Cyber Attack On City Union Bankâs SWIFT System
With reference to the news item appeared in the section of the Press on 17 February 2018 and 18 February 2018 on cyber attack on City Union Bank’s SWIFT system, we would like to inform the...
View ArticleNasdaq Dubai Launches Futures On DFM General Index In Breakthrough For...
His Excellency Essa Kazim, Chairman of Dubai Financial Market (DFM) and Abdul Wahed Al Fahim, Chairman of Nasdaq Dubai, rang the market-opening bell to celebrate the launch today by Nasdaq Dubai of...
View ArticleGlobal Portfolio Rebalancing and Exchange Rates -- by Nelson Camanho, Harald...
We examine international equity allocations at the fund level and show how different returns on the foreign and domestic proportion of portfolios determine rebalancing behavior and trigger capital...
View ArticleOn the Divergence between CPI and PPI as Inflation Gauges: The Role of Supply...
This paper starts by documenting a new fact that consumer price index (CPI) and producer price index (PPI) used to move in tandem within a given country around the world, but start to diverge after...
View ArticlePublic Tax-Return Disclosure -- by Jeffrey L. Hoopes, Leslie Robinson, Joel...
We investigate the consequences of public disclosure of information from company income tax returns filed in Australia. Supporters of more disclosure argue that increased transparency will improve tax...
View ArticleEvidence of Decreasing Internet Entropy: The Lack of Redundancy in DNS...
This paper analyzes the extent to which the Internet's global domain name resolution (DNS) system has preserved its distributed resilience given the rise of cloud-based hosting and infrastructure. We...
View ArticleThe Effect of Organized Breast Cancer Screening on Mammography Use: Evidence...
In 2004, France introduced a national program of organized breast cancer screening. The national program built on pre-existing local programs in some, but not all, departements. Using data from...
View ArticleInequality and Aggregate Demand -- by Adrien Auclert, Matthew Rognlie
We explore the transmission mechanism of income inequality to output. In the short run, higher inequality reduces output because marginal propensities to consume are negatively correlated with incomes,...
View ArticleRandomizing Religion: The Impact of Protestant Evangelism on Economic...
To test the causal impact of religiosity, we conducted a randomized evaluation of an evangelical Protestant Christian values and theology education program that consisted of 15 weekly half-hour...
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Secrets to Success for Norway's Ski Team
Source: www.wwlp.com Bill Pennington has written an interesting article about the Norwegian ski team in today's New York Times. I first heard about this ski team's interesting dynamics during a...
View ArticleAl Mawared Brokerage's Amman Stock Exchange Weekly Report 19 February 2018
Click here to download Al Mawared Brokerage's weekly report on the Amman Stock Exchange (ASE). The Report is designed to give an overview of developments in the Jordan Capital Markets as well as ASE...
View ArticleMoscow Exchange: Risk Parameters Change
CCP NCC is changing Securities market risk parameters starting from February 20, 2018 according to the tables below.read more...
View ArticleRecord Retest? ETC Looks Poised on Double-Digit Climb
A prominent alternative to the ethereum blockchain is showing signs of building a higher base amid a period of strong market activity.
View Article$850 Million Raised in ICO So Far, Says Telegram
Messaging app provider Telegram has raised an initial $850 million in its controversial initial coin offering (ICO), according to a public document.
View ArticleWeekly Top 5 Papers â February 16, 2018
1. Manipulation in the VIX? by John Griffin (University of Texas at Austin â Department of Finance) and Amin Shams (University of Texas at Austin â Department of Finance )read more...
View ArticleBank Of England - Global Liquidity Management (GLM) Workshop Minutes -...
The first meeting of the RTGS renewal programme: Global Liquidity Management workshop was held in January 2018. Minutes - January 2018
View ArticleDr Michael Josef Lappe To Be New General Counsel At Deutsche...
Dr Michael Josef Lappe (60) is to be the new General Counsel at Deutsche Börse AG as of 1 March 2018. Michael Lappe is currently working as a lawyer in the consulting and transaction business and as...
View ArticlePricing Options with Exponential Levy Neural Network. (arXiv:1802.06520v1...
In this paper, we propose the exponential Levy neural network (ELNN) for option pricing, which is a new non-parametric exponential Levy model using artificial neural networks (ANN). The ELNN fully...
View ArticleHow local in time is the no-arbitrage property under capital gains taxes ?....
In frictionless financial markets, no-arbitrage is a local property in time. This means, a discrete time model is arbitrage-free if and only if there does not exist a one-period-arbitrage. With capital...
View ArticleSimple Bounds for Transaction Costs. (arXiv:1802.06120v1 [q-fin.PM])
Using elementary arguments, we derive $\L_{p}$-error bounds for the approximation of frictionless wealth process in markets with proportional transaction costs. For utilities with bounded risk...
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