Results 21 to 30 of about 2,047,281 (334)
On information efficiency and financial stability [PDF]
, 2010 We study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with different private information is large enough.
Caccioli, Fabio, Marsili, Matteo
core +4 more sources
INTEREST RATE PASS-THROUGH IN UKRAINE: EVIDENCE FROM THE BANK OWNERSHIP
Фінансово-кредитна діяльність: проблеми теорії та практики, 2023 A full-scale war started by russian federation on February 24th, 2022 disrupted the classic monetary policy Ukraine has been conducting for years. Nevertheless, it remains critical to preserve price stability.
Anatolii Hlazunov +2 more
doaj +1 more source
Asia & the Pacific Policy Studies, 2019 This article examines the challenges and obstacles faced by female entrepreneurs in the cottage, micro, small, and medium enterprise (CMSME) sector in Bangladesh and shows that a combination of legislatory and regulatory reform can mitigate many of the ...
Chowdhury Dilruba Shoma
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Baltic Journal of Economics, 2017 We analyse the determinants of prices of flats that are bought on the primary (new construction) and secondary markets (existing stock) in the 17 largest cities in Poland during the 2002–2015 period.
Robert Leszczyński, Krzysztof Olszewski
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OECD Economics Department Working Papers, 2009 The crisis that originated in mid-2007 in the United States and deepened in September 2008 is the largest peace-time disruption of financial markets since the Great Depression. It was triggered by a number of factors, namely the large amount of lending to subprime borrowers, the expansion of securitisation resulting in a disconnect between loan ...
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Real-time data for estimating a forward-looking interest rate rule of the ECB
Data in Brief, 2017 The purpose of the data presented in this article is to use it in ex post estimations of interest rate decisions by the European Central Bank (ECB), as it is done by Bletzinger and Wieland (2017) [1]. The data is of quarterly frequency from 1999 Q1 until
Tilman Bletzinger, Volker Wieland
doaj +1 more source
Diversification and Financial Stability [PDF]
SSRN Electronic Journal, 2011 This paper contributes to a growing literature on the pitfalls of diversification by shedding light on a new mechanism under which, full risk diversification can be sub-optimal. In particular, banks must choose the optimal level of diversification in a market where returns display a bimodal distribution. This feature results from the combination of two
Battiston, Stefano, Paolo, Tasca
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Financial Intermediaries, Financial Stability, and Monetary Policy [PDF]
SSRN Electronic Journal, 2008 In a market-based financial system, banking and capital market developments are inseparable. We document evidence that balance sheets of market-based financial intermediaries provide a window on the transmission of monetary policy through capital market conditions.
Tobias Adrian, Hyun Song Shin
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Ученые записки Российской академии предпринимательства, 2021 In article are presented the existing principles of identification of systemically important financial institution in Russia and abroad and suggested variants of improving the evidence of systemic importance.
M. A. Zhurba
doaj
Are parametric models still useful to measure the market risk of bank securities holdings?
Borsa Istanbul ReviewThis paper estimates the daily market risk of Italian bank securities portfolios under different model assumptions, using granular data on all banks and exposures from 2008 to 2023.
Michele Leonardo Bianchi +2 more
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