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Freeman, Alan - Volkswirtschaftliche Fakultät, … - 1991

This paper was presented at a special conference of the Conference of Socialist Economists (CSE, publishers of Capital and Class) in 1987, on the topic of Quantitative Marxism. This eventually gave rise to an edited collection (Dunne 1992) in which this paper was developed (Freeman 1992) into a...

Persistent link: https://www.econbiz.de/10011257843

Opposite strategy and liquidity effect: an econometric analysis

Saturnino, Odilon; Saturnino, Valéria; Oliveira, Gois de; … - Volkswirtschaftliche Fakultät, … - 2012

this is explained by the low liquidity of the roles losers in your training period, which is explained by the liquidity …

Persistent link: https://www.econbiz.de/10011257881

The Optimal Order Execution Problem within the Framework of a High-Frequency Trading - Sample Model

Bławat, Bogusław - Volkswirtschaftliche Fakultät, … - 2012

Optimal execution of large orders is examined within the technical framework of High-Frequency Trading (HFT). A sample model is proposed, which extends an existing strategy through HFT means like time slicing with random splitting of the order volume and time shifting. As this strategy brings...

Persistent link: https://www.econbiz.de/10011258519

Liquidity and asset prices: a VECM approach

Ács, Attila - Volkswirtschaftliche Fakultät, … - 2012

liquidity developments and asset price movements. Central banks with focus on inflation targeting allowed asset price inflation … from fundamentals. However liquidity conditions are part of fundamental variables and should be taken into consideration as …

Persistent link: https://www.econbiz.de/10011258728

The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management

Marco, Bianchetti - Volkswirtschaftliche Fakultät, … - 2011

Once upon a time there was a classical financial world in which all the Libors were equal. Standard textbooks taught that simple relations held, such that, for example, a 6 months Libor Deposit was replicable with a 3 months Libor Deposits plus a 3x6 months Forward Rate Agreement (FRA), and that...

Persistent link: https://www.econbiz.de/10011259157

„Volcker/Vickers hybrid“?: The Liikanen Report and justifications for ring fencing and separate legal entities

Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2013

Whilst some valid and justified arguments have been put forward in favour of ring fencing, that is, constructing a fire-wall between consumer and investment banks, and that such activities can be achieved without re structuring banks into separate legal entities, the Liikanen Report highlights...

Persistent link: https://www.econbiz.de/10011259246

Repo Market – A Tool to Manage Liquidity in Financial Institutions

Nath, Golaka - Volkswirtschaftliche Fakultät, … - 2013

Repo is used in India as an instrument for monetary policy by institutionalizing daily Liquidity Adjustment Facility … (LAF) which allows banks and Primary Dealers to manage their liquidity needs. Liquidity stress in the market has an impact …-bank uncollateralized call market and the call rates are prone to liquidity shocks in the system. The spread between Call and Repo rates is …

Persistent link: https://www.econbiz.de/10011260388

Markets Evolution After the Credit Crunch

Bianchetti, Marco; Carlicchi, Mattia - Volkswirtschaftliche Fakultät, … - 2012

of these effects based on the consideration of credit and liquidity variables. Then, we focus our attention on the …

Persistent link: https://www.econbiz.de/10011260721

National Accounts in Value Terms: The Social Wage and Profit Rate in Britain 1950-1986

Freeman, Alan - Volkswirtschaftliche Fakultät, … - 1991

This paper reproduces, for archival purposes, chapter 5, of the same name, which appeared in Dunne (1991). It represents one of the first systematic attempts that I know of, to present complete ‘Value National Accounts’, that is to say, accounts presenting social reproduction in terms of the...

Persistent link: https://www.econbiz.de/10011260853

Central bank independence: monetary policies in selected jurisdictions (I)

Felix, Ayadi; Marianne, Ojo - Volkswirtschaftliche Fakultät, … - 2013

Even though the Congress and the Administration are responsible for determining fiscal policy measures, these measures impact the Fed Reserve's monetary policy decisons. The indirect effect of fiscal policy on the conduct of monetary policy through its influence on the overall economy and the...

Persistent link: https://www.econbiz.de/10011261038