Search results for "Monetary"

showing 10 items of 502 documents

A note on change in persistence of U.S. city prices

2020

Abstract This paper seeks to explain the high persistence in U.S. price differentials found in Cecchetti, S. G., N. C. Mark, and R. J. Sonora. 2002. “Price Index Convergence Among United States Cities.” International Economic Review 43: 1081–99, by means of the concept of change in persistence. To that end, have computed recently developed tests by Kejriwal, M., P. Perron, and J. Zhou. 2013. “Wald Tests for Detecting Multiple Structural Changes in Persistence.” Econometric Theory 29: 289–323, allowing for multiple changes in persistence under the alternative hypothesis. We conclude that change in persistence cannot be ruled out for some city price differentials.

Persistence (psychology)Economics and EconometricsPurchasing power parity0502 economics and business05 social sciencesEconomicsMonetary economics050207 economicsSocial Sciences (miscellaneous)Analysis050205 econometrics Studies in Nonlinear Dynamics & Econometrics
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How does the market react to your order flow?

2012

We present an empirical study of the intertwined behaviour of members in a financial market. Exploiting a database where the broker that initiates an order book event can be identified, we decompose the correlation and response functions into contributions coming from different market participants and study how their behaviour is interconnected. We find evidence that (1) brokers are very heterogeneous in liquidity provision -- some are consistently liquidity providers while others are consistently liquidity takers. (2) The behaviour of brokers is strongly conditioned on the actions of {\it other} brokers. In contrast brokers are only weakly influenced by the impact of their own previous ord…

Physics - Physics and SocietyQuantitative Finance - Trading and Market MicrostructureMarket microstructureLimit order marketFinancial marketFOS: Physical sciencesBehavioural financePhysics and Society (physics.soc-ph)Market microstructureMonetary economicsMarket dynamicsFinancial marketFinancial markets microstructure Econophysics stochasti processesTrading and Market Microstructure (q-fin.TR)Market liquidityFOS: Economics and businessCompetition (economics)Empirical researchOrder (exchange)Physics - Data Analysis Statistics and ProbabilityOrder bookBusinessGeneral Economics Econometrics and FinanceData Analysis Statistics and Probability (physics.data-an)FinanceQuantitative Finance
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Global Powers and the International Currencies: What Does the Last Years Suggest for the Future?

2018

Starting from the literature that identifies different factors which determine whether a currency plays a global role, we propose an analysis of international status of major currencies using the following criteria: the demographic, economic, commercial, and financial size and importance of the currency issuer, the currency issuer’s financial market, and the history of using currency. We consider that the international use of a currency is mainly defined by the issuer’s place in the global economy, including its share of world trade and the size of its economy and financial market. The US dollar’s reference position was less influenced by the introduction of the euro, but nowadays it may be…

PoliticsCurrencyIssuerFinancial marketEconomicsPosition (finance)media_common.cataloged_instanceMonetary economicsEuropean unionChinaEconomic powermedia_common
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Quantifying preferential trading in the e-MID interbank market

2015

Interbank markets allow credit institutions to exchange capital for purposes of liquidity management. These markets are among the most liquid markets in the financial system. However, liquidity of interbank markets dropped during the 2007-2008 financial crisis, and such a lack of liquidity influenced the entire economic system. In this paper, we analyze transaction data from the e-MID market which is the only electronic interbank market in the Euro Area and US, over a period of eleven years (1999-2009). We adapt a method developed to detect statistically validated links in a network, in order to reveal preferential trading in a directed network. Preferential trading between banks is detecte…

Preferential linkStatistically validated networksFinancial economicsMonetary economicscomputer.software_genreLiquidity riskHJSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Market liquidityInterbank marketOrder (exchange)Financial crisisEconomicsDark liquidityInterbank rateInterbank lending marketHigh-frequency tradingAlgorithmic tradingGeneral Economics Econometrics and FinancecomputerFinanceQuantitative Finance
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The Variation of Export Prices Across and within Firms

2016

This paper uses transaction-level trade data to analyse the differences in export prices across and within Spanish manufacturing firms in the year 2014. The transactional nature of the database uncovers sizable differences in the price that an exporter charges for the same product and destination. These differences are related to the number of goods covered within each product category, volume discounts and vertically differentiated varieties. Export prices are positively correlated with firms’ productivity, destination markets’ GDP per capita and distance to Spain. These latter results suggest that Spanish exporters compete in quality.

Product categoryVariation (linguistics)Transactional leadershipmedia_common.quotation_subjectPer capitaManufacturing firmsQuality (business)BusinessMonetary economicsProduct (category theory)Productivitymedia_commonSSRN Electronic Journal
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Why Do U.S.-Listed Chinese Firms Go Private?

