Results 81 to 90 of about 2,546,242 (261)
Proportional transaction costs on asset trades : a note on existence by homotopy methods [PDF]
We prove existence of equilibria with proportional transaction costs on asset trading, using homotopy methods.Transaction costs; incomplete markets; homotopy ...
CITANNA, Alessandro
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A note on the take-it-or-leave-it bargaining procedure with double moral hazard and risk neutrality [PDF]
In this note we study a take-it-or-leave-it bargaining procedure between two risk neutral individuals engaged in the joint stochastic production of a commodity.
CITANNA, Alessandro
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Basel II and the Value of Bank Differentiation [PDF]
This paper analyzes optimal bank capital requirements when regulation can be differentiated according to banks’ heterogeneous risk-assessment capabilities.
Feess, Eberhard, Hege, Ulrich
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Studying Short-Term and Long-Term Effects of OPEC Oil Basket Prices and Natural Gas on Liquefied Petroleum Gas (LPG) Traded on Energy Exchange of Iran [PDF]
International Journal of Management, Accounting and Economics, 2017 In this paper, we examine the short-term and long-term effects of OPEC oil basket prices and natural gas on liquefied petroleum gas (LPG) traded on Energy Exchange of Iran.
Zahra Shiri +2 more
doaj
Trader Anonymity, Price Formation and Liquidity [PDF]
We analyze price formation and liquidity in a non-anonymous specialist market. Our main hypothesis is that the non-anonymity allows the specialist to assess the probability that a trader trades on the basis of private information.
THIESSEN, Eric
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METHODOLOGY OF SYSTEMIC RISK MANAGEMENT ADJUSTED FOR THE RUSSIAN CREDIT MARKET ENVIRONMENT
Финансы: теория и практика, 2017 The current study is devoted to the methodology of systemic risk management adjusted for the Russian credit market. Among specific sources of systemic the following risks were emphasized: access of a banking sector to market liquidity and currency ...
J. I. Petrova +3 more
doaj
Detecting attitude change with the implicit association test [PDF]
The Implicit Association Test and its variants have become pervasive measures of attitudes in a variety of domains and contexts. In two experiments, the authors provide evidence that a recent variant, the Personalized IAT developed by Olson and Fazio ...
CZELLAR, Sandor, FAZIO, Russell H.
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Liquidity cycles and make/take fees in electronic markets [PDF]
In this paper, the authors develop a dynamic model of trading with two specialized sides: traders posting quotes (“market makers”) and traders hitting quotes (“market takers”).
Foucault, Thierry +2 more
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