Search results for " Financial market."

showing 10 items of 30 documents

Notations et écarts de rentabilité : le marché français avant l'euro

2003

The main task of this paper is to confront two classical measures of default risk of the issuer, the rating and the spread. The first is attributed by agencies specialized in this activity (Standard and Poor's or Moody's) while the second results directly from the market price of the bond. This article studies this link over a period of two years for about forty French denominated bonds. Two measures of the spread are used and the results obtained show the very partial consideration of this information by the investors on the French bond market.

default riskbondsJEL: G - Financial Economics/G.G2 - Financial Institutions and Services/G.G2.G24 - Investment Banking • Venture Capital • Brokerage • Ratings and Ratings AgenciesJEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G10 - Generalspreadratingjel:G10notationJEL : G - Financial Economics/G.G1 - General Financial Markets/G.G1.G10 - Generalobligations;spread de taux;notation;risque de défautbonds; spread;rating;default risk.risque de défaut.[SHS.GESTION]Humanities and Social Sciences/Business administrationspread de tauxJEL : G - Financial Economics/G.G1 - General Financial Markets/G.G1.G12 - Asset Pricing • Trading Volume • Bond Interest Rates[SHS.GESTION] Humanities and Social Sciences/Business administration[ SHS.GESTION ] Humanities and Social Sciences/Business administrationJEL : G - Financial Economics/G.G2 - Financial Institutions and Services/G.G2.G24 - Investment Banking • Venture Capital • Brokerage • Ratings and Ratings AgenciesJEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G12 - Asset Pricing • Trading Volume • Bond Interest Ratesobligations
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Geometric Brownian Motion (GBM) of Stock Indexes and Financial Market Uncertainty in the Context of Non-Crisis and Financial Crisis Scenarios

2022

The present article proposes a methodology for modeling the evolution of stock market indexes for 2020 using geometric Brownian motion (GBM), but in which drift and diffusion are determined considering two states of economic conjunctures (states of the economy), i.e., non-crisis and financial crisis. Based on this approach, we have found that the GBM proved to be a suitable model for making forecasts of stock market index values, as it describes quite well their future evolution. However, the model proposed by us, modified geometric Brownian motion (mGBM), brings some contributions that better describe the future evolution of stock indexes. Evidence in this regard was provided by analyzing …

geometric Brownian motion; Monte Carlo simulation; entropy; financial crisis; financial marketsGeneral Mathematicsfinancial crisisComputer Science (miscellaneous)QA1-939geometric Brownian motionfinancial marketsentropyEngineering (miscellaneous)Monte Carlo simulationMathematicsMathematics
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The emergence and development of the cryptocurrency as a sign of global financial markets financialisation

2022

The article presents one of the most important, in the author's opinion, manifestations of further intensification of the processes of financialisation of global financial markets, which was the emergence of decentralized digital currencies (so-called cryptocurrencies) based on blockchain technology. Their creation and existence on the global financial market have been widely considered as one of significant effect of the global financial crisis, which symbolic beginning is September 15, 2008, when one of the largest US investment banks Lehman Brothers collapsed. The worldwide COVID-19 pandemic has only highlighted the importance of this effect of financialization. The purpose of the articl…

global financial marketsGeneral MedicinefinancialisationcryptocurrencyCentral European Review of Economics & Finance
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Statistics of order flow

2010

market microstructureeconophysicsfinancial marketOrder flow market microstructure financial markets econophysicsOrder flow
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La normativa europea sui prodotti pensionistici individuali paneuropei tra regolazione del mercato e automatizzazione dei servizi finanziari (Il Reg.…

2023

The essay comments on the recent European legislation on a pan-European Personal Pension Product which aims to remedy the poor development of the market for these products also in the light of the welfare state's crisis. The essay criticizes some choices of the European legislator as they contrast with the objective of creating a single competitive market for pan-European individual pension products; the choices of the regulation on the protection of savers are also criticized, and finally the essay assume that as a consequence of the choices of the European legislator intermediaries will bear the costs of financial inclusion.

pan-European Personal Pension Product financial market regulatory arbitrage financial inclusion
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Administracyjnoprawna ochrona konsumenta na rynku finansowym

2018

protection of the consumer on the financial marketadministrtive lawOpolskie Studia Administracyjno-Prawne
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Essays on emerging financial markets, political institutions and development differences

2014

rahoitusmarkkinatkehittyvät markkinatpoliittiset instituutiotcorrelationfinanssikriisitarvopaperimarkkinattaloudellinen integraatiokansainvälinen talousinstitutionsintegrationtaloudellinen kehitysemerging financial marketsdevelopment
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Determinants of current account balances

2011

rahoitusmarkkinatvaihtotaseglobal current account imbalancesepävarmuusPaneelimenetelmätheterogeneity in domestic financial marketsricardolainen ekvivalenssioptimointidynamic-optimizing approachRicardian equivalenceglobaalit vaihtotase-epätasapainotpanel data methodskansainvälinen taloustaloudellinen sääntely
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Le differenti tipologie di investimento finanziario

2017

Il vademecum "La tutela del risparmio" è realizzato nell'ambito del Programma Generale di intervento “Sicilia e consumatori: diritti e tutele” della Regione Siciliana. Il vademecum illustra le principali tipologie di investimento finanziario, con un approfondimento sugli strumenti più rischiosi come gli strumenti derivati e gli investimenti in valuta estera. Nel vademecum vengono delineati i profili essenziali della tutela del risparmio nell'ordinamento italiano, nonchè il diritto all’informazione da parte dei risparmiatori-consumatori e dei connessi obblighi informativi da parte delle banche e degli altri operatori finanziari.

risparmio sistema finanziario investimenti banca finanza mercati finanziariSettore SECS-P/11 - Economia Degli Intermediari Finanziaribanking financial system finance financial markets investments.
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Kriptogrāfisko valūtu ietekme uz starptautisko ekonomiku

2018

Mūsdienu pasaulē jau ir aptuveni tūkstotis dažādu kriptogrāfisko valūtu, no kurām populārākā ir bitkoins. Pieprasījums pēc šīs valūtas ir pieaudzis rekordlielā ātrumā un joprojām nav nokrities līdz tādiem skaitļiem, kādi bija pašā bitkoinu sākumā. Kriptogrāfiskās valūtas piesaista lielu uzmanību un lielākā daļa cilvēku mēģina izprast, kā tās darbojās. Pastāv daudzi viedokļi par kriptogrāfiskajām valūtām: 1. Kriptogrāfiskās valūtas noteikti mainīs pasauli. 2. Kriptogrāfiskajai valūtai piemīt burbuļa efekts un tuvākajā nākotnē tā pazudīs. 3. Kriptogrāfiskās valūtas ir jauns naudas veids, kurš sniedz dažādas priekšrocības tās lietotājiem. Gandrīz visas kriptogrāfiskās valūtas darbojās ar blokķ…

technology of blockchainEkonomikainternational financial marketcrypto-currenciesbanking systemBitcoin.
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