SocGen's 'Most Worrying Chart' Shows Markets Still Shrugging Off Political Risk
2016's Political upheaval & policy uncertainty have left little impression on corp. bond market & SocGen is nervous https://t.co/nmjf0hJuhJ â moneyscienceâ¦
View ArticleAn Effective Fix for Bored, Disengaged Employees
Chief Learning Officer magazine reported this week on a study by Udemy about boredom and disengagement in the workplace. The study found that 43% of respondents were bored at work. 80% believed...
View ArticleInsider-Trading Prosecutions Backed by U.S. Supreme Court - Bloomberg Politics
Insider-Trading Prosecutions Backed by U.S. Supreme Court - Bloomberg Politics: "Ruling in its first insider-trading case in two decades, the justices unanimously said that people can be sent to prison...
View ArticleBoeing Sweats Under Trump Spotlight as SoftBank Feels Warmth - Bloomberg...
Boeing Sweats Under Trump Spotlight as SoftBank Feels Warmth - Bloomberg Politics: "This is extraordinary,â said Mohan Tatikonda, a professor at Indiana Universityâs Kelley School of Business....
View ArticleGame options with gradual exercise and cancellation under proportional...
Game (Israeli) options in a multi-asset market model with proportional transaction costs are studied in the case when the buyer is allowed to exercise the option and the seller has the right to cancel...
View ArticleFinancial market with no riskless (safe) asset. (arXiv:1612.02112v1 [q-fin.MF])
We study markets with no riskless (safe) asset. We derive the corresponding Black-Scholes-Merton option pricing equations for markets where there are only risky assets which have the following price...
View ArticleImpossible Inference in Econometrics: Theory and Applications to Regression...
This paper presents necessary and sufficient conditions for tests to have trivial power. By inverting these impractical tests, we demonstrate that the bounded confidence regions have error probability...
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European banking supervision, the role of stress test. Some brief...
A quick review of European financial stability institutions and the role of stress tests in the current juridical system.
View ArticlePredictability Hidden by Anomalous Observations. (arXiv:1612.05072v1 [q-fin.ST])
Testing procedures for predictive regressions with lagged autoregressive variables imply a suboptimal inference in presence of small violations of ideal assumptions. We propose a novel testing...
View ArticleDynamic Modeling of Price Responsive Demand in Real-time Electricity Market:...
In this paper, we study the price responsiveness of electricity consumption from empirical commercial and industrial load data obtained from Texas. Employing a dynamical system perspective, we show...
View ArticleA diagnostic criterion for approximate factor structure. (arXiv:1612.04990v1...
We build a simple diagnostic criterion for approximate factor structure in large cross-sectional equity datasets. Given a model for asset returns with observable factors, the criterion checks whether...
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Bank lending and loan quality: the case of India
This paper analyses how non-performing loans (NPLs) of Indian banks behave through the cycle. We find that a one-percentage point increase in loan growth is associated with an increase in NPLs over...
View ArticleEconomic resilience: a financial perspective
"Economic resilience: a financial perspective", note submitted to the G20 on 7 November 2016. One aspect of resilience that is often underappreciated concerns financial imbalances. A resilient economy...
View Article5 Tools to Organize Your Research in 2017
When I’m researching my desk looks like a tornado of pdfs hit my computer desktop and blew them clear onto my actual desktop. It’s a mess, but I can’t touch anything or else I won’t know where anything...
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