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Pension reform, savings behavior and capital market performance
Pension reform, savings behavior and capital market performance

... from pension funds in the narrow sense of the word. There are several reasons for these differences in the economic role of pension funds. First, and most importantly, the majority of pension income is provided by the public PAYG pension system, as has been described in section 3. Thus, few househol ...
Interest Rate Elasticity of Residential Housing Prices
Interest Rate Elasticity of Residential Housing Prices

... At the aggregate level, in the face of inelastic supply, the relation between residential housing prices and other economic variables in the short run is given by the inverted aggregate demand function for residential housing. Credit constraints are binding for some but not for other households. The ...
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... Relative Valuation Techniques • Value can be determined by comparing to similar stocks based on relative ratios • Relevant variables include earnings, cash flow, book value, and sales • Multiply this variable by some “capitalization ...
Capital Budgeting for Small Businesses
Capital Budgeting for Small Businesses

... payment [27]. Churchill and Lewis [6] describe this type of firm as being in the survival stage of development. The chief concerns of the firm are: 1. to generate enough cash flow to stay in business; 2. to finance growth; and 3. to earn an acceptable risk-adjusted return on their investment. If the ...
Contested Exchange: New Microfoundations for the Political
Contested Exchange: New Microfoundations for the Political

... Neither Lange nor later contributors to Marxian economic theory such as Michio Morishima 7 or John Roemerg found any difficulty in adopting an only slightly amended Walrasian general equilibrium model as the basis for their studies of socialist planning, profits and Thus the 1930s debate on socialis ...
community - American Crystal Sugar
community - American Crystal Sugar

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The anatomy of the bond market turbulence of 1994
The anatomy of the bond market turbulence of 1994

... Much of the present research draws on a database of weekly yield volatility for threemonth at-the-money over-the-counter options on ten-year benchmark government bonds in thirteen major markets as quoted at the market close on Thursdays by a leading market-maker, J.P. Morgan (Watts, 1994 and 1995). ...
Morgan Creek Capital
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Russell Quarterly Economic and Market Review
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real-world  economics review
real-world economics review

... to a neoliberal offensive and performing way below potential. While the real GDP per capita, for the region as a whole, was growing annually at a respectable rate during the 1970s (4.5 per cent), it declined at the annual rate of negative three per cent during the 1980s, and grew at the staggeringly ...
Risk-Return Trade-Off for European Stock Markets Nektarios
Risk-Return Trade-Off for European Stock Markets Nektarios

Industrial Metals as Investment - SummerHaven
Industrial Metals as Investment - SummerHaven

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Does Liquidity Affect Securities Market Efficiency?
Does Liquidity Affect Securities Market Efficiency?

... costly to trade, or illiquid. In these markets, a buyer or seller cannot repeatedly trade at the same price, which represents a transaction cost. For example, suppose that the last trade price is 66 points and the current bid and ask quotations are 67 and 69 points, implying the midpoint is 68 point ...
The empirical study of ownership structure and performance of listed
The empirical study of ownership structure and performance of listed

... forward to provide a new train of thought and a new solution for evaluating banks, and it is a indicator of economic value after adjusting the profit. It can accurately reflect the value for shareholders created by company in a certain period. EVA is actually the economic profit evaluation of enterp ...
Sovereign Risk: Global and Local Factors
Sovereign Risk: Global and Local Factors

... dependent on external financing for both growth and macroeconomic stability. Fiscal sustainability has become the main source of vulnerability in the short term, as public debt maintains an increasing rate due to the persistence of a primary deficit. This document pretends to give evidence on the ev ...
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Managing currency exposure in Australian superannuation funds
Managing currency exposure in Australian superannuation funds

Public real estate and the term structure of interest rates
Public real estate and the term structure of interest rates

... (2007) that based their analysis on either market interest rates or bond yields. While the aforementioned studies provide valuable insights into the interest rate exposure of publically listed real estate, they also frequently provide conflicting results due to the inconsistent choice of interest ra ...
Inefficient Markets, Efficient Investment?
Inefficient Markets, Efficient Investment?

Advancing the Credit Channel and Credit Rationing in the
Advancing the Credit Channel and Credit Rationing in the

... taught to future financial intermediaries and their regulators. Meanwhile, the crisis has forced the Fed to shoulder greater responsibility for credit market activity, and one way it is thought to significantly affect credit is through the credit channel. ...
Corporate capital structure choice: does
Corporate capital structure choice: does

... corporate investments and borrowings of the Ukrainian open joint-stock companies operating in 2002-2006. The results do not support the hypothesis that CEO’s gender negatively influences riskiness of firm’s capital proxied by debt-to-equity ratio. However, the share of female members in the executiv ...
Economic growth and equity returns
Economic growth and equity returns

... growth, the owners of capital do not necessarily benefit. Unless technological change comes from existing firms with monopoly power, improvements in productivity raise the per capita income of consumers. Furthermore, a country can grow rapidly by applying more capital and labor without the owners of ...
Expected Returns on Major Asset Classes
Expected Returns on Major Asset Classes

... finance theory has nothing to say about trading strategies, and in standard finance, only arbitrage pricing theory is concerned with economic factors. Almost all preexisting literature on expected returns, dating back even earlier than Ibbotson and Sinquefield (1976a, 1976b), focuses on asset classe ...
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Financial economics

Financial economics is the branch of economics characterized by a ""concentration on monetary activities"", in which ""money of one type or another is likely to appear on both sides of a trade"". Its concern is thus the interrelation of financial variables, such as prices, interest rates and shares, as opposed to those concerning the real economy. It has two main areas of focus: asset pricing (or ""investment theory"") and corporate finance; the first being the perspective of providers of capital and the second of users of capital.The subject is concerned with ""the allocation and deployment of economic resources, both spatially and across time, in an uncertain environment"". It therefore centers on decision making under uncertainty in the context of the financial markets, and the resultant economic and financial models and principles, and is concerned with deriving testable or policy implications from acceptable assumptions. It is built on the foundations of microeconomics and decision theory.Financial econometrics is the branch of financial economics that uses econometric techniques to parameterise these relationships. Mathematical finance is related in that it will derive and extend the mathematical or numerical models suggested by financial economics. Note though that the emphasis there is mathematical consistency, as opposed to compatibility with economic theory.Financial economics is usually taught at the postgraduate level; see Master of Financial Economics. Recently, specialist undergraduate degrees are offered in the discipline.Note that this article provides an overview and survey of the field: for derivations and more technical discussion, see the specific articles linked.
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