER SERIES ASSET LIQUIDITY AND INTERNATIONAL PORTFOLIO CHOICE Athanasios Geromichalos
NBER WORKING PAPER SERIES ASSET LIQUIDITY AND INTERNATIONAL PORTFOLIO CHOICE Athanasios Geromichalos

IPSAS 26 Impairment of Cash-Generating Assets
IPSAS 26 Impairment of Cash-Generating Assets

... Irrespective of whether there is any indication of impairment, an entity shall also test an intangible asset with an indefinite useful life or an intangible asset not yet available for use for impairment annually by comparing its carrying amount with its recoverable amount. This impairment test may ...
A Model of Capital and Crises Zhiguo He Arvind Krishnamurthy May 2011
A Model of Capital and Crises Zhiguo He Arvind Krishnamurthy May 2011

... Most of our model’s results can be understood by focusing on the dynamics of the equity capital constraint. Consider a given state, described by the specialists’ wealth Wt and the households’ wealth Wth . The capital constraint requires that the household can invest at most mWt (which may be less t ...
International Financial Reporting Standard 13 Fair Value
International Financial Reporting Standard 13 Fair Value

... Fair value is a market-based measurement, not an entity-specific measurement. For some assets and liabilities, observable market transactions or market information might be available. For other assets and liabilities, observable market transactions and market information might not be available. Howe ...
Equilibrium interest rate and liquidity premium under
Equilibrium interest rate and liquidity premium under

Belief Heterogeneity, Collateral Constraint, and Asset Prices with a
Belief Heterogeneity, Collateral Constraint, and Asset Prices with a

... including Heathcote and Perri (2011). The movement in wealth distribution also generates the patterns of booms and busts observed in Burnside, Eichenbaum, and Rebelo (2011). The second set of results that follows from this framework concerns collateral shortages. I show that collateral constraints w ...
Asset correlations and credit portfolio risk
Asset correlations and credit portfolio risk

Russian Trading System - FTP Directory Listing
Russian Trading System - FTP Directory Listing

Collateral-Motivated Financial Innovation
Collateral-Motivated Financial Innovation

AN INTERTEMPORAL ASSET PRICING MODEL WITH
AN INTERTEMPORAL ASSET PRICING MODEL WITH

... investment opportunities. General versions of the ‘mutuaJ fund’ theorem of Merton (1973) and Long (1974) and of their multi-beta CAPM are briefly derived. The single-beta, single-good intertemporal CAPM as described above is derived and discussed in section 3. This derivation also generalizes a simi ...
Future Equity Patterns and Baby Boomer Retirements
Future Equity Patterns and Baby Boomer Retirements

Collateral Shortages, Asset Price and Investment
Collateral Shortages, Asset Price and Investment

Liquidity Flooding, Asset Prices and the Real EconomyWe are
Liquidity Flooding, Asset Prices and the Real EconomyWe are

... liquidity they can access. For sector II, with lower asset specificity, optimistic firms are able to leverage more when buying, considering that their lower asset specificity raises debt capacity more (Williamson (1988)). Therefore, the asset price in sector II responds more strongly to liquidity in ...
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... seminal paper by Lucas (1978) in an exchange economy setting. Cox, Ingersoll and Ross (1985a) developed a general equilibrium framework for asset pricing in a continuous-time setting production economy. It is important to note that while this paper was published in 1985, the central ideas of the pub ...
Asset Prices and Monetary Policy: Booms and Fat Tails in East Asia
Asset Prices and Monetary Policy: Booms and Fat Tails in East Asia

Leverage Cycles and the Anxious Economy
Leverage Cycles and the Anxious Economy

Leverage Cycles and The Anxious Economy.
Leverage Cycles and The Anxious Economy.

NBER WORKING PAPER SERIES PUTTING THE BRAKES ON SUDDEN STOPS:
NBER WORKING PAPER SERIES PUTTING THE BRAKES ON SUDDEN STOPS:

3.4 The Solow Model: Population Growth and Technological
3.4 The Solow Model: Population Growth and Technological

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Gunduz Caginalp

Gunduz Caginalp is a mathematician whose research has also contributed over 100 papers to physics, materials science and economics/finance journals, including two with Prof. Michael Fisher and nine with Nobel Laureate Prof. Vernon Smith. He started Cornell University in 1970 and received an AB in 1973 ""Cum Laude with Honors in All Subjects"" and Phi Beta Kappa, Master's in 1976 and PhD in 1978. He has held positions at The Rockefeller University, Carnegie-Mellon University and the University of Pittsburgh (since 1984), where he is currently Professor of Mathematics. He was born in Turkey, and spent his first seven years and ages 13–16 there, and the middle years in New York City.Prof. Caginalp was married in 1992 to Eva. They have three sons, Carey, Reggie and Ryan.He served as the Editor of the Journal of Behavioral Finance (1999-2003), and is an Associate Editor for numerous journals. He has been the recipient of National Science Foundation and private foundation awards.
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