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Estimated Impact of the Federal Reserve’s Mortgage-Backed Securities Purchase Program
Purchase Program Mortgage-Backed
2015/8/3
The largest credit or liquidity program created by the
Federal Reserve during the financial crisis was the mortgagebacked
securities (MBS) purchase program. In this paper, we
examine the quantitati...
High School Curriculum and Financial Outcomes:The Impact of Mandated Personal Finance and Mathematics Courses
Secondary Education Personal Finance Outcome or Result
2015/4/28
Financial literacy and cognitive capabilities are convincingly linked to the quality of financial decision-making. Yet, there is little evidence that education intended to improve financial decision-m...
The Second Phase of Global Liquidity and Its Impact on Emerging Economies
Global Liquidity Impact Emerging Economies
2014/3/18
The term “global liquidity” is often invoked by emerging market policy makers to denote the
global factor that drives cross-border spillovers in financial conditions and credit growth. The
term i...
Impact of the economic crisis on the Italian public healthcare expenditure
Impact of the economic crisis the Italian public healthcare expenditure General Finance
2012/6/4
The global financial crisis, beginning in 2008, took an historic toll on national economies around the world. Following equity market crashes, unemployment rates rose significantly in many countries: ...
How to Have High-Impact Client Review Meetings
financial crisis financial plan financial condition
2011/8/20
The article offers information on the High-impact Client Review Meeting, a template that will guide financial planners in the conduct of a meeting review in the U.S. It says that after the 2008 global...
Stochastic impulse control on optimal execution with price impact and transaction cost
Price impact impulse control dynamic programming vis-cosity solutions
2011/3/30
We study a single risky financial asset model subject to price impact and transaction cost over an finite time horizon. An investor needs to execute a long position in the asset affecting the price of...
Impact of elimination of uptick rule on stock market volatility
uptick rule stock market volatility
2010/10/18
The uptick rule is a former rule established by the SEC that required that every
short sale transaction be entered at a price that is higher than the price of the previous
trade. The purpose of this...
"Market making" behaviour in an order book model and its impact on the bid-ask spread
Market making behaviour order book model impact bid-ask spread
2010/10/19
It has been suggested that marked point processes might be good candidates for the modelling of financial high-frequency data. A special class of point processes, Hawkes processes, has been the subje...
The impact of uncertainties on the pricing of contingent claims
pricing contingent claims
2010/10/18
We study the effect of parameters uncertainties on a stochastic diffusion model, in particular the impact on the pricing of contingent claims, thanks to Dirichlet Forms methods. We apply recent techni...
Impact of the tick-size on financial returns and correlations
Financial correlations Epps e ect Market emergence Covariance estimation
2010/10/18
We demonstrate that the lowest possible price change (tick-size) has a large impact on the structure of financial return distributions. It induces a microstructure as well as it can alter the tail beh...
Bilateral counterparty risk valuation for interest-rate products: impact of volatilities and correlations
Counterparty Risk Arbitrage-Free Credit Valuation Adjustment Interest Swaps Interest Rate Derivatives
2010/11/2
The purpose of this paper is introducing rigorous methods and formulas for bilateral counterparty risk credit valuation adjustments (CVA's) on interest-rate portfolios. In
doing so, we summarize the ...
Market impact and trading profile of large trading orders in stock markets
Market impact trading profile stock markets
2010/11/1
We empirically study the market impact of trading orders. We are speci cally interested in large trading orders that are executed incrementally, which we call hidden orders. These are reconstructed ba...