搜索结果: 1-15 共查到“经济学 Measures”相关记录53条 . 查询时间(0.109 秒)
Monetary Policy and the Recent Extraordinary Measures Taken by the Federal Reserve
Monetary Policy Recent Extraordinary Measures
2015/8/3
The recent increase came about as a direct result of the Fed’s decision to purchase
securities and make loans to certain sectors and financial institutions. More specifically, the Fed
financed these...
Do Measures of Financial Constraints Measure Financial Constraints?
Finance Financial Services Industry
2015/4/27
Financial constraints are not directly observable, so empirical research relies on indirect measures. We evaluate how well five popular measures (paying dividends, having a credit rating, and the Kapl...
Green Accounting: Cost Measures
Green Accounting Environmental Accounting Green Costs SMEs in Malaysia
2013/2/23
In the past, environmental issues were often ignored by both, large companies and small medium enterprises. However, accounting for the environment or the acronym “Green accounting” is receiving incre...
We study the emergence of instabilities in a stylized model of a nancial market, when di erent market actors calculate prices according to di erent (local)
market measures. We derive typical propert...
On dependence consistency of CoVaR and some other systemic risk;measures
dependence consistency of CoVaR some other systemic risk measures
2012/9/14
This paper is dedicated to the consistency of systemic risk mea-sures with respect to stochastic dependence. It compares two alter-native notions of Conditional Value-at-Risk (CoVaR) available in the ...
How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market
Multivariate Kurtosis Dynamics N-Dimensional Market
2012/9/14
This paper investigates the common intuition suggesting that dur-ing crises the shape of the financial market clearly differentiates from that of random walk processes. In this sense, it challenges th...
Optimal starting times, stopping times and risk measures for algorithmic trading
Quantitative Finance High-Frequency Trading Algorithmic Trading Optimal Execution Market Impact Risk Measures
2012/6/4
We derive explicit recursive formulas for Target Close (TC) and Implementation Shortfall (IS) in the Almgren-Chriss framework. We explain how to compute the optimal starting and stopping times for IS ...
From Risk Measures to Research Measures
Bibliometric Indices Citations Risk Measures Scienti c Impact Measures Calibration Duality
2012/6/4
In order to evaluate the quality of the scientific research, we introduce a new family of scientific performance measures, called Scientific Research Measures (SRM). Our proposal originates from the m...
Comparative and qualitative robustness for law-invariant risk measures
Law-invariant risk measure convex risk measure coherent risk measure Orlicz space qualitative robustness comparative robustness
2012/4/28
When estimating the risk of a P&L from historical data or Monte Carlo simulation, the robustness of the estimate is important. We argue here that Hampel's classical notion of qualitative robustness is...
Complete duality for quasiconvex dynamic risk measures on modules of the $L^{p}$-type
quasiconvex functions dual representation complete duality L0-modules dynamic risk measures quasiconvex risk measures
2012/3/2
We provide a dual representation of quasiconvex conditional risk measures $% \rho $ defined on $L^{0}$ modules of the $L^{p}$ type. This is a consequence of more general result which extend the usual ...
Set-Valued Dynamic Risk Measures
dynamic risk measures transaction costs set-valued risk measures time consistency dual representation
2012/3/2
The paper concerns primal and dual representations as well as time consistency of set-valued dynamic risk measures. Set-valued risk measures appear naturally when markets with transaction costs are co...
Prospective on Policies and Measures for Realizing a Secure, Economical and Low-Carbon Energy System——Taking the Effects of the Great East Japan Earthquake into Consideration
The Great East Japan Earthquake Energy Policies Computable General Equilibrium Model Technology Options Quality of Life CO2 Emissions.
2013/2/25
The Great East Japan Earthquake devastated the eastern regions of Japan on this March. Due to the nuclear accident caused by the earthquake, Japan’s Cabinet stated to revise energy policies. This arti...
The European Commission's Phasing-Out Process for Exceptional Crisis-related Measures
the phasing out plan of European Commission the measures of Member States the European Union
2011/10/5
The article discusses the phasing out plan of European Commission for the measures of Member States of the European Union (EU) against the financial and economic crisis. The exit, accordingly, was aim...
Provisional Measures on the Business Management of Derivative Product Transactions of Financial Institutions
provisional measures the management of transactions derivative products financial institutions
2011/9/24
The article discusses the provisional measures regarding the management of transactions for derivative products of financial institutions from the 55th Chairman's Meeting of the China Banking Regulato...
Germany: Hype Real Estate Group -- the longest Chain of German State Aid Measures
history of German state Hypo Real Estate Holding AG public sector financing
2011/9/15
The article focuses on the history of German state aid provided to Hypo Real Estate Holding AG (HRE), a company engaging in real estate financing. It says that HRE was one of leading financiers in com...