2012

The period 2010-2012 saw a dramatic increase in the number of Chinese firms listed in the United States announcing deals to delist and go private. We argue that accounting scandals and legal uncertainties involving Chinese firms in recent years may have caused outside investors to struggle to distinguish between legitimate and fraudulent firms. As a result some legitimate Chinese companies may have become undervalued, which arguably has given them a heightened incentive to go private. We examine all the companies that announced going-private deals during this period and find evidence that firms that go private tend to do so after a prolonged period of negative excess stock returns relative …

Quality auditIncentivebusiness.industryFinancial marketAdverse selectionAccounting scandalsAccountingBusinessMonetary economicsStock (geology)SSRN Electronic Journal
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Does a global wealth tax reduce inequality? When Piketty meets Mankiw

2020

Abstract We investigate the effects of a wealth tax on consumption and wealth inequality in a standard small open economy model featuring labour income heterogeneity. We show that consumption inequality and wealth inequality are identical in the long run if consumption growth exceeds output growth. Under this condition, the wealth tax reduces long run inequality under two additional conditions. First, the difference between the rate of return on wealth and the growth rate, r − g , is higher than a positive threshold. Second, the tax rate is lower than a cap which rises in r − g but decreases in labour income heterogeneity.

Rate of returnConsumption (economics)Economics and EconometricsInequalitymedia_common.quotation_subject05 social sciencesSmall open economyMonetary economicsTax rate0502 economics and businessEconomicsGrowth rate050207 economicsWealth tax050205 econometrics media_commonResearch in Economics
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Are green bonds a different asset class? Evidence from time-frequency connectedness analysis

2021

Abstract This paper investigates the time-frequency connectedness across the global green bond market and several mainstream financial and energy markets in an attempt to figure out whether green bonds represent a different asset class. The connectedness methodology proposed by Barunik and Křehlik (2018) is employed for that purpose. This approach enables quantifying the dynamics of connectedness in terms of return and volatility over time and across time scales simultaneously. The empirical results indicate that connectedness between the global green bond market and the conventional financial and energy markets mainly occurs at shorter time horizons, suggesting that shocks are rapidly tran…

Renewable Energy Sustainability and the EnvironmentSocial connectedness020209 energyStrategy and ManagementBond05 social sciencesEquity (finance)Time horizon02 engineering and technologyBuilding and ConstructionMonetary economicsIndustrial and Manufacturing Engineering050501 criminology0202 electrical engineering electronic engineering information engineeringEconomicsBond marketStock marketAsset (economics)Volatility (finance)0505 lawGeneral Environmental ScienceJournal of Cleaner Production
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Risk Management Optimization for Sovereign Debt Restructuring

2015

Abstract Debt restructuring is one of the policy tools available for resolving sovereign debt crises and, while unorthodox, it is not uncommon. We propose a scenario analysis for debt sustainability and integrate it with scenario optimization for risk management in restructuring sovereign debt. The scenario dynamics of debt-to-GDP ratio are used to define a tail risk measure, termed conditional Debt-at-Risk. A multi-period stochastic programming model minimizes the expected cost of debt financing subject to risk limits. It provides an operational model to handle significant aspects of debt restructuring: it collects all debt issues in a common framework, and can include contingent claims, m…

RestructuringFinancial economicsmedia_common.quotation_subjectGeography Planning and DevelopmentRecourse debtDebt-to-GDP ratioMonetary economicsDevelopmentportfolio optimizationstochastic programmingsovereign debtSettore SECS-S/06 -Metodi Mat. dell'Economia e d. Scienze Attuariali e Finanz.Debt0502 economics and businessEconomics050207 economicsDebt levels and flowsRisk managementmedia_common050208 financebusiness.industryconditional Value-at-RiskValue-at-RiskRisk metric05 social sciencesscenario analysiGreek crisiExternal debtExpected shortfallDebt restructuringdebt restructuringInternal debtPortfolio optimizationbusinessGeneral Economics Econometrics and FinanceValue at riskSenior debtJournal of Globalization and Development
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Current Account Adjustment and Retained Earnings

2018

This paper develops a formal strategy to calculate current accounts with retained earnings (RE) on equity investment and analyzes their adjustment during the global financial crisis. RE are the part of companies' profits which are reinvested and not distributed to shareholders as dividends. International statistical standards treat RE on foreign direct investment and RE on portfolio investment differently: while the former enter the current and financial account, the latter do not. We show that this differential treatment strongly affects current accounts of several advanced economies, frequently referred to as financial centers, with large positions in equity (portfolio) investment. Our em…

Retained earningsFinancial crisisEconomicsPortfolioCurrent accountMonetary economicsForeign direct investmentCapital accountPortfolio investmentInvestment (macroeconomics)Federal Reserve Bank of Dallas, Globalization Institute Working Papers
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