The evolution of inflation expectations in Japan
We model inflation forecasts as monotonically diverging from an estimated long-run anchor point towards actual inflation as the forecast horizon shortens. Fitting the model with forecaster-level data...
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The Doubling Rule
Picture Credit: Vincent Brown || Einstein never said this, either…read more...
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Uber's bad week: Doomsday Scenario or Business Reset?
Uber just cannot seem to help itself, finding a way to get in the news, and often in ways that leave its image in tatters. You could see this pattern in full display last week, where Travis Kalanick,...
View ArticleUnilever: Algorithms Replace Humans in Hiring Process
Kelsey Gee wrote about Unilever's "radical hiring experiment" in this morning's Wall Street Journal. Gee explained that, "To diversify its candidate pool for early-career roles that are a fast track to...
View ArticleWeekly Top 5 Papers – June 26th 2017
1. Availability Cascades and Risk Regulation by Timur Kuran (Duke University – Department of Economics) and Cass Sunstein (Harvard Law School)read more...
View ArticleA Partial Solution to Continuous Blotto. (arXiv:1706.08479v1 [q-fin.EC])
This paper analyzes the structure of mixed-strategy equilibria for Colonel Blotto games, where the outcome on each battlefield is a polynomial function of the difference between the two players'...
View ArticleDecomposition of Time Series Data to Check Consistency between Fund Style and...
We propose a novel approach for analysis of the composition of an equity mutual fund based on the time series decomposition of the price movements of the individual stocks of the fund. The proposed...
View ArticleAn Investigation of the Structural Characteristics of the Indian IT Sector...
Time series analysis and forecasting of stock market prices has been a very active area of research over the last two decades. Availability of extremely fast and parallel architecture of computing and...
View ArticleHarmonisation of critical OTC derivatives data elements (other than UTI and...
The Committee on Payments and Market Infrastructures is publishing the "Harmonisation of critical OTC derivatives data elements (other than UTI and UPI) - third batch, consultative report", June 2017.
View ArticleCall for comments on harmonising OTC derivatives data elements
Press release about CPMI and IOSCO issuing consultative report on "Harmonisation of key OTC derivatives data elements (other than UTI and UPI) - second batch", 27 June 2017
View ArticleCall for comments on harmonising OTC derivatives data elements
IOSCO/MR/12/2017read more...
View ArticleTestimony of J. Christopher Giancarlo Acting-Chairman, Commodity Futures...
Testimony of J. Christopher Giancarlo Acting-Chairman, Commodity Futures Trading Commission before the U.S. Senate Committee on Appropriations Subcommittee on Financial Services and General Government
View ArticleHow Do We Deal (Dysfunctionally) with a Heavy Workload?
Diwas S. KC, Maryam Kouchaki, Bradley R. Staats, and Francesca Gino have written an HBS Working Paper titled "Task Selection and Workload: A Focus on Completing Easy Tasks Hurts Long-Term Performance."...
View ArticleLeadership Practices Inventory 5th Edition: Self
The LPI: Self is the 30-item self assessment associated with the Leadership Practices Inventory (LPI) 5th Edition product suite.read more...
View ArticleCorrigendum for "Second-order reflected backward stochastic differential...
The aim of this short note is to fill in a gap in our earlier paper [7] on 2BSDEs with reflections, and to explain how to correct the subsequent results in the second paper [6]. We also provide more...
View ArticleProve It! : How to Create a High-Performance Culture and Measurable Success
Prove It! is the executive guide to improving organisational performance through the practice of evidence-based leadership. More than ever before, the world is demanding transparency and accountability...
View ArticleIOSCO Celebrates World Investor Week 2017: Securities Regulators Across the...
The International Organization of Securities Commissions (IOSCO) today announced that it will hold a World Investor Week from 2nd through 8th October 2017, to promote greater investor education and...
View ArticleCredit ratings of domestic and global agencies: What drives the differences...
The market for the credit ratings of Chinese firms is large and growing. We focus our analysis on the firms that have ratings from both domestic and global agencies. Despite the similar symbols, the...
View ArticleDraft guidance for supervisory stress testing of central counterparties released
Press release about CPMI and IOSCO issuing "Draft guidance for supervisory stress testing of central counterparties", 28 June 2017
View ArticleFramework for supervisory stress testing of central counterparties (CCPs) -...
The Committee on Payments and Market Infrastructures is publishing the "Framework for supervisory stress testing of central counterparties (CCPs) - consultative report", June 2017.
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