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Annual and Sustainability Report 2016
Annual and Sustainability Report 2016

... quality. In this way we will continue generating social value through the delivery of finance. In addition, in line with our strategy, we seek to integrate increasingly more clients to which we can provide appropriate solutions, fulfilling our sense of purpose of working for financial inclusion. We ...
Who sets the price of gold? London or New York
Who sets the price of gold? London or New York

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1 - Member and Committee Information

... and our peers. The policy of being overweight in Equities, particularly in Asia Pacific ex-Japan, underweight in Property and Alternatives, particularly Private Equity, and holding a higher weighting in cash, negatively affected the Fund. The Fund has a mix of investments which differs vastly from t ...
NBER WORKING PAPER SERIES BACKWARD-LOOKING INTEREST-RATE RULES, INTEREST-RATE SMOOTHING, AND MACROECONOMIC INSTABILITY
NBER WORKING PAPER SERIES BACKWARD-LOOKING INTEREST-RATE RULES, INTEREST-RATE SMOOTHING, AND MACROECONOMIC INSTABILITY

... unique equilibrium and are, in addition, capable of implementing the optimal real allocation. The policy recommendation of including lagged interest rates in the rule with a coefficient greater than one has been derived in the context of linear of linearized models. As a result these studies limit a ...
THE MIRAGE OF TRIANGULAR ARBITRAGE IN THE SPOT
THE MIRAGE OF TRIANGULAR ARBITRAGE IN THE SPOT

... data. In [1], Aiba et al. investigate triangular arbitrage using quote data provided by information companies, for the set of exchange rates {EUR/USD, USD/JPY, EUR/JPY}, over a roughly eight week period in 1999. They find that, over the studied period, arbitrage opportunities appear to exist about 6 ...
Market Demand and Elasticity
Market Demand and Elasticity

... All of the estimated price elasticities are less than zero as predicted by a negatively sloped demand curve. Most of the price elasticity estimates are inelastic. ...
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... Profit and loss account (indebtedness from profit and loss account)  Times interest earned  Debt factor Coverage level II– liquidity vs solvency ...
The Russell 2000® Index in a rising interest rate
The Russell 2000® Index in a rising interest rate

... Russell 2000 sector performance during rate hike periods: No clear pattern of winners and losers Wanting an even more complete picture of how rising interest rates might impact small caps, we also looked at how the sectors that make up the Russell 2000 performed – see Table 2. Using the same most r ...
Basics and Problems - Ace MBAe Finance Specialization
Basics and Problems - Ace MBAe Finance Specialization

... Receivables Turnover In addition to examining total liquid assets relative to near-term liabilities, it is useful to analyze the quality (liquidity) of the accounts receivable. One way to do this is to calculate how often the firm’s receivables turnover, which implies an average collection period. T ...
Fair Value Measurement and Application
Fair Value Measurement and Application

... principal market. The fair value also would be measured assuming that general market participants would act in their economic best interest. Fair value would be described as an exit price and would not be adjusted for transaction costs. This proposed Statement would require a government to use valua ...
Dealing with the Trilemma: Optimal Capital Controls with Fixed
Dealing with the Trilemma: Optimal Capital Controls with Fixed

Market Demand and Elasticity
Market Demand and Elasticity

... All of the estimated price elasticities are less than zero as predicted by a negatively sloped demand curve. Most of the price elasticity estimates are inelastic. ...
Financing the Future: Report of the Italian National
Financing the Future: Report of the Italian National

... policy options to take promising developments to scale. It was initiated by the Ministry of Environment together with other Ministries and Public Authorities, and included a series of working groups comprised of leaders in the financial sector and the research community. The dialogue was convened in ...
Borrower characteristics and mortgage choice in Sweden
Borrower characteristics and mortgage choice in Sweden

... Literature on the impact of loan takers’ tolerance of sudden increases in mortgage costs is scarce. However, a Swedish study by Kulander and Lind (2009) found statistically significant differences between groups that experienced worry and those who felt more secure in their ability to manage their m ...
Is the transition to IPv6 a market failure? - Labs
Is the transition to IPv6 a market failure? - Labs

... PV4 ...
The Environment of Financial Reporting
The Environment of Financial Reporting

... Thomson, the Star logo, and South-Western are trademarks used herein under license. ...
Investor Sentiment and Chinese A
Investor Sentiment and Chinese A

... Therefore, following high investor sentiment, the profits from a long-short strategy will be more and short leg portfolios will mostly provide gains at the same time. We consider the findings of this study to be not only an important supplementary of the Chinese A-share stock market to the existing ...
Ownership Structure and Performance of the Listed Tunisian
Ownership Structure and Performance of the Listed Tunisian

... possible existence of a nonlinear relationship. Non-linearity may be the result of the leaders’ rooting. The study sample of McConnell and Servaes consists of two sub-samples. The first is composed of 1,173 firms with the analysis relating to the year 1976. The second sample includes 1,093 firms and ...
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ESSAYS ON DETERMINANTS OF FINANCIAL BEHAVIOR OF

Global Banks and Crisis Transmission
Global Banks and Crisis Transmission

... tween business cycles correlation and financial/banking integration is different in “tranquil” (no financial crisis) times and in times of financial turmoil (crises). For our analysis we use a unique bilateral panel data-set of cross-border banking linkages from the Bank of International Settlements ...
Access to finance, working capital management and company value
Access to finance, working capital management and company value

... Hill (1983) and Kim and Chung (1990), the joint effects of these individual aspects must be considered, as there are mutual influences between them (e.g., a company's credit policy will affect its sales and, at the same time, its inventory levels and supply of trade credit). Thus, all aspects of the ...
WHALES: Pricing for Ultra-High Net Worth Clients
WHALES: Pricing for Ultra-High Net Worth Clients

... receive substantial discounts are those who conduct a large number of trades or have high average trade size. The data indicate that the number of equity trades, the dollar value of principal trades and average trade size are all relatively weak predictors of discounting. This is to say that a large ...
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... • “The process of gathering and organizing information and then using it to determine the intrinsic value of a share of common stock.” ...
Emergency Economic Stabilization Act of 2008
Emergency Economic Stabilization Act of 2008

... implementation in the coming days and weeks, there will be both a new President and a new Congress, which means that not only will the Treasury Secretary likely change, but that most of his top advisors and staff may as well. As a result, a settled technical legal analysis of the Act is not possible ...
Growing NPAs in banks
Growing NPAs in banks

... function has assumed criticality for banks, as it has direct impact on the profitability and liquidity of their credit portfolios. Credit monitoring can be important for the following reasons: • Dynamic portfolio mix: With changing market conditions, a robust credit monitoring system allows the ban ...
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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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